dglars is a publicly available R package that implements the method proposed in Augugliaro et al. (J. R. Statist. Soc. B 75(3), 471-498, 2013) developed to study the sparse structure of a generalized linear model (GLM). This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method. The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve.
CITATION STYLE
Augugliaro, L., & Mineo, A. M. (2015). Using the dglars package to estimate a sparse generalized linear model. In Advances in Statistical Models for Data Analysis (pp. 1–8). Springer International Publishing. https://doi.org/10.1007/978-3-319-17377-1_1
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