Efficient design matrix free lasso penalized estimation in large scale 2 and 3dimensional generalized linear array model framework. The procedure is based on the gdpg algorithm from Lund et al. (2017) <doi:10.1080/10618600.2017.1279548>. Currently Lasso or Smoothly Clipped Absolute Deviation (SCAD) penalized estimation is possible for the following models: The Gaussian model with identity link, the Binomial model with logit link, the Poisson model with log link and the Gamma model with log link. It is also possible to include a component in the model with nontensor design e.g an intercept. Also provided are functions, glamlassoRR() and glamlassoS(), fitting special cases of GLAMs.
Package details 


Author  Adam Lund 
Maintainer  Adam Lund <adam.lund@math.ku.dk> 
License  GPL3 
Version  3.0.1 
Package repository  View on CRAN 
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