Package: RPEGLMEN
Type: Package
Title: Gamma and Exponential Generalized Linear Models with Elastic Net
        Penalty
Version: 1.0.1
Date: 2020-01-07
Author: Anthony Christidis <anthony.christidis@stat.ubc.ca>, 
  Xin Chen <chenx26@uw.edu>, 
  Daniel Hanson <hansondj@uw.edu>
Maintainer: Anthony Christidis <anthony.christidis@stat.ubc.ca>
Description: Implements the fast iterative shrinkage-thresholding algorithm
             (FISTA) algorithm to fit a Gamma distribution with an elastic net 
             penalty as described in Chen, Arakvin and Martin (2018) 
             <arxiv:1804.07780>. An implementation for the case of the 
             exponential distribution is also available, with details available 
             in Chen and Martin (2018) <https://papers.ssrn.com/abstract_id=3085672>.
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
Imports: Rcpp (>= 1.0.2), RPEIF, PerformanceAnalytics
LinkingTo: Rcpp, RcppEigen
RoxygenNote: 7.0.2
Suggests: R.rsp, testthat
NeedsCompilation: yes
Biarch: true
SystemRequirements: C++11
VignetteBuilder: R.rsp
Packaged: 2020-01-11 10:16:24 UTC; antho
Repository: CRAN
Date/Publication: 2020-01-13 09:40:06 UTC
Built: R 3.5.2; x86_64-apple-darwin15.6.0; 2020-01-14 07:54:19 UTC; unix
Archs: RPEGLMEN.so.dSYM
