fastglm0.0.4 package

Fast and Stable Fitting of Generalized Linear Models using 'RcppEigen'

Fits generalized linear models efficiently using 'RcppEigen'. The iteratively reweighted least squares implementation utilizes the step-halving approach of Marschner (2011) <doi:10.32614/RJ-2011-012> to help safeguard against convergence issues.

  • Maintainer: Jared Huling
  • License: GPL (>= 2)
  • Last published: 2025-12-16