smurf1.1.7 package

Sparse Multi-Type Regularized Feature Modeling

Implementation of the SMuRF algorithm of Devriendt et al. (2021) <doi:10.1016/j.insmatheco.2020.11.010> to fit generalized linear models (GLMs) with multiple types of predictors via regularized maximum likelihood.

  • Maintainer: Tom Reynkens
  • License: GPL (>= 2)
  • Last published: 2025-02-23