Package: aglm 0.4.0

aglm: Accurate Generalized Linear Model

Provides functions to fit Accurate Generalized Linear Model (AGLM) models, visualize them, and predict for new data. AGLM is defined as a regularized GLM which applies a sort of feature transformations using a discretization of numerical features and specific coding methodologies of dummy variables. For more information on AGLM, see Suguru Fujita, Toyoto Tanaka, Kenji Kondo and Hirokazu Iwasawa (2020) <https://www.institutdesactuaires.com/global/gene/link.php?doc_id=16273&fg=1>.

Authors:Kenji Kondo [aut, cre, cph], Kazuhisa Takahashi [ctb], Hikari Banno [ctb]

aglm_0.4.0.tar.gz
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aglm.pdf |aglm.html
aglm/json (API)
NEWS

# Install 'aglm' in R:
install.packages('aglm', repos = c('https://kkondo1981.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/kkondo1981/aglm/issues

On CRAN:

actuarial-modeling

4.51 score 16 stars 40 scripts 238 downloads 9 exports 12 dependencies

Last updated 3 years agofrom:6ffe4fc2ad. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 08 2024
R-4.5-winNOTENov 08 2024
R-4.5-linuxNOTENov 08 2024
R-4.4-winNOTENov 08 2024
R-4.4-macNOTENov 08 2024
R-4.3-winNOTENov 08 2024
R-4.3-macNOTENov 08 2024

Exports:aglmcreateEqualFreqBinscreateEqualWidthBinscv.aglmcva.aglmexecuteBinninggetLVarMatForOneVecgetODummyMatForOneVecgetUDummyMatForOneVec

Dependencies:assertthatcodetoolsforeachglmnetiteratorslatticemathjaxrMatrixRcppRcppEigenshapesurvival