rpql: Regularized PQL for Joint Selection in GLMMs

Performs joint selection in Generalized Linear Mixed Models (GLMMs) using penalized likelihood methods. Specifically, the Penalized Quasi-Likelihood (PQL) is used as a loss function, and penalties are then augmented to perform simultaneous fixed and random effects selection. Regularized PQL avoids the need for integration (or approximations such as the Laplace's method) during the estimation process, and so the full solution path for model selection can be constructed relatively quickly.

Version: 0.8.1
Imports: gamlss.dist, lme4, Matrix, MASS, mvtnorm, Rcpp
LinkingTo: Rcpp, RcppArmadillo
Suggests: nlme
Published: 2023-08-19
DOI: 10.32614/CRAN.package.rpql
Author: Francis K.C. Hui, with contributions from Samuel Mueller and A.H. Welsh
Maintainer: Francis Hui <fhui28 at gmail.com>
License: GPL-2
NeedsCompilation: yes
Citation: rpql citation info
Materials: NEWS
CRAN checks: rpql results


Reference manual: rpql.pdf


Package source: rpql_0.8.1.tar.gz
Windows binaries: r-devel: rpql_0.8.1.zip, r-release: rpql_0.8.1.zip, r-oldrel: rpql_0.8.1.zip
macOS binaries: r-release (arm64): rpql_0.8.1.tgz, r-oldrel (arm64): rpql_0.8.1.tgz, r-release (x86_64): rpql_0.8.1.tgz, r-oldrel (x86_64): rpql_0.8.1.tgz
Old sources: rpql archive


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