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"Glmnet: Lasso and elastic-net regularized generalized linear models" is a software which is implemented as an R source package and as a MATLAB toolbox. [ 10 ] [ 11 ] This includes fast algorithms for estimation of generalized linear models with ℓ 1 (the lasso), ℓ 2 (ridge regression) and mixtures of the two penalties (the elastic net ...
The generalized additive model for location, scale and shape (GAMLSS) is a semiparametric regression model in which a parametric statistical distribution is assumed for the response (target) variable but the parameters of this distribution can vary according to explanatory variables.
The probability density, cumulative distribution, and inverse cumulative distribution functions of a generalized chi-squared variable do not have simple closed-form expressions. But there exist several methods to compute them numerically: Ruben's method, [ 7 ] Imhof's method, [ 8 ] IFFT method, [ 6 ] ray method, [ 6 ] and ellipse approximation.
MATLAB also provides a fitglme function to fit generalized linear mixed model models. The Python Statsmodels package supports binomial and poisson implementations. [14] The Julia package MixedModels.jl provides a function called GeneralizedLinearMixedModel that fits a generalized linear mixed model to provided data. [15]
The generalized logistic function or curve is an extension of the logistic or sigmoid functions. Originally developed for growth modelling, it allows for more flexible S-shaped curves. The function is sometimes named Richards's curve after F. J. Richards, who proposed the general form for the family of models in 1959.
Relief is an algorithm developed by Kira and Rendell in 1992 that takes a filter-method approach to feature selection that is notably sensitive to feature interactions. [1] [2] It was originally designed for application to binary classification problems with discrete or numerical features.
generalized linear mixed model (GLMM), generalized estimating equations (GEE) R package and function lm() in stats package (base R) glm() in stats package (base R) Matlab function mvregress() glmfit() SAS procedures PROC GLM, PROC REG: PROC GENMOD, PROC LOGISTIC (for binary & ordered or unordered categorical outcomes) Stata command regress glm ...
In econometrics and statistics, the generalized method of moments (GMM) is a generic method for estimating parameters in statistical models.Usually it is applied in the context of semiparametric models, where the parameter of interest is finite-dimensional, whereas the full shape of the data's distribution function may not be known, and therefore maximum likelihood estimation is not applicable.