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.
| Version: |
0.1.0 |
| Depends: |
R (≥ 4.0.0) |
| Imports: |
Rcpp (≥ 0.12.13), bigmemory, methods, Matrix, Formula |
| LinkingTo: |
Rcpp, RcppEigen, BH, bigmemory |
| Suggests: |
glm2, knitr, rmarkdown, testthat (≥ 3.0.0), sandwich, microbenchmark, MASS, statmod, logistf, pscl, speedglm, tweedie |
| Published: |
2026-05-05 |
| DOI: |
10.32614/CRAN.package.fastglm |
| Author: |
Jared Huling [aut, cre],
Douglas Bates [cph],
Dirk Eddelbuettel [cph],
Romain Francois [cph],
Yixuan Qiu [cph],
Noah Greifer 
[ctb] |
| Maintainer: |
Jared Huling <jaredhuling at gmail.com> |
| BugReports: |
https://github.com/jaredhuling/fastglm/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/jaredhuling/fastglm,
https://jaredhuling.org/fastglm/ |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
fastglm results |