fastglm

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Hi, I couldn't find any mention of this in the documentations, but does this package support multinomial logistic regression or anything like that?

mr-september

Support for sparse covariate matrices & Eigen solvers for sparse systems?

2

Thanks for great package - I was wondering if it would also be possible to support sparse covariate matrices, i.e. matrices of class `dgCMatrix `(where `x` is first made sparse...

tomwenseleers

Feature request: simulate method

1

I'm trying to use `fastglm` for some simulations, and a `simulate()` method would be super convenient. Since the speed of `fastglm` makes is an appealing package for simulations, I think...

alexpghayes

Does it have out-of-core capabilities?

3

xiaodaigh

vcov.fastglm - Variance covariance matrix of fitted parameters

1

Hello, I was wondering if you had any pointer on how you would estimate the variance-covariance matrix of the fitted parameters (like vcov.glm). I would be willing to contribute a...

legaultmarc

add formula-based interface

1

put data as first arg for piping as per @jbirstler 's suggestion

jaredhuling

The predict method does not currently allow for confidence/prediction interval calculation. The internal c++ code would need to be changed to allow for inverse calculation of the hessian

jaredhuling