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bwlewis/GLM

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Notes on generalized linear models

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Generalized linear models, abridged.

See our old notes on this project at: http://bwlewis.github.io/GLM.

Very revised and updated notes are in process as of October, 2018.

Here are some slides from a talk at the Cleveland R User Group: https://bwlewis.github.io/GLM/October_2018_CLERUG.html

Our current experimental reference SVD-based GLM implementation, based in turn on Dianne O'Leary's QR implementation from 1990, can be found here: https://github.com/bwlewis/GLM/blob/master/glm.svd.r That code is robust and fast and replicates R's column subset selection routine by falling back to R's default rank-revealing QR factorization in edge cases. But it's still a work in progress.

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