penppml

0.2.4

Penalized Poisson Pseudo Maximum Likelihood Regression

0packages depend

4.7Kdownloads / year

15.6%test coverage

11/13checks pass

Overview

About

Maintained by Joao CruzFirst published 2021-09-097 releasesCRAN page ↗GitHub ↗

A set of tools that enables efficient estimation of penalized Poisson Pseudo Maximum Likelihood regressions, using lasso or ridge penalties, for models that feature one or more sets of high-dimensional fixed effects. The methodology is based on Breinlich, Corradi, Rocha, Ruta, Santos Silva, and Zylkin (2021) http://hdl.handle.net/10986/35451 and takes advantage of the method of alternating projections of Gaure (2013) doi:10.1016/j.csda.2013.03.024 for dealing with HDFE, as well as the coordinate descent algorithm of Friedman, Hastie and Tibshirani (2010) doi:10.18637/jss.v033.i01 for fitting lasso regressions. The package is also able to carry out cross-validation and to implement the plugin lasso of Belloni, Chernozhukov, Hansen and Kozbur (2016) doi:10.1080/07350015.2015.1102733.

Install

R (CRAN)pak (dev)Ubuntu (r2u)openSUSE (OBS)

install.packages("penppml", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("tomzylkin/penppml")

Development version from tomzylkin/penppml. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-penppml

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-penppml

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc

Slowest check: 3.9 min · r-oldrel-windows-x86_64

Check history

NOTE2026-04-22
10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
9 OK · 4 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation signals are not tracked yet for this package.

Downloads

4.7K

CRAN downloads in the past year

Rank #10,215 · ~13/day · ~388/mo

penppml Releases R versions

Daily download trend is not available in this view yet.

32730 days

1K90 days

4.7K1 year

Compare downloads with other packages →

Also on402 r2u33 autocran31 c2d4u

Repository

GitHub ↗ tomzylkin/penppml

14Stars

6Forks

2Open issues

0Open PRs

1Releases

144Commits

4Contributors

144 commits · Last activity 2025-02-10

Repository practices

Upstream repositoryBeta

5 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/tomzylkin/penppml on 2026-07-19.

Reproducibility and dev environment (1)

data-raw/

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

16 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.10

Imports (9)

Rcpp glmnet fixest collapse rlang magrittr matrixStats dplyr devtools

LinkingTo (2)

Rcpp RcppEigen

Suggests (6)

testthatMASSknitr rmarkdown ggplot2 reshape2

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (4)

Maintainer (1)

Joao Cruz

Maintainer, Contributor · added in 0.2.1

Authors (2)

Diego Ferreras Garrucho

Author

Tom Zylkin

Author

Contributors (2)

Joao Cruz

Maintainer, Contributor · added in 0.2.1

Nicolas Apfel

Contributor

Package Timeline

7 releases. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.2.4Latest
2025-02-08 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
0.2.3
2023-09-08 · diff ↗
0.2.2
2023-04-22 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.2.1
2022-12-16 · diff ↗
0.2.0
2022-10-24 · diff ↗
R
R 4.2.0 released · 2022-04-22
0.1.1
2022-01-03 · diff ↗
0.1.0
2021-09-09
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2021-09-09
Total releases: 7 / 5 yrs
License: MIT + file LICENSE OSI
Download size: 1.1 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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Econometrics

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