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rpql

Regularized PQL for Joint Selection in GLMMs

v0.8.3 · Dec 17, 2025 · GPL-3

Description

Performs joint selection in Generalized Linear Mixed Models (GLMMs) using penalized likelihood methods. Specifically, the Penalized Quasi-Likelihood (PQL) is used as a loss function, and penalties are then augmented to perform simultaneous fixed and random effects selection. Regularized PQL avoids the need for integration (or approximations such as the Laplace's method) during the estimation process, and so the full solution path for model selection can be constructed relatively quickly.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies gamlss.dist lme4 Matrix MASS mvtnorm Rcpp rpql

Version History

new 0.8.3 Mar 9, 2026