aaronpeikert / ProximalGLM.jl

ProximalGLM

To install ProximalGLM.jl:

import Pkg; Pkg.add("ProximalGLM")

A simple example:

using ProximalGLM
using DataFrames, StableRNGs
β = [0.5, 0, 0];
X, y = ProximalGLM.Simulate.binary(1000, β; rng = StableRNG(1));
data = hcat(DataFrame(y = y), DataFrame(X, :auto))
fit(ProximalLogistic, @formula(y ~ x1 + x2 + x3), data)

StatsModels.TableRegressionModel{Vector{Float64}, Matrix{Float64}}

y ~ 1 + x1 + x2 + x3

Coefficients:
[-0.03473, 0.44120, -0.02172, -0.05991]