Package: fastglm 0.1.4

fastglm: Fast and Stable Fitting of Generalized Linear Models using 'RcppEigen'

Fits generalized linear models efficiently using 'RcppEigen'. The iteratively reweighted least squares implementation utilizes the step-halving approach of Marschner (2011) <doi:10.32614/RJ-2011-012> to help safeguard against convergence issues. Provides formula and matrix interfaces for count and cumulative-link ordinal models, mean bias reduction, and fitting from data read in blocks of rows for supported model classes.

Authors:Jared Huling [aut, cre], Douglas Bates [cph], Dirk Eddelbuettel [cph], Romain Francois [cph], Yixuan Qiu [cph], Noah Greifer [ctb]

fastglm_0.1.4.tar.gz
fastglm_0.1.4.zip(r-4.7-x86_64)fastglm_0.1.4.zip(r-4.7-arm64)fastglm_0.1.4.zip(r-4.6-x86_64)fastglm_0.1.4.zip(r-4.6-arm64)fastglm_0.1.4.zip(r-4.5-x86_64)
fastglm_0.1.4.tgz(r-4.6-x86_64)fastglm_0.1.4.tgz(r-4.6-arm64)fastglm_0.1.4.tgz(r-4.5-x86_64)fastglm_0.1.4.tgz(r-4.5-arm64)
fastglm_0.1.4.tar.gz(r-4.7-arm64)fastglm_0.1.4.tar.gz(r-4.7-x86_64)fastglm_0.1.4.tar.gz(r-4.6-arm64)fastglm_0.1.4.tar.gz(r-4.6-x86_64)
fastglm_0.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
fastglm/json (API)

# Install 'fastglm' in R:
install.packages('fastglm', repos = c('https://jaredhuling.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/jaredhuling/fastglm/issues

Pkgdown/docs site:https://jaredhuling.org

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

cpp

12.25 score 62 stars 24 packages 279 scripts 13k downloads 1 mentions 31 exports 9 dependencies

Last updated from:bc2637a075. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK528
linux-devel-x86_64OK582
source / vignettesOK970
linux-release-arm64OK580
linux-release-x86_64OK747
macos-release-arm64OK543
macos-release-x86_64OK1066
macos-oldrel-arm64OK549
macos-oldrel-x86_64OK1025
windows-devel-arm64OK859
windows-devel-x86_64OK900
windows-release-arm64OK922
windows-release-x86_64OK855
windows-oldrel-x86_64OK757
wasm-releaseOK350

Exports:fastglmfastglm_averagefastglm_batchfastglm_bootstrapfastglm_confint_thetafastglm_controlfastglm_diagnosticsfastglm_fitfastglm_hurdlefastglm_marginal_effectsfastglm_nbfastglm_ordinalfastglm_ordinal_assessfastglm_ordinal_batchfastglm_ordinal_preparefastglm_ordinal_streamingfastglm_po_testfastglm_preparefastglm_profile_testfastglm_score_testfastglm_sourcefastglm_source_arrowfastglm_source_dbifastglm_streamingfastglm_truncatedfastglm_twopartfastglm_vcovfastglm_wald_testfastglm_zifastglmPurenegbin

Dependencies:BHbigmemorybigmemory.sriFormulalatticeMatrixRcppRcppEigenuuid

Benchmark Study for 'fastglm'
Standard GLMs | Sparse and big.matrix paths | Negative-binomial regression | Firth bias-reduced GLMs | Firth across all decomposition methods | Firth on sparse and streaming designs | Hurdle models | Zero-inflated models | Summary | Ordinal models | References

Last update: 2026-11-07
Started: 2026-05-01

Firth Bias-Reduced GLMs with 'fastglm'
Logistic regression under separation | General GLM families | Binomial (logit, probit, cloglog) | Poisson (log, sqrt) | Gamma (log, inverse) | Gaussian (identity, log) | Inverse Gaussian (log) | Standard errors | Assessing convergence | Adjusted scores and penalized likelihood | Profile intervals and tests for logistic regression | Speed comparison across families | References

Last update: 2026-11-07
Started: 2026-05-13

Large-data estimation and inference with fastglm
Sparse and mapped matrices | Preserving a model across chunks | A more stable solve for related predictors | Bias reduction with repeated block reads | Prediction and robust inference | Ordered outcomes from repeatable blocks | Robust covariance for ordered outcomes | Assessment and testing without collecting the observations | Parquet and database sources | Count and two-part models from the same readers

Last update: 2026-11-07
Started: 2026-05-01

Ordered outcomes and cumulative-link models with fastglm
Ordinal functionality at a glance | Models and estimation | Inference, assessment, and computation | Models and estimation | Common slopes and the cumulative-logit model | Housing satisfaction: fitting and interpretation | Alternative cumulative links | Partial proportional odds and nonparallel effects | The range of valid predictions | Mean bias reduction with varying effects | Prediction and effect summaries | Continuous predictors and local changes | Hypothesis tests and uncertainty | Coefficient profiles and score tests | Comparing common and varying effects | Robust covariance and bootstrap uncertainty | Model assessment | Residuals and reporting | Prediction scores, calibration, and graphical slope comparisons | Testing the common-slope restriction | Separation and a bias-reduced null | Repeated fits and large-data computation | Simulating responses from a fitted model | Prepared designs and repeated outcomes | Streaming from repeatable sources | Assessment and common-slope tests on the original source | Numerical computation and likelihood conventions | Locating small probabilities and predictor gaps | Missing intermediate categories within a predictor pattern | Category support and limits of inference

Last update: 2026-11-07
Started: 2026-11-03

Quick Usage Guide to the 'fastglm' Package
Example | Computational stability

Last update: 2026-11-07
Started: 2025-12-16

Negative Binomial Convergence: fastglm vs MASS
Data-generating process | Convergence comparison | Summary | Log-likelihood comparison | Theta estimates | Cases where only fastglm converges

Last update: 2026-11-07
Started: 2026-05-15

Count regression, truncation, and excess zeros with fastglm
Negative-binomial variation | Positive counts and hurdle models | Zero-inflated counts | Testing associations within and across components | Larger datasets and common model specifications | Uncertainty for average counts

Last update: 2026-11-06
Started: 2026-05-01

Negative Binomial Stability Benchmark: fastglm vs MASS
Data-generating process | Scoring convergence | Running the benchmark | Results | References

Last update: 2026-11-06
Started: 2026-06-02

Models, inference, and computation with fastglm
Package scope and model selection | Models and estimation | Inference, prediction, and assessment | Data size and repeated fitting | Specifying the mean model | Choosing a decomposition | Inference and population averages | Joint coefficient tests | Repeated outcomes on a shared design

Last update: 2026-11-05
Started: 2026-05-01

Two-part models for nonnegative continuous outcomes
Fitting and interpreting the components | Marginal predictions | Comparing average outcomes | Reading large outcome datasets in blocks

Last update: 2026-11-04
Started: 2026-11-03

Readme and manuals

Help Manual

Help pageTopics
big.matrix prod%*%,big.matrix,vector-method %*%,vector,big.matrix-method
Confidence intervals for GLM coefficientsconfint.fastglm
Fast generalized linear model fittingfastglm fastglm.default
Average predictions and contrasts with delta-method uncertaintyfastglm_average
Fit multiple responses using a prepared designfastglm_batch
Refit bootstrap uncertainty for GLMs, count models, and ordinal modelsfastglm_bootstrap print.fastglm_bootstrap
Profile-likelihood interval for negative-binomial sizefastglm_confint_theta
Numerical diagnostics for a fitted GLMfastglm_diagnostics
Fast generalized linear model fittingfastglm_control fastglm_fit summary.fastglmFit vcov.fastglmFit
Hurdle (two-part) Poisson / Negative-Binomial regressionfastglm_hurdle
Average marginal effects for ordinal probabilitiesfastglm_marginal_effects
Fit a negative-binomial GLM with simultaneous (beta, theta) MLEfastglm_nb
Assess ordinal prediction and the common-slope assumptionfastglm_ordinal_assess plot.fastglm_ordinal_assessment print.fastglm_ordinal_assessment
Fit several ordinal responses using shared predictorsfastglm_ordinal_batch
Prepare predictors for repeated ordinal fitsfastglm_ordinal_prepare
Fit an ordinal model from repeatable blocks of observationsfastglm_ordinal_streaming
Fit a cumulative-link model for ordered outcomesfastglm_ordinal fastglm_ordinal.default fastglm_ordinal.fastglm_ordinal_design fastglm_ordinal.formula
Test common slopes in a cumulative-link modelfastglm_po_test
Prepare a reusable design for repeated GLM fitsfastglm_prepare
Profile likelihood inferencefastglm_profile_test
Score tests for ordinal model terms and coefficient contrastsfastglm_score_test
Read a large dataset in repeatable blocks of rowsfastglm_source
Create a source from Parquet partitionsfastglm_source_arrow
Create a source from indexed database queriesfastglm_source_dbi
Fit a GLM by reading blocks of observations as neededfastglm_streaming
Zero-truncated count regressionfastglm_truncated
Two-part regression for nonnegative continuous outcomesfastglm_twopart
Robust covariance with bounded design memoryfastglm_vcov
Joint Wald tests for model terms and coefficient contrastsfastglm_wald_test
Zero-inflated Poisson / Negative-Binomial regressionfastglm_zi
Display profile confidence intervalsfastglm-confint-methods print.fastglm_confint
Display and extract numerical diagnosticsas.data.frame.fastglm_diagnostics fastglm-diagnostics-methods print.fastglm_diagnostics
Display and extract predictions with standard errorsas.data.frame.fastglm_prediction fastglm-prediction-methods print.fastglm_prediction
Empirical estimating-function and bread methods for `fastglm` objectsbread.fastglm bread.fastglmFit estfun.fastglm estfun.fastglmFit fastglm-sandwich
Display and extract hypothesis testsas.data.frame.fastglm_test as.data.frame.fastglm_test_list fastglm-test-methods print.fastglm_test print.fastglm_test_list tidy.fastglm_test tidy.fastglm_test_list
Tidy summaries for fastglm modelsfastglm-tidy glance.fastglm glance.fastglmFit tidy.fastglm tidy.fastglmFit
Fit a generalized linear model from a formulafastglm.formula
Fast generalized linear model fittingfastglmPure
Negative binomial family with known dispersionnegbin
Methods for ordinal models with threshold-specific slopescoef.fastglm_ordinal_partial confint.fastglm_ordinal_partial ordinal-partial-methods predict.fastglm_ordinal_partial print.fastglm_ordinal_partial print.summary.fastglm_ordinal_partial summary.fastglm_ordinal_partial tidy.fastglm_ordinal_partial vcov.fastglm_ordinal_partial
Obtains predictions and optionally estimates standard errors of those predictions from a fitted generalized linear model object.predict.fastglm
Predictions and inference for two-component modelspredict.fastglm_hurdle predict.fastglm_zi
Predict ordinal probabilities or outcome categoriespredict.fastglm_ordinal
Predictions and residuals from an ordinal source fitpredict.fastglm_ordinal_stream residuals.fastglm_ordinal_stream
Stream predictions or diagnostics to a callbackpredict.fastglm_stream
Probability-based residuals for ordinal modelsresiduals.fastglm_ordinal
Simulate categorical responses from an ordinal fitsimulate.fastglm_ordinal
`summary()` method for `fastglm` fitted objectssummary.fastglm
Tidy summaries of ordinal fitsaugment.fastglm_ordinal glance.fastglm_ordinal tidy.fastglm_ordinal
Methods for cumulative-link ordinal fitscoef.fastglm_ordinal confint.fastglm_ordinal summary.fastglm_ordinal update.fastglm_ordinal vcov.fastglm_ordinal
`vcov()` method for `fastglm` fitted objectsvcov.fastglm
Heteroskedasticity-consistent (HC) variance estimators for `fastglm` objectsvcovHC.fastglm vcovHC.fastglmFit