The drrglm package implements doubly regularized matrix-variate regression for generalized linear models (GLMs).
From github:
library(remotes)
install_github("paradoxical-rhapsody/drrglm")Note: To install it on Windows platform from github, it requires RTools to compile the source code.
For detailed information on the usage and examples in the package, please refer to the help documentation:
help(, drrglm)Zengchao Xu, Shan Luo, and Binyan Jiang. "Doubly Regularized Matrix-Variate Regression". Submitted.