glm-haskell (v 0.1.0.0)
Introduction
A version of R's lme4 functionality written using hmatrix and sparse-linear-algebra (with Polysemy for IO, error and logging effects).
Installation
This package requires two external libraries:
- nlopt, for non-linear optimization
- cholmod (for fast sparse Cholesky decomposition) which is part of Tim Davis's open-source suite-sparse set of libraries.
Both are open source and available via, apt-get or homebrew. On a mac, for example, the following should suffice:
brew install nlopt brew install suite-sparse
on a linux system:
sudo apt-get update sudo apt-get install libnlopt-dev sudo apt-get install libsuitesparse-dev