GLMide

GLMide is a software library designed for performing generalized linear model (GLM) calculations. It is developed in the C++ programming language and aims to provide a flexible and efficient framework for statistical modeling. The library supports various distributions commonly used in GLMs, such as Gaussian, Binomial, Poisson, and Gamma. It also accommodates different link functions, including identity, logit, and log.

The primary purpose of GLMide is to enable researchers and practitioners to fit, analyze, and interpret generalized linear models. This includes tasks like estimating model parameters, calculating standard errors, performing hypothesis tests, and generating predictions. The library's design emphasizes performance and ease of integration into larger statistical software or custom applications.

GLMide's architecture allows for extensibility, meaning that users can potentially add support for new distributions or link functions if needed. It typically handles the core mathematical operations involved in GLM fitting, such as iterative reweighted least squares (IRLS) algorithms, which are fundamental to solving these types of models. While specific details of its implementation might vary, the overall goal is to offer a robust and computationally sound solution for generalized linear modeling needs. The library is often chosen for its performance characteristics in scenarios where computational speed is a critical factor.