gnu: Add r-fastglm.

* gnu/packages/cran.scm (r-fastglm): New variable.

Change-Id: I187c9579b1f8ff47e47d721d9684c16698066148
Signed-off-by: Andreas Enge <andreas@enge.fr>

gnu/packages/cran.scm

@@ -5290,6 +5290,30 @@ are used.  Fastmap avoids this memory leak issue by implementing the map using
 data structures in C++.")
     (license license:expat)))
 
+(define-public r-fastglm
+  (package
+    (name "r-fastglm")
+    (version "0.0.3")
+    (source
+     (origin
+       (method url-fetch)
+       (uri (cran-uri "fastglm" version))
+       (sha256
+        (base32 "0283kgk81cxbii7ljmp1rzqg5mzkvf7cj7lflhhhkgj5ljqina2i"))))
+    (properties `((upstream-name . "fastglm")))
+    (build-system r-build-system)
+    (propagated-inputs (list r-bh r-bigmemory r-rcpp r-rcppeigen))
+    (native-inputs (list r-knitr))
+    (home-page "https://cran.r-project.org/package=fastglm")
+    (synopsis
+     "Fast and stable fitting of generalized linear models using 'RcppEigen'")
+    (description
+     "This package fits generalized linear models efficiently using @code{RcppEigen}'.
+The iteratively reweighted least squares implementation utilizes the
+step-halving approach of Marschner to help safeguard against convergence
+issues.")
+    (license license:gpl2+)))
+
 (define-public r-fastghquad
   (package
     (name "r-fastghquad")