The GLMStat program is designed to solve Generalized Statistical Models as defined in Nelder & Wedderburn (1972) 'Generalized Linear Models' J.R. Statist. Soc. A, 135, 370-84.
A good introduction is 'An Introduction to Generalized Statistical Modelling' by A.J. Dobson, Chapman & Hall (1989).
More advanced is 'Generalized Linear Models' by P. McCullagh & J.A. Nelder, Chapman & Hall (1989).