Computes solutions for linear and logistic regression models with potentially high-dimensional categorical predictors. This is done by applying a nonconvex penalty (SCOPE) and computing solutions in an efficient path-wise fashion. The scaling of the solution paths is selected automatically. Includes functionality for selecting tuning parameter lambda by k-fold cross-validation and early termination based on information criteria. Solutions are computed by cyclical block-coordinate descent, iterating an innovative dynamic programming algorithm to compute exact solutions for each block.
Version: 2.0.3 Imports: Rcpp (≥ 1.0.1), Rdpack LinkingTo: Rcpp Published: 2021-06-14 DOI: 10.32614/CRAN.package.CatReg Author: Benjamin Stokell [aut], Daniel Grose [ctb, cre], Rajen Shah [ctb] Maintainer: Daniel Grose <dan.grose at lancaster.ac.uk> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: yes CRAN checks: CatReg results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=CatReg to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4