CRAN/E | CatReg

CatReg

Solution Paths for Linear and Logistic Regression Models with Categorical Predictors, with SCOPE Penalty

Installation

About

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.

Key Metrics

Version 2.0.3
Published 2021-06-14 1041 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks CatReg results

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Maintainer

Maintainer

Daniel Grose

dan.grose@lancaster.ac.uk

Authors

Benjamin Stokell

aut

Daniel Grose

ctb / cre

Rajen Shah

ctb

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

CatReg archive

Imports

Rcpp ≥ 1.0.1
Rdpack

LinkingTo

Rcpp