Package: CatReg 2.0.4

Daniel Grose

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

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.

Authors:Benjamin Stokell [aut], Daniel Grose [ctb, cre], Rajen Shah [ctb]

CatReg_2.0.4.tar.gz
CatReg_2.0.4.tar.gz(r-4.7-arm64)CatReg_2.0.4.tar.gz(r-4.7-x86_64)CatReg_2.0.4.tar.gz(r-4.6-arm64)CatReg_2.0.4.tar.gz(r-4.6-x86_64)
CatReg_2.0.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
CatReg/json (API)

# Install 'CatReg' in R:
install.packages('CatReg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

cpp

1.48 score 247 downloads 3 mentions 4 exports 3 dependencies

Last updated from:6689d3362a. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK114
linux-devel-x86_64OK116
source / vignettesOK152
linux-release-arm64OK144
linux-release-x86_64OK121
wasm-releaseOK111

Exports:CorrelatedDesignMatrixscopescope.logisticUniformDesignMatrix

Dependencies:rbibutilsRcppRdpack