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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.

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:

Reference manual: CatReg.pdf

Downloads:

Package source: CatReg_2.0.3.tar.gz
Windows binaries: r-devel: CatReg_2.0.3.zip, r-release: CatReg_2.0.3.zip, r-oldrel: CatReg_2.0.3.zip
macOS binaries: r-release (arm64): CatReg_2.0.3.tgz, r-oldrel (arm64): CatReg_2.0.3.tgz, r-release (x86_64): CatReg_2.0.3.tgz, r-oldrel (x86_64): CatReg_2.0.3.tgz
Old sources: CatReg archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CatReg to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.