Computes solutions for linear and logistic regression models with potentially highdimensional categorical predictors. This is done by applying a nonconvex penalty (SCOPE) and computing solutions in an efficient pathwise fashion. The scaling of the solution paths is selected automatically. Includes functionality for selecting tuning parameter lambda by kfold crossvalidation and early termination based on information criteria. Solutions are computed by cyclical blockcoordinate descent, iterating an innovative dynamic programming algorithm to compute exact solutions for each block.
Package details 


Author  Benjamin Stokell [aut], Daniel Grose [ctb, cre], Rajen Shah [ctb] 
Maintainer  Daniel Grose <dan.grose@lancaster.ac.uk> 
License  GPL (>= 2) 
Version  2.0.3 
Package repository  View on CRAN 
Installation 
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