Package: CatReg
Type: Package
Title: Solution Paths for Linear and Logistic Regression Models with
        SCOPE Penalty
Version: 1.0.0
Date: 2020-03-05
Authors@R: c(person("Benjamin","Stokell",email="b.stokell@statslab.cam.ac.uk",role=c("aut")),
             person("Daniel","Grose",email="dan.grose@lancaster.ac.uk",role=c("ctb","cre")),
	     person("Rajen","Shah",email="r.shah@statslab.cam.ac.uk",role=c("ctb")))	
Description: Computes solutions for linear and logistic regression models with a nonconvex penalty (SCOPE) in an efficient path-wise fashion (Stokell, Shah and Tibshirani 2020, <arXiv:2002.12606>). 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.
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.1),Rdpack
LinkingTo: Rcpp
NeedsCompilation: yes
RdMacros: Rdpack
RoxygenNote: 7.0.2
Packaged: 2020-03-05 13:39:36 UTC; grosedj
Author: Benjamin Stokell [aut],
  Daniel Grose [ctb, cre],
  Rajen Shah [ctb]
Maintainer: Daniel Grose <dan.grose@lancaster.ac.uk>
Repository: CRAN
Date/Publication: 2020-03-14 18:10:05 UTC
