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CatReg  

Solution Paths for Linear and Logistic Regression Models with Categorical Predictors, with SCOPE Penalty
View on CRAN: Click here


Download and install CatReg package within the R console
Install from CRAN:
install.packages("CatReg")

Install from Github:
library("remotes")
install_github("cran/CatReg")

Install by package version:
library("remotes")
install_version("CatReg", "2.0.4")



Attach the package and use:
library("CatReg")
Maintained by
Daniel Grose
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-14
Latest Update: 2021-06-14
Description:
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.
How to cite:
Daniel Grose (2020). CatReg: Solution Paths for Linear and Logistic Regression Models with Categorical Predictors, with SCOPE Penalty. R package version 2.0.4, https://cran.r-project.org/web/packages/CatReg. Accessed 10 Mar. 2026.
Previous versions and publish date:
1.0.0 (2020-03-14 19:10), 2.0.1 (2020-11-14 14:50), 2.0.2 (2021-04-22 16:20), 2.0.3 (2021-06-14 15:50)
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Complete documentation for CatReg
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