Tools for the fitting and cross validation of exact conditional logistic regression models with lasso and elastic net penalties. Uses cyclic coordinate descent and warm starts to compute the entire path efficiently.
| Package: | clogitL1 |
| Type: | Package |
| Version: | 1.4 |
| Date: | 2013-05-06 |
| License: | GPL-2 |
Very simple to use. The main fitting function clogitL1 accepts x, y data and a strata vector indicating stratum membership. It fits the exact conditional logistic regression model at a grid of regularisation parameters.
Only 7 functions:
clogitL1
cv.clogitL1
plot.clogitL1
plot.cv.clogitL1
print.clogitL1
summary.clogitL1
summary.cv.clogitL1