clogitL1

R package clogitL1: Fitting exact conditional logistic regression with lasso and elastic net penalties. 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.

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References in zbMATH (referenced in 1 article , 1 standard article )

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  1. Stephen Reid; Rob Tibshirani: Regularization Paths for Conditional Logistic Regression: The clogitL1 Package (2014) not zbMATH