clogitL1-package {clogitL1}

Penalised conditional logistic regression.

Description

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.

Details

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

Author(s)

Stephen Reid and Rob Tibshirani

Maintainer: Stephen Reid <[e-mail]>

References

http://www.jstatsoft.org/v58/i12/