L2 Penalized Logistic Regression with Stepwise Variable Selection

L2 penalized logistic regression for both continuous and discrete predictors, with forward stagewise/forward stepwise variable selection procedure.


Reference manual

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0.93 by Mee Young Park, 3 years ago

Browse source code at https://github.com/cran/stepPlr

Authors: Mee Young Park , Trevor Hastie

Documentation:   PDF Manual  

Task views: Chemometrics and Computational Physics

GPL (>= 2) license

Suggested by fscaret, mlr.

See at CRAN