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shjwang / SCAD

Fit coefficients paths for MCP- or SCAD-penalized regression models over a grid of values for the regularization parameter lambda. Fits linear and logistic regression models, with option for an additional L2 penalty.

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Fit coefficients paths for MCP- or SCAD-penalized regression models over a grid of values for the regularization parameter lambda. Fits linear and logistic regression models, with option for an additional L2 penalty.