CBPE

Provides correlation-based penalty estimators for both linear and logistic regression models by implementing a new regularization method that incorporates correlation structures within the data. This method encourages a grouping effect where strongly correlated predictors tend to be in or out of the model together. See Tutz and Ulbricht (2009) doi:10.1007/s11222-008-9088-5 and Algamal and Lee (2015) doi:10.1016/j.eswa.2015.08.016.

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