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Group-Adaptive Elastic Net Penalised Generalised Linear Models

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Fit linear and logistic regression models penalised with group-adaptive elastic net penalties. The group penalties correspond to groups of covariates defined by a co-data group set. The method accommodates inclusion of unpenalised covariates and overlapping groups. See Van Nee et al. (2021) doi:10.48550/arXiv.2101.03875.


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