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[WIP] Categorical matrix stuff part 2 #202

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ElizabethSantorellaQC
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See #76 . The categorical matrix already exists and is part of split matrix, but we now need to modify our upstream data setup to produce a SplitMatrix with categorical components.

…arguments from OneHotEncoder set to defaults
…itMatrix; tests for setup and sandwich product
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On the wrong track.

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