msgl (2.3.9)

0 users

Multinomial Sparse Group Lasso.

Multinomial logistic regression with sparse group lasso penalty. Simultaneous feature selection and parameter estimation for classification. Suitable for high dimensional multiclass classification with many classes. The algorithm computes the sparse group lasso penalized maximum likelihood estimate. Use of parallel computing for cross validation and subsampling is supported through the 'foreach' and 'doParallel' packages. Development version is on GitHub, please report package issues on GitHub.

Maintainer: Niels Richard Hansen
Author(s): Martin Vincent [aut], Niels Richard Hansen [ctb, cre]

License: GPL (>= 2)

Uses: Matrix, sglOptim, knitr, rmarkdown

Released 11 months ago.

17 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of msgl yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for msgl on google, google scholar, r-help, r-devel.

Visit msgl on R Graphical Manual.