npmr (1.2)

Nuclear Penalized Multinomial Regression.

Fit multinomial logistic regression with a penalty on the nuclear norm of the estimated regression coefficient matrix, using proximal gradient descent. Reference: Powers S, Hastie T and Tibshirani R (2018) .

Maintainer: Scott Powers
Author(s): Scott Powers, Trevor Hastie, Robert Tibshirani

License: GPL-2

Uses: Does not use any package

Released 10 months ago.