msgl: High Dimensional Multiclass Classification Using 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.

Install the latest version of this package by entering the following in R:
install.packages("msgl")
AuthorMartin Vincent
Date of publication2017-04-02 17:41:17 UTC
MaintainerMartin Vincent <martin.vincent.dk@gmail.com>
LicenseGPL (>= 2)
Version2.3.6
http://www.sciencedirect.com/science/article/pii/S0167947313002168, https://github.com/vincent-dk/msgl

View on CRAN

Functions

best_model.msgl Man page
classes Man page
coef.msgl Man page
cv Man page
Err.msgl Man page
features.msgl Man page
features_stat.msgl Man page
fit Man page
lambda Man page
models.msgl Man page
msgl Man page
msgl.algorithm.config Man page
msgl.c.config Man page
msgl.cv Man page
msgl.lambda.seq Man page
msgl-package Man page
msgl.standard.config Man page
msgl.subsampling Man page
nmod.msgl Man page
parameters.msgl Man page
parameters_stat.msgl Man page
predict.msgl Man page
PrimaryCancers Man page
print.msgl Man page
SimData Man page
subsampling Man page
x Man page

Files

inst
inst/CITATION
inst/NEWS.Rd
inst/doc
inst/doc/quick-start.html
inst/doc/README.Rmd
inst/doc/quick-start.R
inst/doc/quick-start.Rmd
inst/doc/README.R
inst/doc/README.html
tests
tests/B_fit_run_tests_2.R tests/D_subsampling_run_test_1.R tests/C_cv_run_tests_CRAN.R tests/B_cv_consistency_tests.R tests/C_cv_run_tests_1.R tests/C_cv_run_tests_2.R tests/B_fit_run_tests_1.R tests/D_subsampling_run_test_CRAN.R tests/H_error_test.R
tests/units
tests/units/fit_test.R tests/units/run_tests.R tests/units/lambda_test.R tests/units/subsampling_test.R tests/units/generate_data.R tests/units/cv_test.R tests/I_configuration_test.R tests/A_lambda_run_tests.R tests/B_fit_run_tests_CRAN.R tests/F_parallel_run_tests.R
src
src/Makevars
src/msgl.cpp
src/multinomial_response.h
src/multinomial_loss.h
src/pkg_c_config.h
NAMESPACE
data
data/PrimaryCancers.RData
data/SimData.RData
R
R/cv.R R/subsampling.R R/predict.R R/lambda.R R/navigate.R R/fit.R R/startup.R R/msgl.R R/config.R R/process-arguments.R
vignettes
vignettes/README.Rmd
vignettes/quick-start.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/classes.Rd man/msgl.standard.config.Rd man/fit.Rd man/SimData.Rd man/x.Rd man/features.msgl.Rd man/cv.Rd man/msgl.subsampling.Rd man/print.msgl.Rd man/coef.msgl.Rd man/msgl-package.Rd man/msgl.c.config.Rd man/best_model.msgl.Rd man/PrimaryCancers.Rd man/predict.msgl.Rd man/models.msgl.Rd man/Err.msgl.Rd man/lambda.Rd man/msgl.Rd man/parameters.msgl.Rd man/msgl.cv.Rd man/features_stat.msgl.Rd man/msgl.lambda.seq.Rd man/parameters_stat.msgl.Rd man/msgl.algorithm.config.Rd man/nmod.msgl.Rd man/subsampling.Rd
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Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.