npmr: 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) <doi:10.1177/1471082X18777669>.

Package details

AuthorScott Powers, Trevor Hastie, Robert Tibshirani
MaintainerScott Powers <[email protected]>
LicenseGPL-2
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("npmr")

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npmr documentation built on Feb. 3, 2019, 1:04 a.m.