High dimensional multiclass classification using sparse group lasso

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Documentation for package ‘msgl’ version 0.1.3

Help Pages

msgl Fit a multinomial sparse group lasso regularization path.
msgl.cv Multinomial sparse group lasso cross validation using multiple possessors
msgl.lambda.seq Computes a lambda sequence for the regularization path
msgl.subsampling Multinomial sparse group lasso generic subsampling procedure
predict.msgl Predict
sgl.algorithm.config Create a new algorithm configuration
sgl.standard.config Standard algorithm configuration
sim.data Simulated data set