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msgl
View on CRAN: Click
here
Download and install msgl package within the R console
Install from CRAN:
install.packages("msgl")
Install from Github:
library("remotes")
install_github("cran/msgl") Install by package version:
library("remotes")
install_version("msgl", "2.3.9") Attach the package and use:
library("msgl")
Maintained by
Niels Richard Hansen
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-05-24
Latest Update:
Description:
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.
How to cite:
Niels Richard Hansen (2013). msgl: Multinomial Sparse Group Lasso. R package version 2.3.9, https://cran.r-project.org/web/packages/msgl. Accessed 08 Jun. 2026.
Previous versions and publish date:
0.1.05 (2013-11-18 13:51), 0.1.1 (2013-05-24 21:40), 0.1.2 (2013-05-25 23:09), 0.1.3 (2013-05-27 22:45), 0.1.4 (2013-06-01 06:20), 0.1.6 (2013-12-07 21:30), 0.1.7 (2014-02-19 11:32), 2.0.123.0 (2014-03-25 13:22), 2.0.125.0 (2014-03-26 18:08), 2.0.125.1 (2014-11-06 01:05), 2.2.0 (2015-09-19 22:46), 2.2.1 (2016-09-10 19:16), 2.3.0 (2016-09-28 19:35), 2.3.5 (2016-12-29 01:09), 2.3.6 (2017-04-02 19:41), 2.3.7 (2018-10-24 13:50), 2.3.8 (2019-01-04 11:00), 2.3.9 (2019-05-08 10:00)
Other packages that cited msgl R package
View msgl citation profile
Other R packages that msgl depends,
imports, suggests or enhances
Functions, R codes and Examples using
the msgl R package
Some associated functions: Err.msgl . PrimaryCancers . SimData . best_model.msgl . classes . coef.msgl . cv . features.msgl . features_stat.msgl . fit . lambda . models.msgl . msgl-package . msgl.algorithm.config . msgl.c.config . msgl.cv . msgl.lambda.seq . msgl . msgl.standard.config . msgl.subsampling . msgl_dense_sgl_fit_R . msgl_dense_sgl_lambda_R . msgl_dense_sgl_predict_R . msgl_dense_sgl_subsampling_R . msgl_sparse_sgl_fit_R . msgl_sparse_sgl_lambda_R . msgl_sparse_sgl_predict_R . msgl_sparse_sgl_subsampling_R . nmod.msgl . parameters.msgl . parameters_stat.msgl . predict.msgl . print.msgl . subsampling . x .
Some associated R codes: config.R . cv.R . fit.R . lambda.R . msgl.R . navigate.R . predict.R . process-arguments.R . startup.R . subsampling.R . Full msgl package functions and examples
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