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msgl  

Multinomial Sparse Group Lasso
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]
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 10 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:33), 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)
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