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pemultinom  

L1-Penalized Multinomial Regression with Statistical Inference
View on CRAN: Click here


Download and install pemultinom package within the R console
Install from CRAN:
install.packages("pemultinom")

Install from Github:
library("remotes")
install_github("cran/pemultinom")

Install by package version:
library("remotes")
install_version("pemultinom", "0.1.0")



Attach the package and use:
library("pemultinom")
Maintained by
Ye Tian
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-02-16
Latest Update: 2023-02-16
Description:
We aim for fitting a multinomial regression model with Lasso penalty and doing statistical inference (calculating confidence intervals of coefficients and p-values for individual variables). It implements 1) the coordinate descent algorithm to fit an l1-penalized multinomial regression model (parameterized with a reference level); 2) the debiasing approach to obtain the inference results, which is described in Tian et al. (2023) .
How to cite:
Ye Tian (2023). pemultinom: L1-Penalized Multinomial Regression with Statistical Inference. R package version 0.1.0, https://cran.r-project.org/web/packages/pemultinom. Accessed 02 Feb. 2025.
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Complete documentation for pemultinom
Functions, R codes and Examples using the pemultinom R package
Some associated functions: cv.pemultinom . debiased_lasso . predict_pemultinom . 
Some associated R codes: RcppExports.R . cv.pemultinom.R . debiased_lasso.R . funcs.R . predict_pemultinom.R .  Full pemultinom package functions and examples
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