rmult

<p>matrix of probabilities, with number of columns the number of classes</p>

Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model. Two recent additions are the multiple-response Gaussian, and the grouped multinomial regression. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the papers listed in the URL below.

Trevor Hastie

glmnet

Lasso and Elastic-Net Regularized Generalized Linear Models

Jerome Friedman

Rob Tibshirani

Balasubramanian Narasimhan

Noah Simon

Junyang Qian

rmult function

Generate multinomial samples from a probability matrix — rmult

Generate multinomial samples from a probability matrix

rmult: Generate multinomial samples from a probability matrix

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