models.msgl

object

index

Returns the fitted models, that is the estimated
  $\beta$ matrices.

Sparse group lasso multiclass classification, suitable for
    high dimensional problems with many classes. Fast algorithm for
    solving the multinomial sparse group lasso convex optimization
    problem. This package apply template metaprogramming
    techniques, therefore -- when compiling the package from source
    -- a high level of optimization is needed to gain full speed
    (e.g. for the GCC compiler use -O3). Use of multiple processors
    for cross validation and subsampling is supported through
    OpenMP. The Armadillo C++ library is used as the primary linear
    algebra engine.

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models.msgl: Exstract the fitted models

Description

Usage

Arguments

Value