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pemultinom: L1-Penalized Multinomial Regression with Statistical Inference

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) <doi:10.48550/arXiv.2302.02310>.

Version: 0.1.0
Depends: R (≥ 3.5.0)
Imports: foreach, doParallel, stats, Rcpp, nnet, magrittr, utils
LinkingTo: Rcpp
Suggests: knitr, rmarkdown
Published: 2023-02-16
DOI: 10.32614/CRAN.package.pemultinom
Author: Ye Tian [aut, cre], Henry Rusinek [aut], Arjun V. Masurkar [aut], Yang Feng [aut]
Maintainer: Ye Tian <ye.t at columbia.edu>
License: GPL-2
NeedsCompilation: yes
CRAN checks: pemultinom results

Documentation:

Reference manual: pemultinom.pdf

Downloads:

Package source: pemultinom_0.1.0.tar.gz
Windows binaries: r-devel: pemultinom_0.1.0.zip, r-release: pemultinom_0.1.0.zip, r-oldrel: pemultinom_0.1.0.zip
macOS binaries: r-release (arm64): pemultinom_0.1.0.tgz, r-oldrel (arm64): pemultinom_0.1.0.tgz, r-release (x86_64): pemultinom_0.1.0.tgz, r-oldrel (x86_64): pemultinom_0.1.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
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