L1-Penalized Multinomial Regression with Statistical Inference


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Documentation for package ‘pemultinom’ version 0.1.0

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cv.pemultinom Fit a multinomial regression model with Lasso penalty.
debiased_lasso Doing statistical inference on l1-penalized multinomial regression via debiased Lasso (or desparisified Lasso).
predict_pemultinom Make predictions on new predictors based on fitted l1-penalized multinomial regression model.