Cpp function: fitting sparse multinomial regression.

Cpp function: fitting sparse multinomial regression.

sMulti(X, y, lambda, R, alpha, beta_max)

Arguments

X	input matrix for sparse multinomial regression(n*p).
y	response data for sparse multinomial regression(n*K).
lambda	A vector of penalty parameters lambda (p*1).
R	A vector of weighted parameters for each sample(n*1).
alpha	A number of penalty parameters alpha.
beta_max	A number of maximal number of fitted coefficients.

Value

A matrix of fitted coefficients.