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HDIM
1.0.0
Packages for High Dimensional Linear Regression
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| ▼Nhdim | |
| ▼Ninternal | |
| CAbstractSolver | Abstract base class for all iterative solvers |
| CScreeningSolver | Abstract base class for Solvers that use GAP SAFE screening rules |
| CSolver | Abstract base class for solvers that do not make use of GAP SAFE screening rules |
| CSubGradientSolver | Abstract base class for Sub-Gradient Descent algorithms ,such as ISTA and FISTA, with backtracking line search |
| CBinarize | Functor to convert vector of values into support vector |
| CCoordinateDescentWithScreen | |
| CFISTA | Run the Fast Iterative Shrinking and Thresholding Algorthim |
| CFOS | The main FOS algorithim |
| CISTA | Run the Iterative Shrinking and Thresholding Algorthim |
| CLazyCoordinateDescent | |
| CSoftThres | Soft Threshold functor used to apply hdim::soft_threshold to each element in a matrix or vector |
| CSupportSift | |
| CX_FOS | The FOS algorithim |
| CJS_FOS |