HDIM
1.0.0
Packages for High Dimensional Linear Regression
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Public Member Functions | |
void | operator() (std::vector< T > &X_vectorized, std::vector< T > &Y, std::string solver_type) |
Run the main JS_FOS algorithm. More... | |
T | ReturnLambda () |
T | ReturnIntercept () |
unsigned int | ReturnOptimIndex () |
std::vector< T > | ReturnCoefficients () |
std::vector< int > | ReturnSupport () |
Public Member Functions inherited from hdim::X_FOS< T > | |
X_FOS () | |
Initialize a new algorithm, and instantiate member attributes X and Y. More... | |
void | operator() (const Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > &x, const Eigen::Matrix< T, Eigen::Dynamic, 1 > &y, SolverType s_type=SolverType::ista) |
Run the main X_FOS algorithm. More... | |
T | ReturnLambda () |
T | ReturnIntercept () |
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > | ReturnBetas () |
unsigned int | ReturnOptimIndex () |
Eigen::Matrix< T, Eigen::Dynamic, 1 > | ReturnCoefficients () |
Eigen::Matrix< int, Eigen::Dynamic, 1 > | ReturnSupport () |
Additional Inherited Members | |
Protected Attributes inherited from hdim::X_FOS< T > | |
Eigen::Matrix< T, Eigen::Dynamic, 1 > | fos_fit |
T | lambda |
unsigned int | optim_index |
T | intercept = 0 |
Definition at line 16 of file fos_js.hpp.
void JS_FOS< T >::operator() | ( | std::vector< T > & | X_vectorized, |
std::vector< T > & | Y, | ||
std::string | solver_type | ||
) |
Run the main JS_FOS algorithm.
Calling this function will run the JS_FOS algorithm using the values of X and Y.
Definition at line 40 of file fos_js.hpp.