hdim::FOS< T > Class Template Reference

The main FOS algorithim. More...

#include <fos.hpp>

Public Member Functions
	FOS (Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic > x, Eigen::Matrix< T, Eigen::Dynamic, 1 > y)
	Initialize a new algorithm, and instantiate member attributes X and Y. More...
void	Algorithm ()
	Run the main FOS algorithm. More...
T	ReturnLambda ()
Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic >	ReturnBetas ()
unsigned int	ReturnOptimIndex ()
Eigen::Matrix< T, Eigen::Dynamic, 1 >	ReturnCoefficients ()
Eigen::Matrix< T, Eigen::Dynamic, 1 >	ReturnSupport ()

Protected Attributes
Eigen::Matrix< T, Eigen::Dynamic, 1 >	avfos_fit
T	lambda
unsigned int	optim_index

Detailed Description

template<typename T>
class hdim::FOS< T >

The main FOS algorithim.

Definition at line 24 of file fos.hpp.

Constructor & Destructor Documentation

template<typename T >

hdim::FOS< T >::FOS	(	Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic >	x,
		Eigen::Matrix< T, Eigen::Dynamic, 1 >	y
	)

Initialize a new algorithm, and instantiate member attributes X and Y.

Parameters

x	An n x p design matrix
y	An n x 1 vector

Definition at line 129 of file fos.hpp.

Member Function Documentation

template<typename T >

void hdim::FOS< T >::Algorithm

(

)

Run the main FOS algorithm.

Calling this function will run the FOS algorithm using the values of X and Y that were instantiated with the class constructor.

Definition at line 377 of file fos.hpp.