hdim::X_FOS< T > Class Template Reference

The FOS algorithim. More...

#include <x_fos.hpp>

Inheritance diagram for hdim::X_FOS< T >:

Public Member Functions
	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 ()

Protected Attributes
Eigen::Matrix< T, Eigen::Dynamic, 1 >	fos_fit
T	lambda
unsigned int	optim_index
T	intercept = 0

Detailed Description

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

The FOS algorithim.

Definition at line 36 of file x_fos.hpp.

Constructor & Destructor Documentation

template<typename T >

hdim::X_FOS< T >::X_FOS

(

)

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 145 of file x_fos.hpp.

Member Function Documentation

template<typename T >

void hdim::X_FOS< T >::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.

Calling this function will run the X_FOS algorithm using the values of X and Y.

Definition at line 399 of file x_fos.hpp.