SAM: Sparse Additive Modelling

The package SAM targets at high dimensional predictive modeling (regression and classification) for complex data analysis. SAM is short for sparse additive modeling, and adopts the computationally efficient basis spline technique. We solve the optimization problems by various computational algorithms including the block coordinate descent algorithm, fast iterative soft-thresholding algorithm, and newton method. The computation is further accelerated by warm-start and active-set tricks.

Author
Tuo Zhao, Xingguo Li, Han Liu, and Kathryn Roeder
Date of publication
2014-02-12 09:34:38
Maintainer
Tuo Zhao <tourzhao@gmail.com>
License
GPL-2
Version
1.0.5

View on CRAN

Man pages

plot.samEL
Plot function for S3 class '"samEL"'
plot.samHL
Plot function for S3 class '"samHL"'
plot.samLL
Plot function for S3 class '"samLL"'
plot.samQL
Plot function for S3 class '"samQL"'
predict.samEL
Prediction function for S3 class '"samEL"'
predict.samHL
Prediction function for S3 class '"samHL"'
predict.samLL
Prediction function for S3 class '"samLL"'
predict.samQL
Prediction function for S3 class '"samQL"'
print.samEL
Printing function for S3 class 'samEL'
print.samHL
Printing function for S3 class 'samHL'
print.samLL
Printing function for S3 class 'samLL'
print.samQL
Printing function for S3 class 'samQL'
samEL
Training function of Sparse Additive Possion Regression
samHL
Training function of Sparse Additive Machine
samLL
Training function of Sparse Additive Logistic Regression
SAM-package
Sparse Additive Modelling
samQL
Training function of Sparse Additive Models

Files in this package

SAM
SAM/src
SAM/src/Makevars
SAM/src/grpPR.c
SAM/src/grpLR.c
SAM/src/grplasso.c
SAM/src/grpSVM.c
SAM/NAMESPACE
SAM/R
SAM/R/samEL.R
SAM/R/samLL.R
SAM/R/samHL.R
SAM/R/samQL.R
SAM/MD5
SAM/DESCRIPTION
SAM/man
SAM/man/plot.samEL.Rd
SAM/man/plot.samHL.Rd
SAM/man/print.samLL.Rd
SAM/man/samEL.Rd
SAM/man/predict.samEL.Rd
SAM/man/print.samQL.Rd
SAM/man/plot.samLL.Rd
SAM/man/print.samEL.Rd
SAM/man/print.samHL.Rd
SAM/man/samLL.Rd
SAM/man/SAM-package.Rd
SAM/man/plot.samQL.Rd
SAM/man/samHL.Rd
SAM/man/predict.samLL.Rd
SAM/man/predict.samHL.Rd
SAM/man/samQL.Rd
SAM/man/predict.samQL.Rd