camel: Calibrated Machine Learning

The package "camel" provides the implementation of a family of high-dimensional calibrated machine learning tools, including (1) LAD, SQRT Lasso and Calibrated Dantzig Selector for estimating sparse linear models; (2) Calibrated Multivariate Regression for estimating sparse multivariate linear models; (3) Tiger, Calibrated Clime for estimating sparse Gaussian graphical models. We adopt the combination of the dual smoothing and monotone fast iterative soft-thresholding algorithm (MFISTA). The computation is memory-optimized using the sparse matrix output, and accelerated by the path following and active set tricks.

Author
Xingguo Li, Tuo Zhao, and Han Liu
Date of publication
2013-09-09 15:49:04
Maintainer
Xingguo Li <xingguo.leo@gmail.com>
License
GPL-2
Version
0.2.0

View on CRAN

Man pages

camel.cmr
Calibrated Multivariate Regression
camel-internal
Internal camel functions
camel-package
camel: Calibrated Machine Learning
camel.plot
Graph visualization
camel.slim
Calibrated Linear Regression
camel.tiger
Tuning Insensitive Graph Estimation and Regression
camel.tiger.generator
Data generator for undirected graph estimation.
camel.tiger.roc
Draw ROC Curve for a graph path
camel.tiger.select
Model selection for high-dimensional undirected graph...
eyedata
Gene expression data for Bardet-Biedl syndrome from Scheetz...
plot.roc
Plot function for S3 class "roc"
plot.select
Plot function for S3 class "select"
plot.sim
Plot function for S3 class "sim"
plot.slim
Plot function for S3 class "slim"
plot.tiger
Plot function for S3 class "camel.tiger"
print.cmr
Print a camel.cmr Object
print.roc
Print function for S3 class "roc"
print.select
Print function for S3 class "select"
print.sim
Print function for S3 class "sim"
print.slim
Print a camel.slim Object
print.tiger
Print a camel.tiger Object

Files in this package

camel
camel/src
camel/src/mymath.c
camel/src/slimh.c
camel/src/tiger_slasso_mfista.c
camel/src/tiger_clime_mfista.c
camel/src/mymath.h
camel/src/SFGen.c
camel/src/slim_sqrt_mfista.c
camel/src/cmr_sparse_mfista.c
camel/src/slimh.h
camel/src/euc_proj.c
camel/src/slim_dantzig_mfista.c
camel/src/slim_lad_mfista.c
camel/NAMESPACE
camel/data
camel/data/eyedata.rda
camel/data/datalist
camel/R
camel/R/camel.tiger.roc.R
camel/R/camel.tiger.clime.mfista.R
camel/R/camel.slim.R
camel/R/camel.tiger.select.R
camel/R/camel.cmr.mfista.R
camel/R/camel.slim.lad.mfista.R
camel/R/camel.tiger.cv.R
camel/R/camel.slim.dantzig.mfista.R
camel/R/camel.tiger.R
camel/R/camel.tiger.generator.R
camel/R/camel.tiger.slasso.mfista.R
camel/R/camel.plot.R
camel/R/camel.cmr.R
camel/R/camel.slim.sqrt.mfista.R
camel/MD5
camel/DESCRIPTION
camel/man
camel/man/plot.tiger.Rd
camel/man/camel-package.Rd
camel/man/plot.select.Rd
camel/man/camel-internal.Rd
camel/man/camel.plot.Rd
camel/man/print.roc.Rd
camel/man/camel.tiger.Rd
camel/man/print.sim.Rd
camel/man/camel.cmr.Rd
camel/man/print.tiger.Rd
camel/man/plot.roc.Rd
camel/man/print.cmr.Rd
camel/man/eyedata.Rd
camel/man/plot.slim.Rd
camel/man/print.slim.Rd
camel/man/camel.slim.Rd
camel/man/plot.sim.Rd
camel/man/camel.tiger.select.Rd
camel/man/camel.tiger.generator.Rd
camel/man/camel.tiger.roc.Rd
camel/man/print.select.Rd