gcdnet: LASSO and (adaptive) Elastic-Net penalized least squares, logistic regression, HHSVM and squared hinge loss SVM using a fast GCD algorithm

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This package implements a generalized coordinate descent (GCD) algorithm for computing the solution path of the hybrid Huberized support vector machine (HHSVM) and its generalization, including the elastic net penalized least squares, the elastic net penalized SVM with the squared hinge loss and the elastic net penalized logistic regression.

Author
Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
Date of publication
2013-11-19 07:35:15
Maintainer
Yi Yang <yiyang@umn.edu>
License
GPL-2
Version
1.0.4
URLs

View on CRAN

Man pages

coef.cv.gcdnet
get coefficients or make coefficient predictions from a...
coef.gcdnet
get coefficients or make coefficient predictions from an...
cv.gcdnet
Cross-validation for gcdnet
FHT
FHT data introduced in Friedman et al. (2010).
gcdnet
Fits the regularization paths for large margin classifiers
plot.cv.gcdnet
plot the cross-validation curve produced by cv.gcdnet
plot.gcdnet
Plot coefficients from a "gcdnet" object
predict.cv.gcdnet
make predictions from a "cv.gcdnet" object.
predict.gcdnet
make predictions from a "gcdnet" object.
print.gcdnet
print a gcdnet object

Files in this package

gcdnet
gcdnet/COPYING
gcdnet/src
gcdnet/src/sqsvmlassoNET.f90
gcdnet/src/hsvmlassoNET.f90
gcdnet/src/loglassoNET.f90
gcdnet/src/lslassoNET.f90
gcdnet/src/auxiliary.f90
gcdnet/NAMESPACE
gcdnet/data
gcdnet/data/FHT.rda
gcdnet/R
gcdnet/R/cv.gcdnet.R
gcdnet/R/cv.sqsvmpath.R
gcdnet/R/cv.lspath.R
gcdnet/R/coef.hsvmpath.R
gcdnet/R/predict.hsvmpath.R
gcdnet/R/coef.lspath.R
gcdnet/R/plot.gcdnet.R
gcdnet/R/sqsvmpath.R
gcdnet/R/gcdnet.R
gcdnet/R/logitpath.R
gcdnet/R/coef.gcdnet.R
gcdnet/R/print.gcdnet.R
gcdnet/R/utilities.R
gcdnet/R/cv.logitpath.R
gcdnet/R/coef.sqsvmpath.R
gcdnet/R/predict.sqsvmpath.R
gcdnet/R/plot.cv.gcdnet.R
gcdnet/R/coef.logitpath.R
gcdnet/R/predict.logitpath.R
gcdnet/R/loss.R
gcdnet/R/lspath.R
gcdnet/R/cv.hsvmpath.R
gcdnet/R/predict.gcdnet.R
gcdnet/R/hsvmpath.R
gcdnet/R/predict.cv.gcdnet.R
gcdnet/R/coef.cv.gcdnet.R
gcdnet/R/predict.lspath.R
gcdnet/MD5
gcdnet/DESCRIPTION
gcdnet/ChangeLog
gcdnet/man
gcdnet/man/print.gcdnet.Rd
gcdnet/man/gcdnet.Rd
gcdnet/man/plot.gcdnet.Rd
gcdnet/man/FHT.Rd
gcdnet/man/cv.gcdnet.Rd
gcdnet/man/coef.cv.gcdnet.Rd
gcdnet/man/predict.cv.gcdnet.Rd
gcdnet/man/coef.gcdnet.Rd
gcdnet/man/plot.cv.gcdnet.Rd
gcdnet/man/predict.gcdnet.Rd