sdwd: Sparse Distance Weighted Discrimination

Formulates a sparse distance weighted discrimination (SDWD) for high-dimensional classification and implements a very fast algorithm for computing its solution path with the L1, the elastic-net, and the adaptive elastic-net penalties.

AuthorBoxiang Wang and Hui Zou
Date of publication2015-08-05 17:32:50
MaintainerBoxiang Wang <boxiang@umn.edu>
LicenseGPL-2
Version1.0.2

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