Man pages for BillyTian/bis557
Package containing assignments, projects or other products in BIS557

casl_glenetCompute generalized linear elastic net with coordinate...
casl_lenetCompute linear elastic net using coordinate descent.
casl_lenet_check_kktCheck current KKT conditions for regression vector.
casl_lenet_screenApply coordinate descent screening rules.
casl_lenet_update_betaUpdate beta vector using coordinate descent.
casl_lenet_update_beta_kktUpdate beta vector using KKT conditions.
casl_util_soft_threshSoft threshold function.
glm_firstorderFirst-Order Method of Generalized Linear Model
gradient_descentImplement Gradient Descent for OLS
linear_modelFit a linear model
lm_pathoArtificial data for function testing
model_matricesExtract X and Y from data
multiclass_logisticMulti-Class Model Generalizing Logistic Regression
new_gradient_descentNew Gradient Descent
oos_gradient_descentGradient Descent based on out-of-sample accuracy
optimized_lambdaOptimizing ridge parameter based on MSE
predict_ridgePredict function for ridge regression
ridge_RRidge Regression Considering Collinearity
ridge_regressionRidge Regression Considering Collinearity
BillyTian/bis557 documentation built on Dec. 19, 2020, 7:30 a.m.