Man pages for jocelynchi/L2E-package-demo
Robust Structured Regression via the L2 Criterion
| bank | Bank data |
| CV_L2E_sparse_dist | Cross validation for L2E sparse regression with distance... |
| CV_L2E_sparse_ncv | Cross validation for L2E sparse regression with existing... |
| CV_L2E_TF_dist | Cross validation for L2E trend filtering regression with... |
| CV_L2E_TF_lasso | Cross validation for L2E trend filtering regression with... |
| L2E | L2E |
| L2E_convex | L2E convex regression |
| L2E_isotonic | L2E isotonic regression |
| L2E_multivariate | L2E multivariate regression |
| l2e_regression | L2E multivariate regression - PG |
| l2e_regression_convex | L2E convex regression - PG |
| l2e_regression_convex_MM | L2E convex regression - MM |
| l2e_regression_isotonic | L2E isotonic regression - PG |
| l2e_regression_isotonic_MM | L2E isotonic regression - MM |
| l2e_regression_MM | L2E multivariate regression - MM |
| l2e_regression_sparse_dist | L2E sparse regression with distance penalization |
| l2e_regression_sparse_ncv | L2E sparse regression with existing penalization methods |
| l2e_regression_TF_dist | L2E trend filtering regression with distance penalization |
| l2e_regression_TF_lasso | L2E trend filtering regression with Lasso penalization |
| L2E_sparse_dist | Solution path of L2E sparse regression with distance... |
| L2E_sparse_ncv | Solution path of L2E sparse regression with existing... |
| L2E_TF_dist | Solution path of the L2E trend filtering regression with... |
| L2E_TF_lasso | Solution path of the L2E trend filtering regression with... |
| myGetDkn | Compute kth order differencing matrix |
| objective | Objective function of the L2E regression - eta |
| objective_tau | Objective function of the L2E regression - tau |
| update_beta_convex | Beta update in L2E convex regression - PG |
| update_beta_isotonic | Beta update in L2E isotonic regression - PG |
| update_beta_MM_convex | Beta update in L2E convex regression - MM |
| update_beta_MM_isotonic | Beta update in L2E isotonic regression - MM |
| update_beta_MM_ls | Beta update in L2E multivariate regression - MM |
| update_beta_MM_sparse | Beta update in L2E sparse regression - MM |
| update_beta_MM_TF | Beta update in L2E trend filtering regression - MM |
| update_beta_qr | Beta update in L2E multivariate regression - PG |
| update_beta_sparse_ncv | Beta update in L2E sparse regression - NCV |
| update_beta_TF_lasso | Beta update in L2E trend filtering regression using Lasso |
| update_eta_bktk | Eta update using Newton's method with backtracking |
| update_tau_R | Tau update function |
