In straw-boy/solvers: Various solvers for SLOPE

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

library(solvers)

Well Conditioned Problems

p = 10

set.seed(34)
d <- randomProblem(100, 10, response="gaussian", density = 1, rho=0)
f <- getBenchmarks(d$x, d$y, family="gaussian", path_length = 20)

d <- randomProblem(1000, 10, response="gaussian", density = 1, rho=0)
f <- getBenchmarks(d$x, d$y, family="gaussian", path_length = 20)

p = 20

d <- randomProblem(1000, 20, response="gaussian", density = 1, rho=0)
f <- getBenchmarks(d$x, d$y, family="gaussian", path_length = 20)

p = 50

d <- randomProblem(1000, 50, response="gaussian", density = 1, rho=0)
f <- getBenchmarks(d$x, d$y, family="gaussian", path_length = 20)

Badly Conditioned Problems

p = 10

d <- randomProblem(100, 10, response="gaussian", density = 1, rho=0.95)
f <- getBenchmarks(d$x, d$y, family="gaussian", path_length = 20)

d <- randomProblem(1000, 10, response="gaussian", density = 1, rho=0.95)
f <- getBenchmarks(d$x, d$y, family="gaussian", path_length = 20)

p = 20

d <- randomProblem(1000, 20, response="gaussian", density = 1, rho=0.95)
f <- getBenchmarks(d$x, d$y, family="gaussian", path_length = 20)

p = 50

d <- randomProblem(1000, 50, response="gaussian", density = 1, rho=0.95)
f <- getBenchmarks(d$x, d$y, family="gaussian", path_length = 20)

straw-boy/solvers documentation built on Sept. 5, 2020, 6:28 a.m.