lcpa_cplex: Lattice Cutting Plane Algorithm using CPLEX
In zamorarr/riskslimr.cplex: CPLEX backend for riskslimr
Description
Lattice Cutting Plane Algorithm using CPLEX
Usage
1
lcpa_cplex(x, y, weights, logfile, R_max, time_limit)
Arguments
x
feature matrix
y
response vector
weights
vector of observation weights
logfile
file to write log output
R_max
max number of features (including intercept)
time_limit
max running time in seconds
zamorarr/riskslimr.cplex documentation built on Dec. 23, 2021, 9:12 p.m.
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Description
Lattice Cutting Plane Algorithm using CPLEX
Usage
1 | lcpa_cplex(x, y, weights, logfile, R_max, time_limit)
|
Arguments
x |
feature matrix |
y |
response vector |
weights |
vector of observation weights |
logfile |
file to write log output |
R_max |
max number of features (including intercept) |
time_limit |
max running time in seconds |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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