sglOptim: Sparse group lasso generic optimizer
Version 1.1.137.0

Fast generic solver for sparse group lasso optimization problems. The loss (objective) function must be defined in a C++ module. This package apply template metaprogramming techniques, therefore -- when compiling the package from source -- a high level of optimization is needed to gain full speed (e.g. for the GCC compiler use -O3). Use of multiple processors for cross validation and subsampling is supported through OpenMP. The Armadillo C++ library is used as the primary linear algebra engine. (The sglOptim package version a.b.c.d is interpreted as follows: a - primary version, b - major updates and fixes, c - source revision as corresponding to R-Forge, d - minor fixes made only to the CRAN branch of the source)

Browse man pages Browse package API and functions Browse package files

AuthorMartin Vincent
Date of publication2015-04-07 09:49:13
MaintainerMartin Vincent <vincent@math.ku.dk>
LicenseGPL (>= 2)
Version1.1.137.0
URL http://dx.doi.org/10.1016/j.csda.2013.06.004
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("sglOptim", repos="http://R-Forge.R-project.org")

Man pages

coef.sgl: Extracting the nonzero coefficients
compute_error: Helper function for computing error rates
create.sgldata: Create a sgldata object
Err: Generic function for computing error rates
features: Generic function for extracting nonzero features (or groups)
features.sgl: Extracting nonzero features
models: Generic function for extracting the fitted models
models.sgl: Returns the estimated models (that is the beta matrices)
nmod: Generic function for counting the number of models
nmod.sgl: Returns the number of models in a sgl object
parameters: Generic function for extracting nonzero parameters
parameters.sgl: Extracting nonzero parameters
prepare.args: Generic function for preparing the sgl call arguments
prepare.args.sgldata: Prepare sgl function arguments
print_with_metric_prefix: Print a numeric with metric prefix
rearrange: Generic rearrange function
rearrange.sgldata: Rearrange sgldata
sgl.algorithm.config: Create a new algorithm configuration
sgl_cv: Generic sparse group lasso cross validation using multiple...
sgl_fit: Fit a sparse group lasso regularization path.
sgl_lambda_sequence: Generic routine for computing a lambda sequence for the...
sgl_predict: Sgl predict
sgl_print: Print information about sgl object
sgl.standard.config: Standard algorithm configuration
sgl_subsampling: Generic sparse group lasso subsampling procedure
test.data: Simulated data set

Functions

Err Man page Source code
coef.sgl Man page Source code
compute_error Man page Source code
create.sgldata Man page Source code
divide_indices Source code
features Man page Source code
features.sgl Man page Source code
models Man page Source code
models.sgl Man page Source code
nmod Man page Source code
nmod.sgl Man page Source code
order_response Source code
parameters Man page Source code
parameters.sgl Man page Source code
prepare.args Man page Source code
prepare.args.sgldata Man page Source code
print_with_metric_prefix Man page Source code
rearrange Man page Source code
rearrange.sgldata Man page Source code
set_sample_names Source code
sgl.algorithm.config Man page Source code
sgl.standard.config Man page
sgl_cv Man page Source code
sgl_fit Man page Source code
sgl_lambda_sequence Man page Source code
sgl_predict Man page Source code
sgl_print Man page Source code
sgl_subsampling Man page Source code
test.data Man page

Files

DESCRIPTION
NAMESPACE
R
R/lambda_sequence.R
R/prepare_args.R
R/sgl_config.R
R/sgl_cv.R
R/sgl_fit.R
R/sgl_navigate.R
R/sgl_predict.R
R/sgl_subsampling.R
data
data/TestData.RData
inst
inst/CITATION
inst/include
inst/include/rtools
inst/include/rtools.h
inst/include/rtools/get_value.h
inst/include/rtools/rList.h
inst/include/rtools/rObject_decl.h
inst/include/rtools/rObject_def.h
inst/include/sgl
inst/include/sgl.h
inst/include/sgl/BlockVector.h
inst/include/sgl/DimConfig.h
inst/include/sgl/ObjectiveFunctionType.h
inst/include/sgl/RInterface
inst/include/sgl/RInterface/sgl_fit.h
inst/include/sgl/RInterface/sgl_lambda_seq.h
inst/include/sgl/RInterface/sgl_predict.h
inst/include/sgl/RInterface/sgl_subsampling.h
inst/include/sgl/SglOptimizer.h
inst/include/sgl/SglProblem.h
inst/include/sgl/algorithm_config.h
inst/include/sgl/arma_additions.h
inst/include/sgl/config.h
inst/include/sgl/interface_basic.h
inst/include/sgl/numeric.h
inst/include/sgl/objective
inst/include/sgl/objective/linear_predictor.h
inst/include/sgl/objective/linear_response.h
inst/include/sgl/objective/sgl_gl_loss_base.h
inst/include/sgl/objective/sgl_gl_loss_dense.h
inst/include/sgl/objective/sgl_gl_loss_sparse.h
inst/include/sgl/objective/sgl_matrix_data.h
inst/include/sgl/objective/simplifier.h
inst/include/sgl/simple_timer.h
inst/include/sgl/subsampling.h
inst/include/tools.h
man
man/Err.Rd
man/coef.sgl.Rd
man/compute_error.Rd
man/create.sgldata.Rd
man/features.Rd
man/features.sgl.Rd
man/models.Rd
man/models.sgl.Rd
man/nmod.Rd
man/nmod.sgl.Rd
man/parameters.Rd
man/parameters.sgl.Rd
man/prepare.args.Rd
man/prepare.args.sgldata.Rd
man/print_with_metric_prefix.Rd
man/rearrange.Rd
man/rearrange.sgldata.Rd
man/sgl.algorithm.config.Rd
man/sgl.standard.config.Rd
man/sgl_cv.Rd
man/sgl_fit.Rd
man/sgl_lambda_sequence.Rd
man/sgl_predict.Rd
man/sgl_print.Rd
man/sgl_subsampling.Rd
man/test.data.Rd
src
src/Makevars
src/only_for_testing.cpp
src/test_objective.h
tests
tests/A_lambda_sequence_test.R
tests/B_fit_test_1.R
tests/B_fit_test_2.R
tests/B_fit_test_3.R
tests/C_grouping_test_1.R
tests/C_grouping_test_2.R
tests/C_grouping_test_3.R
tests/D_cv_test_1.R
tests/D_cv_test_2.R
tests/D_cv_test_3.R
tests/E_subsampling_test_1.R
tests/E_subsampling_test_2.R
tests/E_subsampling_test_3.R
tests/G_openmp_test.R
sglOptim documentation built on May 21, 2017, 3:28 a.m.