bank |
Bank data |
CV_L2E_sparse_dist |
Cross validation for L2E sparse regression with distance penalization |
CV_L2E_sparse_ncv |
Cross validation for L2E sparse regression with existing penalization methods |
CV_L2E_TF_dist |
Cross validation for L2E trend filtering regression with distance penalization |
CV_L2E_TF_lasso |
Cross validation for L2E trend filtering regression with Lasso penalization |
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 penalization |
L2E_sparse_ncv |
Solution path of L2E sparse regression with existing penalization methods |
L2E_TF_dist |
Solution path of the L2E trend filtering regression with distance penalization |
L2E_TF_lasso |
Solution path of the L2E trend filtering regression with Lasso |
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 |