Robust Structured Regression via the L2 Criterion

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Documentation for package ‘L2E’ version 2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

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