PRIMAL-package {PRIMAL}

Parametric Simplex Method for Sparse Learning

Description

A package for parametric simplex method for sparse learning

Details

Package:	PRIMAL
Type:	Package
Version:	1.0.0
Date:	2019-08-15

The package "PRIMAL" provides 5 main functions:
(1) The dantzig selector solver applying simplex method. Please refer to Dantzig_solver.
(2) The sparse SVM solver applying simplex method. Please refer to SparseSVM_solver.
(3) The compressed sensing solver. Please refer to CompressedSensing_solver.
(4) The quantile regression solver. Please refer to QuantileRegression_solver.
(5) The solver for standard formulation of parametric simplex method. Please refer to PSM_solver.

Author(s)

Qianli Shen, Zichong Li

See Also

plot.primal, print.primal, coef.primal