Sparsity by Worst-Case Quadratic Penalties
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Documentation for package ‘quadrupen’ version 0.2-11
- DESCRIPTION file.
- Code demos. Use demo() to run them.
- Package NEWS.
Help Pages
| quadrupen-package | Sparsity by Worst-Case Quadratic Penalties |
| bounded.reg | Fit a linear model with infinity-norm plus ridge-like regularization |
| crossval | Cross-validation function for quadrupen fitting methods. |
| cvpen-class | Class "cvpen" |
| deviance-method | Class "quadrupen" |
| elastic.net | Fit a linear model with elastic-net regularization |
| fitted-method | Class "quadrupen" |
| plot-method | Plot method for cross validated error of a 'quadrupen' model |
| plot-method | Plot method for a quadrupen object |
| plot-method | Plot method for 'stability.path'. |
| plot.cvpen | Plot method for cross validated error of a 'quadrupen' model |
| plot.quadrupen | Plot method for a quadrupen object |
| plot.stability.path | Plot method for 'stability.path'. |
| predict-method | Class "quadrupen" |
| print-method | Class "quadrupen" |
| print-method | Class "stability.path" |
| quadrupen | Sparsity by Worst-Case Quadratic Penalties |
| quadrupen-class | Class "quadrupen" |
| residuals-method | Class "quadrupen" |
| show-method | Class "quadrupen" |
| show-method | Class "stability.path" |
| stability | Stability selection for a quadrupen fit. |
| stability.path-class | Class "stability.path" |