slope::SlopePath Class Reference

Container class for SLOPE regression solution paths. More...

#include <slope_path.h>

Public Member Functions
	SlopePath ()=default
	Constructs an empty SlopePath object.
	SlopePath (const std::vector< SlopeFit > &fits)
	Constructs a SlopePath object containing SLOPE regression solution path data.
const SlopeFit &	operator() (const size_t step) const
	Get one of the coefficients along the path.
std::vector< Eigen::VectorXd >	getIntercepts (const bool original_scale=true) const
	Returns the vector of intercept terms for each solution in the path.
std::vector< Eigen::SparseMatrix< double > >	getCoefs (const bool original_scale=true) const
	Returns the vector of coefficient matrices for each solution in the path.
std::vector< Clusters >	getClusters () const
	Returns the clusters for each solution in the path.
Eigen::ArrayXd	getAlpha () const
	Gets the alpha parameter sequence.
const Eigen::ArrayXd &	getLambda () const
	Gets the lambda (regularization) weights.
std::vector< double >	getDeviance () const
	Gets the deviance values for each solution.
double	getNullDeviance () const
	Gets the null model deviance.
std::vector< std::vector< double > >	getPrimals () const
	Gets the primal objective values during optimization.
std::vector< std::vector< double > >	getDuals () const
	Gets the dual objective values during optimization.
std::vector< std::vector< double > >	getTime () const
	Gets the computation times for each solution.
std::vector< int >	getPasses () const
	Gets the number of iterations for each solution.
const std::vector< double >	getDevianceRatios () const
	Computes the deviance ratio (explained deviance) for each solution.
std::vector< std::vector< double > >	getGaps () const
	Computes the duality gaps (primal - dual objectives) for each solution.
std::size_t	size () const
	Gets the number of solutions in the path.

Detailed Description

Container class for SLOPE regression solution paths.

Stores a path of SlopeFit objects and provides convenience access to:

• Model coefficients (intercepts and sparse coefficient matrices)
• Regularization parameters (alpha and lambda sequences)
• Model fit statistics (deviance, null deviance)
• Optimization metrics (primal/dual objectives, computation time, iteration counts)

Definition at line 30 of file slope_path.h.

Constructor & Destructor Documentation

SlopePath()

slope::SlopePath::SlopePath ( const std::vector< SlopeFit > &  fits )

inline

Constructs a SlopePath object containing SLOPE regression solution path data.

Parameters

fits	Vector of SlopeFit objects for each solution in the path

Definition at line 47 of file slope_path.h.

Member Function Documentation

getAlpha()

Eigen::ArrayXd slope::SlopePath::getAlpha ( ) const

inline

Gets the alpha parameter sequence.

Definition at line 127 of file slope_path.h.

getClusters()

std::vector< Clusters > slope::SlopePath::getClusters ( ) const

inline

Returns the clusters for each solution in the path.

Returns

Vector of clusters

Definition at line 113 of file slope_path.h.

getCoefs()

std::vector< Eigen::SparseMatrix< double > > slope::SlopePath::getCoefs ( const bool  original_scale = true ) const

inline

Returns the vector of coefficient matrices for each solution in the path.

Returns

const std::vector<Eigen::SparseMatrix<double>>& Reference to the vector of sparse coefficient matrices

Each element in the returned vector is a sparse matrix containing the model coefficients for a particular solution in the regularization path.

Definition at line 96 of file slope_path.h.

getDeviance()

std::vector< double > slope::SlopePath::getDeviance ( ) const

inline

Gets the deviance values for each solution.

Definition at line 147 of file slope_path.h.

getDevianceRatios()

const std::vector< double > slope::SlopePath::getDevianceRatios ( ) const

inline

Computes the deviance ratio (explained deviance) for each solution.

Returns

std::vector<double> Vector of deviance ratios (1 - deviance/null_deviance)

Definition at line 224 of file slope_path.h.

getDuals()

std::vector< std::vector< double > > slope::SlopePath::getDuals ( ) const

inline

Gets the dual objective values during optimization.

Definition at line 180 of file slope_path.h.

getGaps()

std::vector< std::vector< double > > slope::SlopePath::getGaps ( ) const

inline

Computes the duality gaps (primal - dual objectives) for each solution.

Returns

std::vector<std::vector<double>> Vector of duality gap sequences

Definition at line 240 of file slope_path.h.

getIntercepts()

std::vector< Eigen::VectorXd > slope::SlopePath::getIntercepts ( const bool  original_scale = true ) const

inline

Returns the vector of intercept terms for each solution in the path.

Returns

const std::vector<Eigen::VectorXd>& Reference to the vector of intercepts

Each element in the returned vector corresponds to the intercept term(s) for a particular solution in the regularization path.

Definition at line 74 of file slope_path.h.

getLambda()

const Eigen::ArrayXd & slope::SlopePath::getLambda ( ) const

inline

Gets the lambda (regularization) weights.

Definition at line 142 of file slope_path.h.

getNullDeviance()

double slope::SlopePath::getNullDeviance ( ) const

inline

Gets the null model deviance.

Definition at line 161 of file slope_path.h.

getPasses()

std::vector< int > slope::SlopePath::getPasses ( ) const

inline

Gets the number of iterations for each solution.

Definition at line 208 of file slope_path.h.

getPrimals()

std::vector< std::vector< double > > slope::SlopePath::getPrimals ( ) const

inline

Gets the primal objective values during optimization.

Definition at line 166 of file slope_path.h.

getTime()

std::vector< std::vector< double > > slope::SlopePath::getTime ( ) const

inline

Gets the computation times for each solution.

Definition at line 194 of file slope_path.h.

operator()()

const SlopeFit & slope::SlopePath::operator() ( const size_t  step ) const

inline

Get one of the coefficients along the path.

Parameters

step

the

Returns

The fit at step step of the path. A SlopeFit object.

Definition at line 58 of file slope_path.h.

size()

std::size_t slope::SlopePath::size ( ) const

inline

Gets the number of solutions in the path.

Returns

Size of the path (number of SlopeFit objects)

Definition at line 255 of file slope_path.h.

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The documentation for this class was generated from the following file:

• src/slope/slope_path.h