diagnostics.h File Reference

Diagnostics for SLOPE optimization. More...

#include "jit_normalization.h"
#include "losses/loss.h"
#include "sorted_l1_norm.h"
#include <Eigen/Dense>
#include <memory>
#include <numeric>

Include dependency graph for diagnostics.h:

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Functions
template<typename MatrixType >
double	slope::computeDual (const Eigen::VectorXd &beta, const Eigen::MatrixXd &residual, const std::unique_ptr< Loss > &loss, const SortedL1Norm &sl1_norm, const Eigen::ArrayXd &lambda, const MatrixType &x, const Eigen::MatrixXd &y, const Eigen::VectorXd &x_centers, const Eigen::VectorXd &x_scales, const JitNormalization &jit_normalization, const bool intercept)
	Computes the dual objective function value for SLOPE optimization.

Detailed Description

Diagnostics for SLOPE optimization.

Definition in file diagnostics.h.