diagnostics.h File Reference

Diagnostics for SLOPE optimization. More...

#include "jit_normalization.h"
#include "losses/loss.h"
#include "math.h"
#include "observation_weights.h"
#include "ols.h"
#include "sorted_l1_norm.h"
#include <Eigen/Dense>
#include <Eigen/SparseCore>
#include <algorithm>
#include <memory>

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Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Functions
template<typename MatrixType>
double	slope::computeDualFromPoint (const Eigen::VectorXd &beta, Eigen::MatrixXd theta, 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 Eigen::VectorXd &observation_weights=Eigen::VectorXd())
	Scales a candidate into the SLOPE dual constraint and evaluates it.
template<typename MatrixType>
double	slope::computeDual (const Eigen::VectorXd &beta, const Eigen::MatrixXd &eta, 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, const Eigen::VectorXd &observation_weights=Eigen::VectorXd())
	Computes the dual objective function value for SLOPE optimization.

Detailed Description

Diagnostics for SLOPE optimization.

Definition in file diagnostics.h.