estimate_alpha.h File Reference

Functions for estimating noise level and regularization parameter alpha. More...

#include "ols.h"

Include dependency graph for estimate_alpha.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 T >
double	slope::estimateNoise (Eigen::EigenBase< T > &x, Eigen::MatrixXd &y, const bool fit_intercept)
	Estimates noise (standard error) in a linear model using OLS residuals.

Detailed Description

Functions for estimating noise level and regularization parameter alpha.

Definition in file estimate_alpha.h.