estimate_alpha.h File Reference

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

#include "logger.h"
#include "ols.h"
#include "slope.h"
#include "utils.h"

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Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Functions
template<typename MatrixType >
double	slope::estimateNoise (MatrixType &x, Eigen::MatrixXd &y, const bool fit_intercept)
	Estimates noise (standard error) in a linear model using OLS residuals.
template<typename MatrixType >
SlopePath	slope::estimateAlpha (MatrixType &x, Eigen::MatrixXd &y, const Slope &model)
	Estimates the regularization parameter alpha for SLOPE regression.

Detailed Description

Functions for estimating noise level and regularization parameter alpha.

Definition in file estimate_alpha.h.