File List

Here is a list of all documented files with brief descriptions:

[detail level 1234]

▼ src
▼ slope
▼ losses
logistic.cpp
logistic.h	Logistic loss function implementation for SLOPE algorithm
loss.h	The declartion of the Objctive class and its subclasses, which represent the data-fitting part of the composite loss function
multinomial.cpp
multinomial.h	Multinomial loss function implementation for SLOPE algorithm
poisson.cpp
poisson.h	Poisson loss function implementation for SLOPE algorithm
quadratic.cpp
quadratic.h	Quadratic loss function implementation for SLOPE algorithm
setup_loss.cpp
setup_loss.h	Factory function to create the appropriate loss function based on
▼ solvers
hybrid.cpp	Hybrid solver implementation for SLOPE
hybrid.h	Hybrid numerical solver for SLOPE combining coordinate descent and proximal gradient descent
hybrid_cd.cpp
hybrid_cd.h	An implementation of the coordinate descent step in the hybrid algorithm for solving SLOPE
pgd.cpp	Proximal Gradient Descent solver implementation for SLOPE
pgd.h	Proximal Gradient Descent solver implementation for SLOPE
setup_solver.cpp
setup_solver.h	Factory function to create and configure a SLOPE solver
slope_threshold.cpp
slope_threshold.h	The declaration of the slopeThreshold function
solver.h	Numerical solver class for SLOPE (Sorted L-One Penalized Estimation)
clusters.cpp
clusters.h	The declaration of the Clusters class
constants.h	Definitions of constants used in libslope
cv.cpp
cv.h	Cross-validation functionality for SLOPE models
diagnostics.h	Diagnostics for SLOPE optimization
estimate_alpha.h	Functions for estimating noise level and regularization parameter alpha
folds.cpp
folds.h	Cross-validation fold management for SLOPE models
jit_normalization.h	Enums to control predictor standardization behavior
kkt_check.cpp
kkt_check.h	Karush-Kuhn-Tucker (KKT) optimality condition checking for SLOPE regression
logger.cpp
logger.h	Thread-safe warning logging facility for the slope library
math.cpp
math.h	Mathematical support functions for the slope package
normalize.cpp
normalize.h	Functions to normalize the design matrix and rescale coefficients in case the design was normalized
ols.cpp
ols.h	Ordinary Least Squares (OLS) regression functionality
qnorm.cpp
qnorm.h	An implementation of the quantile function for the standard normal distribution
regularization_sequence.cpp
regularization_sequence.h	Functions for generating regularization sequences for SLOPE
score.cpp
score.h	Scoring metrics for model evaluation
screening.cpp	Implementation of screening rules for SLOPE regression optimization
screening.h	Screening rules for SLOPE regression optimization
slope.cpp
slope.h	SLOPE (Sorted L-One Penalized Estimation) optimization
slope_fit.h	SLOPE (Sorted L-One Penalized Estimation) fitting results
slope_path.h	Defines the SlopePath class for storing and accessing SLOPE regression solution paths
sorted_l1_norm.cpp
sorted_l1_norm.h	The declaration of the SortedL1Norm class
threads.h	Thread management for parallel computations
timer.cpp
timer.h	Simple high-resolution timer class for performance measurements
utils.cpp
utils.h	Various utility functions