Getting Started

First, we define our model. Let's use logistic regression, by setting the loss to "logistic".

#include "slope.h"
 
Slope::Model model;
 
model.setLoss("logistic");

Next, we set the data matrix x and the response vector y. Here we use some toy data.

Eigen::MatrixXd x(3, 2);
Eigen::VectorXd y(3);
 
x << 1.1, 2.3, 0.2, 1.5, 0.5, 0.2;
y << 0, 1, 0;

Finally, we call the path() method to fit the full SLOPE path.

auto res = model.path(x, y);

Now we can retrieve the coefficients by calling res.getCoefs().