normalize.h File Reference

Functions to normalize the design matrix and rescale coefficients in case the design was normalized. More...

#include "jit_normalization.h"
#include "math.h"
#include "observation_weights.h"
#include <Eigen/SparseCore>
#include <algorithm>
#include <cmath>
#include <limits>

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Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Functions
template<typename T>
void	slope::computeCenters (Eigen::VectorXd &x_centers, const T &x, const std::string &type, const Eigen::VectorXd &observation_weights=Eigen::VectorXd())
template<typename T>
void	slope::computeScales (Eigen::VectorXd &x_scales, const T &x, const std::string &type, const Eigen::VectorXd &observation_weights=Eigen::VectorXd())
template<typename T>
JitNormalization	slope::normalize (Eigen::MatrixBase< T > &x, Eigen::VectorXd &x_centers, Eigen::VectorXd &x_scales, const std::string &centering_type, const std::string &scaling_type, const bool modify_x, const Eigen::VectorXd &observation_weights=Eigen::VectorXd())
template<typename T>
JitNormalization	slope::normalize (Eigen::SparseMatrixBase< T > &x, Eigen::VectorXd &x_centers, Eigen::VectorXd &x_scales, const std::string &centering_type, const std::string &scaling_type, const bool, const Eigen::VectorXd &observation_weights=Eigen::VectorXd())
std::tuple< Eigen::VectorXd, Eigen::MatrixXd >	slope::rescaleCoefficients (const Eigen::VectorXd &beta0, const Eigen::SparseMatrix< double > &beta, const Eigen::VectorXd &x_centers, const Eigen::VectorXd &x_scales, const bool intercept)
	Rescales the coefficients using the given parameters.

Detailed Description

Functions to normalize the design matrix and rescale coefficients in case the design was normalized.

Definition in file normalize.h.