quadratic.h File Reference

Quadratic loss function implementation for SLOPE algorithm. More...

#include "loss.h"

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Classes
class	slope::Quadratic
	Implementation of the Quadratic loss function. More...

Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Detailed Description

Quadratic loss function implementation for SLOPE algorithm.

This file contains the Quadratic class which implements a Quadratic loss function used in the SLOPE (Sorted L-One Penalized Estimation) algorithm. The Quadratic loss function is particularly useful for regression problems with normally distributed errors.

Definition in file quadratic.h.