regularization_sequence.h File Reference

Functions for generating regularization sequences for SLOPE. More...

#include <Eigen/SparseCore>
#include <string>

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Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Functions
Eigen::ArrayXd	slope::lambdaSequence (const int p, const double q, const std::string &type, const int n=-1, const double theta1=1.0, const double theta2=1.0)
Eigen::ArrayXd	slope::regularizationPath (const Eigen::ArrayXd &alpha_in, const int path_length, double alpha_min_ratio, const double alpha_max)

Detailed Description

Functions for generating regularization sequences for SLOPE.

Definition in file regularization_sequence.h.