FastSF (0.1.1)

0 users

Fast Structural Filtering.

An implementation of the fast structural filtering with L0 penalty. It includes an adaptive polynomial estimator by minimizing the least squares error with constraints on the number of breaks in their (k + 1)-st discrete derivative, for a chosen integer k >= 0. It also includes generalized structure sparsity constraint, i.e., graph trend filtering. This package is implemented via the primal dual active set algorithm, which formulates estimates and residuals as primal and dual variables, and utilizes efficient active set selection strategies based on the properties of the primal and dual variables.

Maintainer: Canhong Wen
Author(s): Canhong Wen, Xueqin Wang, Yanhe Shen, Aijun Zhang

License: GPL-3

Uses: limSolve, Rcpp

Released over 2 years ago.

1 previous version



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of FastSF yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for FastSF on google, google scholar, r-help, r-devel.

Visit FastSF on R Graphical Manual.