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FastSF
View on CRAN: Click
here
Download and install FastSF package within the R console
Install from CRAN:
install.packages("FastSF")
Install from Github:
library("remotes")
install_github("cran/FastSF")
Install by package version:
library("remotes")
install_version("FastSF", "0.1.1")
Attach the package and use:
library("FastSF")
Maintained by
Canhong Wen
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-07-06
Latest Update: 2017-07-19
Description:
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.
How to cite:
Canhong Wen (2017). FastSF: Fast Structural Filtering. R package version 0.1.1, https://cran.r-project.org/web/packages/FastSF
Previous versions and publish date:
0.1.0 (2017-07-06 12:12)
Other packages that cited FastSF R package
View FastSF citation profile
Other R packages that FastSF depends,
imports, suggests or enhances
Functions, R codes and Examples using
the FastSF R package
Some associated functions: ffused.ada . ffused . fsf.ada . fsf . fsfused.ada . fsfused . ftf.ada . ftf . l0fused_c . l0gen_c . l0tf_c . plotl0 . sl0fused_c .
Some associated R codes: RcppExports.R . ffused.R . ffused.ada.R . fsf.R . fsf.ada.R . fsfused.R . fsfused.ada.R . ftf.R . ftf.ada.R . plotl0.R . Full FastSF package functions and examples
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