Package | Description |
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dev.nm.stat.regression.linear.lasso |
Constructor and Description |
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ConstrainedLASSObyLARS(ConstrainedLASSOProblem problem)
Solves a constrained LASSO problem by modified least angle regression (LARS) and linear
interpolation.
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ConstrainedLASSObyLARS(ConstrainedLASSOProblem problem,
boolean demeaned,
boolean normalized,
double epsilon,
int maxIterations)
Solves a constrained LASSO problem by modified least angle regression (LARS) and linear
interpolation.
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ConstrainedLASSObyQP(ConstrainedLASSOProblem problem)
Solves a constrained LASSO problem by transforming it into a single quadratic programming
problem.
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ConstrainedLASSOProblem(ConstrainedLASSOProblem that)
Copy constructor.
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