public class ConstrainedLASSObyLARS extends Object implements LinearModel
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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Modifier and Type | Method and Description |
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LMBeta |
beta()
Gets \(\hat{\beta}\) and statistics.
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double |
Ey(Vector x)
Computes the expectation \(E(y(x))\) given an input.
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LMResiduals |
residuals()
Gets the residual analysis of an OLS regression.
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public ConstrainedLASSObyLARS(ConstrainedLASSOProblem problem, boolean demeaned, boolean normalized, double epsilon, int maxIterations)
problem
- a constrained LASSO problemdemeaned
- an indicator of whether an intercept is included in the modelnormalized
- an indicator of whether the predictors are first normalized to have unit
L2 normepsilon
- a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations
- the maximum number of iterationspublic ConstrainedLASSObyLARS(ConstrainedLASSOProblem problem)
problem
- a constrained LASSO problempublic double Ey(Vector x)
LinearModel
Ey
in interface LinearModel
x
- an inputpublic LMBeta beta()
LinearModel
beta
in interface LinearModel
public LMResiduals residuals()
LinearModel
residuals
in interface LinearModel
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