coef.primal

Print the estimated solution correspond to a specific parameter.

Implements a unified framework of parametric simplex method for a variety of sparse learning problems (e.g., Dantzig selector (for linear regression), sparse quantile regression, sparse support vector machines, and compressive sensing) combined with efficient hyper-parameter selection strategies. The core algorithm is implemented in C++ with Eigen3 support for portable high performance linear algebra. For more details about parametric simplex method, see Haotian Pang (2017) <https://papers.nips.cc/paper/6623-parametric-simplex-method-for-sparse-learning.pdf>.

Zichong Li

PRIMAL

Parametric Simplex Method for Sparse Learning

Qianli Shen

coef.primal function

<dl><dt>object</dt>
<dd>An object with S3 class <code>"primal"</code>.</dd>
<dt>n</dt>
<dd>The index of the wanted parameter.</dd>
<dt>...</dt>
<dd>System reserved (No specific usage)</dd></dl>

Arguments

Coef function for S3 class "primal" — coef.primal

<dl>

<dt>object</dt>
<dd>An object with S3 class <code>"primal"</code>.</dd>


<dt>n</dt>
<dd>The index of the wanted parameter.</dd>


<dt>...</dt>
<dd>System reserved (No specific usage)</dd>

</dl>

coef.primal: Coef function for S3 class "primal"

Description

Usage

Arguments

See Also