classo_example

A toy example demonstrating complex-valued lasso.

datasets

Implements 'glmnet'-style complex-valued lasso and
complex-valued graphical lasso using a 'pathwise' coordinate descent
algorithm for complex-valued parameters. The package provides
supporting tools for estimation, simulation, and prediction. See Deb
(2024) <doi:10.48550/ArXiv.2401.11128> for the algorithm description.

Younghoon Kim

cxreg

Complex-Valued Lasso and Complex-Valued Graphical Lasso

Navonil Deb

Sumanta Basu

classo_example function

A list with components:<dl>
<dt>X</dt>
<dd>Design matrix</dd><dt>Y</dt>
<dd>Response vector</dd>
</dl>

Format

Example Data for CLASSO — classo_example

A list with components:<dl>
<dt>X</dt>
<dd>Design matrix</dd>

<dt>Y</dt>
<dd>Response vector</dd>


</dl>

classo_example: Example Data for CLASSO

Description

Usage

Arguments

Format