eigen_Xt_times_diag_w_times_X

Provides very fast logistic regression with coefficient inferences plus other useful methods such as a forward stepwise model generator (see the benchmarks by visiting the github page at the URL below). The inputs are flexible enough to accomodate GPU computations. The coefficient estimation employs the fastLR() method in the 'RcppNumerical' package by Yixuan Qiu et al. This package allows their work to be more useful to a wider community that consumes inference.

Adam Kapelner

fastLogisticRegressionWrap

Fast Logistic Regression Wrapper

Beau Walker

Gabriel Mayer

eigen_Xt_times_diag_w_times_X function

<dl><dt>X</dt>
<dd>A numeric matrix of size n x p</dd>
<dt>w</dt>
<dd>A numeric vector of length p</dd>
<dt>num_cores</dt>
<dd>The number of cores to use. Unless p is large, keep to the default of 1.</dd></dl>

Arguments

A fast Xt [times] diag(w) [times] X function — eigen_Xt_times_diag_w_times_X

<dl>

<dt>X</dt>
<dd>A numeric matrix of size n x p</dd>


<dt>w</dt>
<dd>A numeric vector of length p</dd>


<dt>num_cores</dt>
<dd>The number of cores to use. Unless p is large, keep to the default of 1.</dd>

</dl>

eigen_Xt_times_diag_w_times_X: A fast Xt [times] diag(w) [times] X function

Description

Usage

Value

Arguments

Examples