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penalizedcdf (version 0.1.0)

Estimate a Penalized Linear Model using the CDF Penalty Function

Description

Utilize the CDF penalty function to estimate a penalized linear model. It enables you to display some graphical representations and determine whether the Karush-Kuhn-Tucker conditions are met. For more details about the theory, please refer to Cuntrera, D., Augugliaro, L., & Muggeo, V. M. (2022) .

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Version

Install

install.packages('penalizedcdf')

Monthly Downloads

151

Version

0.1.0

License

GPL-2 | GPL-3

Maintainer

Daniele Cuntrera

Last Published

January 30th, 2023

Functions in penalizedcdf (0.1.0)

BIC_calc

BIC calculator function
BIC_cdfpen

BIC computation from a "cdfpen" object
cdfPen.fit

Fitter function for CDF penalty
S

Threshold function for CDF penalty
plot_path

Plotter function for cdfpen class
cdfPen

Fit a Linear Model with with CDF regularization
check_KKT

Check on the condition of Karush-Kuhn-Tucker
lla

LLA approximation for CDF penalty
plot_cdfpen

Plot coefficients or BIC from a "cdfpen" object