lung.train

<p>Preprocessed lung cancer training data of 1577 genes from 145 patients with lung cancer. There are 120 patients with adenocarcinoma (AD) and 25 patients with malignant pleural mesothelioma (MPM). The original data was used in Gordon et al. (2002), with this preprocessed version used in Pun and Hadimaja (2018).</p>

data

Algorithms for solving a self-calibrated l1-regularized quadratic programming problem without parameter tuning. The algorithm, called DECODE, can handle high-dimensional data without cross-validation. It is found useful in high dimensional portfolio selection (see Pun (2018) <https://ssrn.com/abstract=3179569>) and large precision matrix estimation and sparse linear discriminant analysis (see Pun and Hadimaja (2019) <https://ssrn.com/abstract=3422590>).

Chi Pun

rDecode

Descent-Based Calibrated Optimal Direct Estimation

lung.train function

<p>A data frame with 145 observations on 1577 variables.</p>

lung.train: Lung cancer training data set from Gordon et al. (2002)

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