r-sdwd
Formulates a sparse distance weighted discrimination (SDWD) for high-dimensional classification and implements a very fast algorithm for computing its solution path with the L1, the elastic-net, and the adaptive elastic-net penalties.
Formulates a sparse distance weighted discrimination (SDWD) for high-dimensional classification and implements a very fast algorithm for computing its solution path with the L1, the elastic-net, and the adaptive elastic-net penalties.
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Summary
Formulates a sparse distance weighted discrimination (SDWD) for high-dimensional classification and implements a very fast algorithm for computing its solution path with the L1, the elastic-net, and the adaptive elastic-net penalties.
Last Updated
Dec 4, 2019 at 15:43
License
GPL-2
Total Downloads
3
Supported Platforms