Package: FastSF 0.1.1

Canhong Wen

FastSF: Fast Structural Filtering

An implementation of the fast structural filtering with L0 penalty. It includes an adaptive polynomial estimator by minimizing the least squares error with constraints on the number of breaks in their (k + 1)-st discrete derivative, for a chosen integer k >= 0. It also includes generalized structure sparsity constraint, i.e., graph trend filtering. This package is implemented via the primal dual active set algorithm, which formulates estimates and residuals as primal and dual variables, and utilizes efficient active set selection strategies based on the properties of the primal and dual variables.

Authors:Canhong Wen, Xueqin Wang, Yanhe Shen, Aijun Zhang

FastSF_0.1.1.tar.gz
FastSF_0.1.1.tar.gz(r-4.5-noble)FastSF_0.1.1.tar.gz(r-4.4-noble)
FastSF_0.1.1.tgz(r-4.4-emscripten)FastSF_0.1.1.tgz(r-4.3-emscripten)
FastSF.pdf |FastSF.html
FastSF/json (API)

# Install 'FastSF' in R:
install.packages('FastSF', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 8 scripts 168 downloads 13 exports 6 dependencies

Last updated 7 years agofrom:f6d7a915f8. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-linux-x86_64OKNov 15 2024

Exports:ffusedffused.adafsffsf.adafsfusedfsfused.adaftfftf.adal0fused_cl0gen_cl0tf_cplotl0sl0fused_c

Dependencies:limSolvelpSolveMASSquadprogRcppRcppArmadillo