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| author | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2016-02-10 22:30:43 -0500 |
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| committer | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2016-02-10 22:30:43 -0500 |
| commit | ede62a907446baf3280fa3ac175e9b4ae4e7f896 (patch) | |
| tree | 207024ab1ace18cdbcaea9ca7b08e5135703bea0 | |
| parent | minor formatting fixes (diff) | |
| download | sparsestep-ede62a907446baf3280fa3ac175e9b4ae4e7f896.tar.gz sparsestep-ede62a907446baf3280fa3ac175e9b4ae4e7f896.zip | |
added main package docs to git
| -rw-r--r-- | R/sparsestep-package.R | 38 |
1 files changed, 38 insertions, 0 deletions
diff --git a/R/sparsestep-package.R b/R/sparsestep-package.R new file mode 100644 index 0000000..303544b --- /dev/null +++ b/R/sparsestep-package.R @@ -0,0 +1,38 @@ +#' SparseStep: Approximating the Counting Norm for Sparse Regularization +#' +#' In the SparseStep regression model the ordinary least-squares problem is +#' augmented with an approximation of the exact \eqn{\ell_0}{l[0]} pseudonorm. +#' This approximation is made increasingly more accurate in the SparseStep +#' algorithm, resulting in a sparse solution to the regression problem. See +#' the references for more information. +#' +#' @section SparseStep functions: +#' The main SparseStep functions are: +#' \describe{ +#' \item{\code{\link{sparsestep}}}{Fit a SparseStep model for a given range of +#' \eqn{\lambda} values} +#' \item{\code{\link{path.sparsestep}}}{Fit the SparseStep model along a path +#' of \eqn{\lambda} values which are generated such that a model is created at +#' each possible level of sparsity, or until a given recursion depth is +#' reached.} +#' } +#' +#' Other available functions are: +#' \describe{ +#' \item{\code{\link{plot}}}{Plot the coefficient path of the SparseStep +#' model.} +#' \item{\code{\link{predict}}}{Predict the outcome of the linear model using +#' SparseStep} +#' \item{\code{\link{coef}}}{Get the coefficients from the SparseStep model} +#' \item{\code{\link{print}}}{Print a short description of the SparseStep +#' model} +#' } +#' +#' @author +#' Gertjan van den Burg (author and maintainer). +#' +#' @name sparsestep-package +#' @docType package +#' @import Matrix +NULL +#>NULL |
