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diff --git a/man/sparsestep-package.Rd b/man/sparsestep-package.Rd new file mode 100644 index 0000000..308d915 --- /dev/null +++ b/man/sparsestep-package.Rd @@ -0,0 +1,40 @@ +% Generated by roxygen2 (4.1.1): do not edit by hand +% Please edit documentation in R/sparsestep-package.R +\docType{package} +\name{sparsestep-package} +\alias{sparsestep-package} +\title{SparseStep: Approximating the Counting Norm for Sparse Regularization} +\description{ +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). +} + |
