From ede62a907446baf3280fa3ac175e9b4ae4e7f896 Mon Sep 17 00:00:00 2001 From: Gertjan van den Burg Date: Wed, 10 Feb 2016 22:30:43 -0500 Subject: added main package docs to git --- R/sparsestep-package.R | 38 ++++++++++++++++++++++++++++++++++++++ 1 file changed, 38 insertions(+) create mode 100644 R/sparsestep-package.R 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 -- cgit v1.2.3