Package: FastSF
Type: Package
Title: Fast Structural Filtering
Version: 0.1.1
Author: Canhong Wen, Xueqin Wang, Yanhe Shen, Aijun Zhang
Maintainer: Canhong Wen <wencanhong@gmail.com>
Description: 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.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.0.0)
LazyData: true
Imports: Rcpp (>= 0.12.10), limSolve
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2017-07-19 02:38:29 UTC; user2
Repository: CRAN
Date/Publication: 2017-07-19 07:32:21 UTC
Built: R 4.2.0; aarch64-apple-darwin20; 2022-03-31 23:15:42 UTC; unix
Archs: FastSF.so.dSYM
