Estimate a Penalized Linear Model using the CDF Penalty Function
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Documentation for package ‘penalizedcdf’ version 0.1.0
Help Pages
| BIC_calc | BIC calculator function |
| BIC_cdfpen | BIC computation from a "cdfpen" object |
| cdfPen | Fit a Linear Model with with CDF regularization |
| cdfPen.fit | Fitter function for CDF penalty |
| check_KKT | Check on the condition of Karush-Kuhn-Tucker |
| lla | LLA approximation for CDF penalty |
| plot_cdfpen | Plot coefficients or BIC from a "cdfpen" object |
| plot_path | Plotter function for cdfpen class |
| S | Threshold function for CDF penalty |