This package implements the generalized coordinate descent (GCD) algorithm to efficiently compute the solution path of the sparse distance weighted discrimination (DWD) at a given fine grid of regularization parameters. Sparse distance weighted discrimination is a high-dimensional margin-based classifier.
| Package: | sdwd |
| Type: | Package |
| Version: | 1.0.3 |
| Date: | 2020-02-16 |
| License: | GPL-2 |
Suppose x is the predictors and y is the binary response. With a fixed value lambda2, the package produces the solution path of the sparse DWD over a grid of lambda values. The value of lambda2 can be further tuned by cross-validation.
The package sdwd contains five main functions:
sdwd
cv.sdwd
coef.sdwd
plot.sdwd
plot.cv.sdwd
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