pcg - Preconditioned Conjugate Gradient Algorithm for solving Ax=b
The package solves linear system of equations Ax=b by using Preconditioned Conjugate Gradient Algorithm where A is real symmetric positive definite matrix. A suitable preconditioner matrix may be provided by user. This can also be used to minimize quadratic function (x'Ax)/2-bx for unknown x.
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1.99 score 97 scripts 192 downloadsnnlasso - Non-Negative Lasso and Elastic Net Penalized Generalized Linear Models
Estimates of coefficients of lasso penalized linear regression and generalized linear models subject to non-negativity constraints on the parameters using multiplicative iterative algorithm. Entire regularization path for a sequence of lambda values can be obtained. Functions are available for creating plots of regularization path, cross validation and estimating coefficients at a given lambda value. There is also provision for obtaining standard error of coefficient estimates.
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1.48 score 1 stars 1 dependents 8 scripts 207 downloadsnormalizeH - Normalize Hadamard Matrix
Normalize a given Hadamard matrix. A Hadamard matrix is said to be normalized when its first row and first column entries are all 1, see Hedayat, A. and Wallis, W. D. (1978) "Hadamard matrices and their applications. The Annals of Statistics, 1184-1238." <doi:10.1214/aos/1176344370>.
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1.00 score 168 downloadspbbd - Position Balanced and Nearly Position Balanced Block Designs
Generates a position balanced or nearly position balanced block design with given parameters. This package can also convert a given proper and equireplicate block design into a position balanced or nearly position balanced block design.
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1.00 score 194 downloads