sdwd - Sparse Distance Weighted Discrimination
Formulates a sparse distance weighted discrimination (SDWD) for high-dimensional classification and implements a very fast algorithm for computing its solution path with the L1, the elastic-net, and the adaptive elastic-net penalties. More details about the methodology SDWD is seen on Wang and Zou (2016) (<doi:10.1080/10618600.2015.1049700>).
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2.30 score 3 scripts 316 downloadsCUSUMdesign - Compute Decision Interval and Average Run Length for CUSUM Charts
Computation of decision intervals (H) and average run lengths (ARL) for CUSUM charts. Details of the method are seen in Hawkins and Olwell (2012): Cumulative sum charts and charting for quality improvement, Springer Science & Business Media.
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2.00 score 3 scripts 448 downloadskerndwd - Distance Weighted Discrimination (DWD) and Kernel Methods
A novel implementation that solves the linear distance weighted discrimination and the kernel distance weighted discrimination. Reference: Wang and Zou (2018) <doi:10.1111/rssb.12244>.
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openblasfortran
1.65 score 1 dependents 15 scripts 288 downloads