DWDLargeR

Authors Xin-Yee Lam, Kim-chuan Toh, J.S. Marron, Defeng Sun

Last update 19 August 2024

Copyright license GNU General Public License, version 2.0

Software version identifier 0.1-0, PACKAGES.rds, 0.2-0

Source code repository https://github.com/cran/DWDLargeR

Description

Solving large scale distance weighted discrimination. The main algorithm is a symmetric Gauss-Seidel based alternating direction method of multipliers (ADMM) method. See Lam, X.Y., Marron, J.S., Sun, D.F., and Toh, K.C. (2018) <doi:10.48550/arXiv.1604.05473> for more details.

Cited in

(1)

diproperm

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