fdaSP

MaRDI QIDQ5981329CRANFDO

Authors Marco Stefanucci, Mauro Bernardi

Last update 5 October 2023

Copyright license GNU General Public License

Software version identifier 1.0, 1.1.1

Description

Provides algorithms to fit linear regression models under several popular penalization techniques and functional linear regression models based on Majorizing-Minimizing (MM) and Alternating Direction Method of Multipliers (ADMM) techniques. See Boyd et al (2010) <doi:10.1561/2200000016> for complete introduction to the method.

Cites work

• Distributed optimization and statistical learning via the alternating direction method of multipliers

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