fdaSP (Q5981329)
From MaRDI portal
Sparse Functional Data Analysis Methods
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | fdaSP |
Sparse Functional Data Analysis Methods |
Statements
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.
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5 October 2023
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