fdaSP

Sparse Functional Data Analysis Methods

Last update: 5 October 2023

Copyright license: GNU General Public License

Software version identifier: 1.0, 1.1.1

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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