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fboehm
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openFHDQR
Open-source implementation of ADMM algorithms for penalized quantile regression in Gu, et al. 2018 Technometrics
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Add unit tests to compare R-based output with C++ output for each pair of functions
#5
fboehm
opened
3 years ago
0
update_beta_padmm output differs drastically from that of update_beta_padmmR (ie, cpp output differs from R output!)
#4
fboehm
opened
3 years ago
3
Need vectorized version of shrink
#3
fboehm
opened
3 years ago
0
Make a vectorized version of prox function
#2
fboehm
opened
3 years ago
1
Need functions to convert between Rcpp::NumericVector and Eigen::VectorXd
#1
fboehm
closed
3 years ago
1