SCM

Fused-ANOVA: Project Home – R-Forge

Project description

This package adjusts a penalized ANOVA model with Fused-LASSO (or Total Variation) penality, i.e. a sum of weighted l1-norm on the difference of each coefficient. The fitting procedure is accompanied with a highly efficient cross-validation method.

Project Info

Tags: sparse method, penalized regression, cross-validation, classification


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Registered: 2013-09-26 07:58
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge