Functions

Functions in the package

Solution path

Functions (and their core solvers) for finding solution path.

RSAVS_LargeN()

Robust subgroup analysis and variable selection simultaneously for large scale dataset

RSAVS_Path()

Robust subgroup analysis and variable selection simultaneously

RSAVS_Solver()

Robust subgroup analysis and variable selection simultaneously

RSAVS_Path_PureR()

Robust subgroup analysis and variable selection simultaneously

RSAVS_Solver_PureR()

Robust subgroup analysis and variable selection simultaneously

Utilities

Utility functions

RSAVS_Compute_BIC()

Compute Modified BIC

RSAVS_Compute_Loss_Value()

Compute value of objective function

RSAVS_Determine_Mu()

Determine the subgroup effects

RSAVS_Further_Improve()

Post-selection estimation

RSAVS_Generate_D_Matrix()

Generate the pair-wise different matrix

RSAVS_Get_Lam_Max()

Compute lam_max

RSAVS_Get_Psi()

Compute psi_vec

RSAVS_Mu_to_Mat()

Generate the intercept term matrix according to mu_vec.

RSAVS_RI()

Rand Index

RSAVS_S_to_Groups()

Convert pair-wise difference vector to subgroup structure

RSAVS_Softthresh()

Soft thresh hold

RSAVS_Summary_Iteration()

Summary the iterations during ADMM algorithm

RSAVS_UpdateSW_Identity() RSAVS_UpdateSW_Lasso() RSAVS_UpdateSW_SCAD() RSAVS_UpdateSW_MCP()

Update S and W

RSAVS_UpdateZ_L1() RSAVS_UpdateZ_L2() RSAVS_UpdateZ_Huber()

Update Z

RSAVS_L2() RSAVS_L1() RSAVS_Huber()

Built-in loss functions

penalty_lasso() penalty_scad() penalty_mcp()

Built-in penalty functions

Datasets

Datasets included in the package

Student_performance_dataset full_df mat_df por_df

Portuguese student performance dataset

Package information

Basic package informations

RSAVS-package RSAVS

RSAVS: A package for robust subgroup analysis and variable selection.

Others

Other Functions

rcppeigen_hello_world() rcppeigen_outerproduct() rcppeigen_innerproduct() rcppeigen_bothproducts()

Set of functions in example RcppEigen package