Leaky Hockey Stick Classifier
lhsc-package.Rd
Leaky hockey stick classifier (LHSC) is a classification algorithm.
This package provides procedures for solving LHSC in reproducing kernel Hilbert spaces. The algorithm is based on the majorization-minimization (MM) principle to compute the entire solution path at a given fine grid of regularization parameters.
Details
Suppose x
is predictor and y
is a binary response. The package computes the entire solution path over a grid of lambda
values.
The main functions of the package lhsc
include:lhsc
cv.lhsc
predict.lhsc
plot.lhsc
plot.cv.lhsc
Author
Oh-Ran Kwon and Hui Zou
Maintainer: Oh-Ran Kwon kwon0085@umn.edu