The (Adaptive) LASSO and Elastic Net Penalized Least Squares, Logistic Regression, Hybrid Huberized Support Vector Machines, Squared Hinge Loss Support Vector Machines and Expectile Regression using a Fast Generalized Coordinate Descent Algorithm
Get coefficients or make coefficient predictions from a "cv.gcdnet" ob...
Get coefficients or make coefficient predictions from a "gcdnet" objec...
Extract Model Coefficients
Cross-validation for gcdnet
Fits the regularization paths for large margin classifiers
Plot the cross-validation curve produced by cv.gcdnet
Plot coefficients from a "gcdnet" object
Make predictions from a "cv.gcdnet" object.
Make predictions from a "gcdnet" object
Model predictions
Print a gcdnet object
Implements a generalized coordinate descent (GCD) algorithm for computing the solution paths of the hybrid Huberized support vector machine (HHSVM) and its generalizations. Supported models include the (adaptive) LASSO and elastic net penalized least squares, logistic regression, HHSVM, squared hinge loss SVM and expectile regression.