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FastSF: Fast Structural Filtering

An implementation of the fast structural filtering with L0 penalty. It includes an adaptive polynomial estimator by minimizing the least squares error with constraints on the number of breaks in their (k + 1)-st discrete derivative, for a chosen integer k >= 0. It also includes generalized structure sparsity constraint, i.e., graph trend filtering. This package is implemented via the primal dual active set algorithm, which formulates estimates and residuals as primal and dual variables, and utilizes efficient active set selection strategies based on the properties of the primal and dual variables.

Version: 0.1.1
Depends: R (≥ 3.0.0)
Imports: Rcpp (≥ 0.12.10), limSolve
LinkingTo: Rcpp, RcppArmadillo
Published: 2017-07-19
DOI: 10.32614/CRAN.package.FastSF
Author: Canhong Wen, Xueqin Wang, Yanhe Shen, Aijun Zhang
Maintainer: Canhong Wen <wencanhong at gmail.com>
License: GPL-3
NeedsCompilation: yes
CRAN checks: FastSF results

Documentation:

Reference manual: FastSF.pdf

Downloads:

Package source: FastSF_0.1.1.tar.gz
Windows binaries: r-devel: FastSF_0.1.1.zip, r-release: FastSF_0.1.1.zip, r-oldrel: FastSF_0.1.1.zip
macOS binaries: r-release (arm64): FastSF_0.1.1.tgz, r-oldrel (arm64): FastSF_0.1.1.tgz, r-release (x86_64): FastSF_0.1.1.tgz, r-oldrel (x86_64): FastSF_0.1.1.tgz
Old sources: FastSF archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.