Sparse Multivariate Differential Equations

Documentation for package ‘smde’ version 0.3.1

smde-package	Sparse Multivariate Differential Equations
coordinateDescent	l1-penalized least squares coordinate descent
coordinateDescentMF	l1-penalized matrix free least squares coordinate descent
coordinateDescentQuad	l1-penalized coordinate descent
dfEff	Effective degrees of freedom.
dfEff.multModel	Effective degrees of freedom.
dfEffec	Computation of effective degrees of freedom.
dim	Dimensions of multivariate model
dpredict	Derivative of the predictor
dpredict.multModel	Derivative of the predictor
fit	Fitting a multivariate process model
fit.multModel	Fitting a multivariate process model
grad	Computation of the gradient of the loss function
grad.multModel	Computation of the gradient of the loss function
loss	Computation of the squared error loss function
loss.multModel	Computation of the squared error loss function
multModel	Multivariate process models constructor
penalty	Weighted l1-norm
predict.multModel	Prediction for multivariate models
progressBar	Yet another progress bar
response	Returns the response
response.multModel	Returns the response
risk	Computation of the squared error risk.
riskHat	Estimation of the risk.
riskHat.multModel	Estimation of the risk.
smde	Sparse Multivariate Differential Equations
stepOptim	Stepwise optimization