logreglasso.h

统计学习软件包

#ifndef LINLOGREG_H
#define LINLOGREG_H

#include "my_mat.h"
#include <iostream.h>
double* optimize_qp();
void getCoeffnew(int nn, My_Matrix* XMatneu, double* yMatneu, double* res_c, double eps, int dim, double* theta);
class LogregLASSO{
    
public:
  LogregLASSO(const My_Matrix* AA, const int* Yv, double c_val, double constraint, int* i_index,
	      double* i_beta);                   
  virtual ~LogregLASSO();

  void SetInitVals(int* iind, double* ibeta, double constraint);                         
  void regress();
  double* getAlpha() const {return alpha;};
  double* getRV() const {return rv;};
  int getRV_numb() const {return rv_numb;};
  double* getProjected() const {return Projected;}; 
  
  
protected:
 
  void multA_Beta_index(double*, double*);
  void SUBlasso(double* vec, double* YTd);
 
  void init_LASSO(double* h, double* r, double* v, double* beta,  double* betaDegga,  double* Theta, int* iinit);
  void SUBlassoCheckViolation(double* YTd,double* h, double* beta, 
			            double* Theta,   
			      int* c, double* betaDegga, double*, double* );
  void SUBlassoCheckSignFeasible(double* YTd,double* h, double* beta, 
				       double* Theta, 
				 int* c, double* betaDegga );
 void SUBlassoOPT_rob(double* YTd, double* h, double* beta, double* Theta, 
		       int* c);

  
private:

  const My_Matrix* A;

  double* Y;
  int proceed; 
  double* Projected;

  double* alpha;
  double* rv;

  double mu, const_val;
  int rv_numb;
  int n, Acols, kc;
  int* old_index;
  int* index;
  int* init_index;
  double* init_beta;
  
};

#endif