DWDLargeR

Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination

CRAN Package

Solving large scale distance weighted discrimination. The main algorithm is a symmetric Gauss-Seidel based alternating direction method of multipliers (ADMM) method. See Lam, X.Y., Marron, J.S., Sun, D.F., and Toh, K.C. (2018) doi:10.48550/arXiv.1604.05473 for more details.

  • Version0.2-0
  • R version≥ 3.5.0
  • LicenseGPL-2
  • Needs compilation?No
  • Last release08/19/2024

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  • Depends1 package