Installation
About
Algorithms for solving a self-calibrated l1-regularized quadratic programming problem without parameter tuning. The algorithm, called DECODE, can handle high-dimensional data without cross-validation. It is found useful in high dimensional portfolio selection (see Pun (2018)
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Maintainer
Maintainer | Chi Seng Pun |
Depends
R | ≥ 2.10 |
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