Summer-ALO

Docs

• alo_derivation.pdf - Derivations of ALO for elastic net models.
• alo_glmnet.pdf - Combined notes for glmnet related topic.
• alo_svm.pdf - Notes on SVM related topic.
• update.pdf - Notes on matrix inversion updates.

Files

• e1071_test.R - Test file for ALO with e1071 package.
• alocv_test.R - Test file for alocv package.
• matUpdate.cpp - Rcpp functions for updating matrix inverse.
• aloWrapper.R - R wrappers for Rcpp utilities.
• Update_Test.R - Examples for matrix inverse updating.
• glmnetALO.cpp - Main file for Elastic Net ALO.
• svmALO.cpp - Main file for SVM ALO.