https://github.com/jolars/libslope

C++ library for Sorted L-One Penalized Estimation (SLOPE)
https://github.com/jolars/libslope

cpp machine-learning regularization slope statistics

Last synced: about 2 months ago
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C++ library for Sorted L-One Penalized Estimation (SLOPE)

• Host: GitHub
• URL: https://github.com/jolars/libslope
• Owner: jolars
• License: gpl-3.0
• Created: 2023-11-21T12:56:39.000Z (about 1 year ago)
• Default Branch: main
• Last Pushed: 2024-06-17T06:01:39.000Z (7 months ago)
• Last Synced: 2024-06-17T07:25:46.026Z (7 months ago)
• Topics: cpp, machine-learning, regularization, slope, statistics
• Language: C++
• Homepage: https://jolars.github.io/libslope/
• Size: 5.34 MB
• Stars: 0
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGELOG.md
  • License: LICENSE

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README

        
# LIBSLOPE

[![CI](https://github.com/jolars/libslope/actions/workflows/ci.yaml/badge.svg)](https://github.com/jolars/libslope/actions/workflows/ci.yaml)

[![codecov](https://codecov.io/gh/jolars/libslope/graph/badge.svg?token=y0mJN9eqYr)](https://codecov.io/gh/jolars/libslope)

This is a C++ library for Sorted L-One Penalized Estimation (SLOPE). Its main purpose is to serve as a backend for R and Python packages, but it can also be used as a standalone library.

## Dependencies

libslope has the following dependencies:

- A C++17 compiler

- CMake 3.15 or later

- Eigen 3.3 or later

In addition, to build the documentation you need

- Doxygen

- Sphinx

- Breathe

And to build and run the tests, you need Catch2.