/fcv_julia

Primary LanguageJulia

Fast Cross-validation in Harmonic Approximation

About

The fcv package is a Julia implementation for evaluating the ordinary cross-validation score and the generalized cross-validation score in various settings.

  • The demos folder contains examples on how to use this julia module

Requirements

  • the modules LinearAlgebra, IterativeSolvers, LinearOperators are used throughout
  • the equispaced class on the torus use the FFTW module
  • the nonequispaced class on the torus use the NFFT module from here

Citing

If you use fcv in your work, please cite the following:

@article{,
author = {Felix Bartel and Ralf Hielscher and Daniel Potts},
title = {Fast Cross-validation in Harmonic Approximation},
year = {2019},
eprint = {arXiv:1903.10206},
}