/Summer-ALO

Primary LanguageC++MIT LicenseMIT

Summer-ALO

Docs

  • elsnet.pdf - Compiled notes for glmnet related topic.
  • update.pdf - Notes on matrix inversion updates.

Files

  • 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.