R: Robust Structured Regression via the L2 Criterion

# Robust Structured Regression via the L2 Criterion

## Documentation for package ‘L2E’ version 2.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

bank | Bank data
CV_L2E_sparse_dist | Cross validation for L2E sparse regression with distance penalization
CV_L2E_sparse_ncv | Cross validation for L2E sparse regression with existing penalization methods
CV_L2E_TF_dist | Cross validation for L2E trend filtering regression with distance penalization
CV_L2E_TF_lasso | Cross validation for L2E trend filtering regression with Lasso penalization
L2E | L2E
L2E_convex | L2E convex regression
L2E_isotonic | L2E isotonic regression
L2E_multivariate | L2E multivariate regression
l2e_regression | L2E multivariate regression - PG
l2e_regression_convex | L2E convex regression - PG
l2e_regression_convex_MM | L2E convex regression - MM
l2e_regression_isotonic | L2E isotonic regression - PG
l2e_regression_isotonic_MM | L2E isotonic regression - MM
l2e_regression_MM | L2E multivariate regression - MM
l2e_regression_sparse_dist | L2E sparse regression with distance penalization
l2e_regression_sparse_ncv | L2E sparse regression with existing penalization methods
l2e_regression_TF_dist | L2E trend filtering regression with distance penalization
l2e_regression_TF_lasso | L2E trend filtering regression with Lasso penalization
L2E_sparse_dist | Solution path of L2E sparse regression with distance penalization
L2E_sparse_ncv | Solution path of L2E sparse regression with existing penalization methods
L2E_TF_dist | Solution path of the L2E trend filtering regression with distance penalization
L2E_TF_lasso | Solution path of the L2E trend filtering regression with Lasso
myGetDkn | Compute kth order differencing matrix
objective | Objective function of the L2E regression - eta
objective_tau | Objective function of the L2E regression - tau
update_beta_convex | Beta update in L2E convex regression - PG
update_beta_isotonic | Beta update in L2E isotonic regression - PG
update_beta_MM_convex | Beta update in L2E convex regression - MM
update_beta_MM_isotonic | Beta update in L2E isotonic regression - MM
update_beta_MM_ls | Beta update in L2E multivariate regression - MM
update_beta_MM_sparse | Beta update in L2E sparse regression - MM
update_beta_MM_TF | Beta update in L2E trend filtering regression - MM
update_beta_qr | Beta update in L2E multivariate regression - PG
update_beta_sparse_ncv | Beta update in L2E sparse regression - NCV
update_beta_TF_lasso | Beta update in L2E trend filtering regression using Lasso
update_eta_bktk | Eta update using Newton's method with backtracking
update_tau_R | Tau update function