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Library
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module Svd = Uncategorized.Svd
type solved_lp = {
coef : Lacaml.D.vec;
vaco : [ `Cov of Lacaml.D.mat | `Svd of Svd.t ];
resi : Lacaml.D.vec;
looe : Lacaml.D.vec;
}
val reg_to_lambda :
Svd.t ->
Lacaml.D.vec ->
[< `From of float array | `S of float ] ->
float * Lacaml.D.vec
val full_looe :
Lacaml_float64.mat ->
Lacaml_float64.mat ->
Lacaml_float64.vec ->
Lacaml_float64.vec
val solve_lp :
[< `Padded of 'a * Lacaml_float64.mat & Lacaml.D.mat * Lacaml_float64.mat
| `Unpadded of Lacaml_float64.mat ] ->
Lacaml.D.vec ->
[< `From of float array | `S of float ] option ->
solved_lp
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