R package DWDLargeR: Fast Algorithms for Large Scale Generalized Distance Weighted Discrimination. Solving large scale distance weighted discrimination. The main algorithm is a symmetric Gauss-Seidel based alternating direction method of multipliers (ADMM) method. See Lam, X.Y., Marron, J.S., Sun, D.F., and Toh, K.C. (2018) <arXiv:1604.05473> for more details.

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References in zbMATH (referenced in 1 article )

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  1. Andrew G. Allmon, J.S. Marron, Michael G. Hudgens: diproperm: An R Package for the DiProPerm Test (2020) arXiv