Enum VarSelectPenalty 

#[non_exhaustive]
pub enum VarSelectPenalty {
    GroupLasso,
    GroupMcp,
    GroupScad,
    Ls,
}

Penalty type for variable_selection.

Only GroupLasso is fully implemented. GroupMcp and GroupScad are documented here for API completeness; calling variable_selection with either returns FdarError::InvalidParameter — they are deferred to a future phase.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

GroupLasso

Group lasso (convex); fully implemented. Recommended default.

GroupMcp

Group MCP (minimax concave penalty). Not yet implemented — returns FdarError::InvalidParameter; deferred to a future phase.

GroupScad

Group SCAD (smoothly clipped absolute deviation). Not yet implemented — returns FdarError::InvalidParameter; deferred to a future phase.

Ls

Ordinary least squares (no group penalty). Sets all predictors active.

Trait Implementations

impl Clone for VarSelectPenalty

fn clone(&self) -> VarSelectPenalty

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for VarSelectPenalty

impl Debug for VarSelectPenalty

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for VarSelectPenalty

fn eq(&self, other: &VarSelectPenalty) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for VarSelectPenalty