Description Usage Arguments Details Value Author(s) References Examples

Generate D matrix which is used to do polynomial trend filtering of order k

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`k` |
The order of polynomial trend filtering. |

`n` |
Length of observe sequence y for genDtf1d, only be used in the |

`dim1` |
The number of rows for genDtf2d, only be used in the |

`dim2` |
The number of columns for genDtf2d, only be used in the |

`full` |
Whether to return the full matrix, if TRUE, it gennerate a full matrix. |

In 1d case, D is used to do polynomial trend filtering of order k, and generated by

*D_{tf,k} = D1d * D_{tf,k-1} for k >= 2,*

where the nozero
elements in each row is `(1,-2,1)`

in D_tf,1 and `(-1,1)`

in D_1d.
This is usually not necessary to call directly, as `AMIAS`

internally
gennerate D, but inspection of the matrix can sometimes be useful.

`vecctor` |
Vector: return when full is FALSE, nozero elements in first row(equal to any other row) of D. |

`matrix` |
Matrix: return when full is TRUE, whole sparse D. |

Canhong Wen, Xueqin Wang, Shijie Quan, Zelin Hong and Aijun Zhang.

Maintainer: Canhong Wen <wench@ustc.edu.cn>

Wen, C., Zhu, J., Wang, X., and Zhang, A. (2019) *L0 trend filtering*, technique report.

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AMIAS documentation built on May 2, 2019, 2:10 a.m.

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