my.rollmean: Rolling Means

In AMIAS: Alternating Minimization Induced Active Set Algorithms

Description

Generic functions for computing rolling means of ordered observations.

Usage

my.rollmean(y, h = 5 ,...)

Arguments

y	Observe sequence, with length n.
h	integer width of the rolling window, rollmean would be used with k = h*2+1.
...	Other arguments, see rollmean for details.

Value

vector

Vector: smooth observe sequence, with length n.

Author(s)

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

Maintainer: Canhong Wen <[e-mail]>

References

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

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