Description Usage Arguments Value Author(s) References
This is a cpp function used for R function l0tf.
1 | l0tf_c(y, k0, T0, max_steps)
|
y |
Numeric vector of inputs. |
k0 |
An integer specifying the desired order of the piecewise polyomial produced by the solution of the trend filtering problem. |
T0 |
Number of knots in the piecewise polynomial(breaks in the (k+1)-st derivative). |
max_steps |
The maximum number of steps for the algorithm to take before termination. |
beta |
Fitted value. |
u |
Dual coefficient. |
z |
Primal coefficient. |
Canhong Wen, Xueqin Wang, Yanhe Shen, Aijun Zhang
Wen,C., Wang, X., Shen, Y., and Zhang, A. (2017). "L0 trend filtering", technical report.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.