Description Usage Arguments Value Author(s) References
This is a cpp function used for R function sl0fused.
1 | sl0fused_c(y, T0, T02, max_steps)
|
y |
Response sequence to be fitted. |
T0 |
Number of knots in the piecewise constant(breaks in the derivative). |
T02 |
Number of non-zero values in fitted coefficient. |
max_steps |
The maximum number of steps for the algorithm to take before termination. |
beta |
Fitted value. |
u |
Dual coefficient. |
z |
Primal coefficient. |
d |
Dual 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.