sl0fused_c: Sparse L0 Fused Regression

In FastSF: Fast Structural Filtering

Description

This is a cpp function used for R function sl0fused.

Usage

 sl0fused_c(y, T0, T02, max_steps)

Arguments

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.

Value

beta	Fitted value.
u	Dual coefficient.
z	Primal coefficient.
d	Dual coefficient.

Author(s)

Canhong Wen, Xueqin Wang, Yanhe Shen, Aijun Zhang

References

Wen,C., Wang, X., Shen, Y., and Zhang, A. (2017). "L0 trend filtering", technical report.

FastSF documentation built on May 2, 2019, 8:27 a.m.