Description Usage Arguments Author(s)
Uses majorization-minimization technique to approximate trend filtering fit.
1 2 |
y |
observed data |
x |
inputs corresponding to observations |
k |
order of fit |
l |
vector of penalty parameters lambda |
D |
matrix Delta of order k+1 |
eps |
error adjustment to majorization function |
tau |
convergence threshold |
max_iter |
maximum number of iterations allowed |
Edward A. Roualdes
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