srp: Smooth-Rough Partitioning of the Regression Coefficients

Performs the change-point detection in regression coefficients of linear model by partitioning the regression coefficients into two classes of smoothness. The change-point and the regression coefficients are jointly estimated.

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Package details

AuthorHyeyoung Maeng [aut, cre], Piotr Fryzlewicz [aut]
MaintainerHyeyoung Maeng <[email protected]>
Package repositoryView on CRAN
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srp documentation built on Aug. 30, 2018, 1:03 a.m.