srp: srp: Detecting the change-point of smoothness in linear...
In srp: Smooth-Rough Partitioning of the Regression Coefficients
Description
Author(s)
References
See Also
Description
The srp package performs the change-point detection in regression coefficients of a linear model by partitioning the regression coefficients into two classes of smoothness. To start with, see the function srp.c.
Author(s)
Hyeyoung Maeng, h.maeng@lse.ac.uk
References
"Regularised forecasting via smooth-rough partitioning of the regression coefficients", H. Maeng and P. Fryzlewicz (2018), preprint.
See Also
srp documentation built on May 2, 2019, 9:31 a.m.
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Description Author(s) References See Also
Description
The srp package performs the change-point detection in regression coefficients of a linear model by partitioning the regression coefficients into two classes of smoothness. To start with, see the function srp.c.
Author(s)
Hyeyoung Maeng, h.maeng@lse.ac.uk
References
"Regularised forecasting via smooth-rough partitioning of the regression coefficients", H. Maeng and P. Fryzlewicz (2018), preprint.
See Also
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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