make_tfg_matrix: set up a general trend filtering matrix
In andrewg3311/VEB.Boost: What the Package Does (One Line, Title Case)

set up a general trend filtering matrix

1	make_tfg_matrix(t, br = t, order = 0)

`t`	vector of length n specifying locations of data points on x axis
`br`	vector of length (p-1) specifying break points on x axis (ie where changepoints can occur) By default br=t which allows breaks to occur between every data point. Note that internally duplicate elements of br are removed.
`order`	non-negative integer indicating order of trend filtering basis (0 is changepoint basis and is the only case we test and use)