capolitsch/trendfilteringSupp: Optimal one-dimensional data analysis with trend filtering

This package serves as a software supplement to Politsch et al. (2020a) and Politsch et al. (2020b). We provide a variety of statistical tools for one-dimensional data analyses with trend filtering (Tibshirani 2014). This package contains user-friendly functionality for optimizing a trend filtering estimator by cross validation or minimizing Stein's unbiased risk estimate, as well as various bootstrap algorithms for producing variability bands to quantify the uncertainty in the trend filtering estimate.

install.packages("remotes")
remotes::install_github("capolitsch/trendfilteringSupp")