Man pages for halleybrantley/detrendr
Quantile Trend Filtering
| checkloss | Evaluate checkloss function |
| chol_solve | Banded Cholesky Solve |
| generate_peaks | Simulate data with peaks and baseline |
| get_constraint_mat | Get constraint matrix for linear program |
| get_criteria | 'get_criteria' |
| get_D1 | Discrete derivative matrix |
| get_Dk | kth order sparse difference matrix |
| get_eta | Update dual variable (overlap) |
| get_metric | Get evaluation metrics for classification |
| get_model | Get linear program arguments for gurobi or glpk solver |
| get_objective | Get objective linear program |
| get_phiBar | Update consensus variable (overlap) |
| get_trend | Get quantile trends |
| get_trend_BIC | Choose smoothing parameter using SIC |
| get_trend_spingarn | Get quantile trend using Spingarn's Method |
| get_trend_windows | Consensus ADMM for overlapping windows |
| get_windows_BIC | Choose smoothing parameter using SIC |
| project_V | Project onto subspace |
| prox | Proximal mapping |
| prox_f1 | Proximal mapping of f_1 |
| prox_f2 | Proximal mapping of f_2 |
| prox_quantile | Proximal Mapping |
| solve_model | Solves the model using chosen solver |
| spingarn_multi_step | Multiple steps of Spingarn's algorithm |
| spingarn_one_step | One step of Spingarn's algorithm |
| update_consensus | Update consensus variable (overlap) |
| update_dual | Update dual variable (overlap) |
| update_model | Update model with ADMM step parameter and dual and consensus... |
| update_windows | Update windows |
