project_V: Project onto subspace
In halleybrantley/detrendr: Quantile Trend Filtering
Description
project_V projects (theta, eta) onto the subspace eta = D*theta.
Updates values of theta and eta in place.
Usage
1
Arguments
theta
first input
eta
second input
D
differencing matrix
cholM
upper triangular cholesky decomposition of I + DtD
k
order of differencing matrix
halleybrantley/detrendr documentation built on May 30, 2019, 12:43 p.m.
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Description
project_V projects (theta, eta) onto the subspace eta = D*theta.
Updates values of theta and eta in place.
Usage
1 |
Arguments
theta |
first input |
eta |
second input |
D |
differencing matrix |
cholM |
upper triangular cholesky decomposition of I + DtD |
k |
order of differencing matrix |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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