spingarn_multi_step: Multiple steps of Spingarn's algorithm
In halleybrantley/detrendr: Quantile Trend Filtering
Description
spingarn_multi_step
Usage
1
2
spingarn_multi_step(theta, eta, y, D, cholM, lambda, tau = 0.05,
step = 1, numberIter = 1, k = 3L)
Arguments
theta
input 1
eta
input 2
y
response
D
discrete differencing matrix
cholM
cholesky of I + DtD
lambda
regularization parameter
tau
quantile parameter
step
step-size
numberIter
number of iterations
k
order of differencing
halleybrantley/detrendr documentation built on May 30, 2019, 12:43 p.m.
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Description
spingarn_multi_step
Usage
1 2 | spingarn_multi_step(theta, eta, y, D, cholM, lambda, tau = 0.05,
step = 1, numberIter = 1, k = 3L)
|
Arguments
theta |
input 1 |
eta |
input 2 |
y |
response |
D |
discrete differencing matrix |
cholM |
cholesky of I + DtD |
lambda |
regularization parameter |
tau |
quantile parameter |
step |
step-size |
numberIter |
number of iterations |
k |
order of differencing |
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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