L1spline: L1 spline.

In helenecharlotte/rSplines: Robust splines

Description

Function to compute the L1 spline, by use of the continuation method.

Usage

L1spline(x, t, y, gfun, sigma = sqrt(2), lambda = 1e-04, niter = 200,
  stopiter = 1e-10, constr = -Inf, sign = 1, mp = 100)

Arguments

x	Numeric value(s) to evaluate the spline in.
t	Numeric vector of measurement times.
y	Numeric vector of values to be fitted.
gfun	Choice of Greens function (choose from G1-G10).
sigma	Variance, per default set to srqt(2). Effect translated into lambda.
lambda	Smoothness parameter.
niter	Number of iterations.
stopiter	Stopping criterion.
constr	Numeric value in (-1, 0, 1, 2). Choice of constraint. -1: No constraint. 0: Positivity contraint. 1: Monotonicity constraint. 2: Convexity/concavity constraint.
sign	Numeric value in (-1, 1). 1: Increasing, convexity. -1: Decreasing, concavity.
mp	Numeric value. Number of points to evaluate spline in.

Examples

t = generate.t(m = 25); y = generate.y()(t) + generate.noise(t, type = 2)
plot(t, y, col = "blue")
lines(t, L1spline(t, t, y, G9, lambda = 0.0001))

helenecharlotte/rSplines documentation built on May 17, 2019, 3:24 p.m.