L1splineSD: L1 spline (unknown dynamic variance).

Description Usage Arguments

Description

Function to compute an L1 spline, by use of the continuation method. Fitting variance, allowing for dynamical change.

Usage

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L1splineSD(x, t, y, gfun, t0 = Inf, div = 10, lambda = 1e-04,
  niter = 200, stopiter = 1e-10, ...)

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).

t0

Anchor points for changing kappa. Per default set a division of [0,1] based on the number of observations.

div

Integer determining where to put boundary knots.

lambda

Smoothness parameter.

niter

Number of iterations.

stopiter

Stopping criterion.

sigma

Variance, per default set to srqt(2). Effect translated into lambda.


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