myGetDkn: Compute kth order differencing matrix

View source: R/myGetDkn.R

myGetDknR Documentation

Compute kth order differencing matrix

Description

myGetDkn computes the kth order differencing matrix for use in trend filtering regression

Usage

myGetDkn(k, n)

Arguments

k

Order of the differencing matrix

n

Number of time points

Value

Returns a Matrix object as the kth order differencing matrix


jocelynchi/L2E-package-demo documentation built on Oct. 6, 2022, 6:05 a.m.