gurobimodelinit: gurobi model initializer for proximal bayesian trendfiltering

In qhengncsu/BNRPxMCMC: Bayesian l1 Trend Filtering via Proximal MCMC

Description

gurobi model initializer for proximal bayesian trendfiltering

Usage

gurobimodelinit(x, w, restrictions, k)

Arguments

x	predictor (must be strictly increasing!)
w	weight of x
restrictions	a collection of shape restrictions, including 'increasing','decreasing','convex','concave'
k	order of piecewise polynomial; 1 linear, 2 quadratic, 3 cubic;k=0 and k>=4 not recommended

qhengncsu/BNRPxMCMC documentation built on Dec. 31, 2020, 2:10 a.m.