make_tfg_matrix: set up a general trend filtering matrix

In stephenslab/VEB.Boost: This package provides the functionality to perform VEB-Boosting.

set up a general trend filtering matrix

Description

set up a general trend filtering matrix

Usage

make_tfg_matrix(t, br = t, order = 0)

Arguments

t	vector of length n specifying locations of data points on x axis
br	vector of length (p-1) specifying break points on x axis (ie where changepoints can occur) By default br=t which allows breaks to occur between every data point. Note that internally duplicate elements of br are removed.
order	non-negative integer indicating order of trend filtering basis (0 is changepoint basis and is the only case we test and use)

stephenslab/VEB.Boost documentation built on July 2, 2023, 1 p.m.