Compute default weights for the weighted group fused Lasso

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Description

Compute default weights for the weighted group fused Lasso

Usage

1

Arguments

n

Number of observations

Value

Vector of default weights in the reference article.

Note

This implementation is derived from the MATLAB code by Vert and Bleakley: http://cbio.ensmp.fr/GFLseg.

Author(s)

Morgane Pierre-Jean and Pierre Neuvial

References

Bleakley, K., & Vert, J. P. (2011). The group fused lasso for multiple change-point detection. arXiv preprint arXiv:1106.4199.

Examples

1

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