l0fused_c {FastSF} | R Documentation |
This is a cpp function used for R function l0fused.
l0fused_c(y, T0, max_steps)
y |
Response sequence to be fitted. |
T0 |
Number of knots in the piecewise constant(breaks in the derivative), i.e., the same as s. |
max_steps |
The maximum number of steps for the algorithm to take before termination, i.e., the same as K.max. |
beta |
Fitted value. |
u |
Dual coefficient. |
z |
Primal coefficient. |
Canhong Wen, Xueqin Wang, Yanhe Shen, Aijun Zhang
Wen,C., Wang, X., Shen, Y., and Zhang, A. (2017). "L0 trend filtering", technical report.