L0TFinv
A Splicing Approach to the Inverse Problem of L0 Trend Filtering
Trend filtering is a widely used nonparametric method for knot detection. This package provides an efficient solution for L0 trend filtering, avoiding the traditional methods of using Lagrange duality or Alternating Direction Method of Multipliers algorithms. It employ a splicing approach that minimizes L0-regularized sparse approximation by transforming the L0 trend filtering problem. The package excels in both efficiency and accuracy of trend estimation and changepoint detection in segmented functions. References: Wen et al. (2020) <doi:10.18637/jss.v094.i04>; Zhu et al. (2020)<doi:10.1073/pnas.2014241117>; Wen et al. (2023) <doi:10.1287/ijoc.2021.0313>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | L0TFinv_0.1.0.tar.gz |
487.4 KiB |
0.1.0 |
rolling linux/noble R-4.5 | L0TFinv_0.1.0.tar.gz |
487.3 KiB |
0.1.0 |
rolling source/ R- | L0TFinv_0.1.0.tar.gz |
427.2 KiB |
0.1.0 |
latest linux/jammy R-4.5 | L0TFinv_0.1.0.tar.gz |
487.4 KiB |
0.1.0 |
latest linux/noble R-4.5 | L0TFinv_0.1.0.tar.gz |
487.3 KiB |
0.1.0 |
latest source/ R- | L0TFinv_0.1.0.tar.gz |
427.2 KiB |
0.1.0 |
2026-04-26 source/ R- | L0TFinv_0.1.0.tar.gz |
427.2 KiB |
0.1.0 |
2026-04-23 source/ R- | L0TFinv_0.1.0.tar.gz |
427.2 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | L0TFinv_0.1.0.zip |
486.5 KiB |