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DataSlingers / MoMA

MoMA: Modern Multivariate Analysis in R
https://DataSlingers.github.io/MoMA
GNU General Public License v2.0
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Add L1 trend filtering #23

Closed Banana1530 closed 6 years ago

Banana1530 commented 6 years ago

Reference:

  1. Ryan Tibshirani, Primal-Dual Interior-Point Methods [PDF document]. Retrieved from http://www.stat.cmu.edu/~ryantibs/convexopt-F15/lectures/16-primal-dual.pdf

  2. Kim, S. J., Koh, K., Boyd, S., & Gorinevsky, D. (2009). \ell_1 Trend Filtering. SIAM review, 51(2), 339-360.