Closed KaiqianZhang closed 5 years ago
This pull request mainly includes two changes:
1) I implemented a function 'susie_trendfilter' to make use of the special structure of trend filtering matrix D^{-1} and perform trend filtering.
2) I implemented unit tests for susie_trendfilter.
susie_trendfilter
This pull request mainly includes two changes:
1) I implemented a function 'susie_trendfilter' to make use of the special structure of trend filtering matrix D^{-1} and perform trend filtering.
2) I implemented unit tests for
susie_trendfilter.