srp

cranv1.2.0

Smooth-Rough Partitioning of the Regression Coefficients. Performs the change-point detection in regression coefficients of linear model by partitioning the regression coefficients into two classes of smoothness. The change-point and the regression coefficients are jointly estimated.

License GPLstrong copyleft0 versions1 maintainers2 deps64 weekly dl
https://CRAN.R-project.org/package=srp
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First published · 2019-04-24 11:02:33

Last updated · 2019-04-24T07:40:03+00:00