FastSF
Fast Structural Filtering
An implementation of the fast structural filtering with L0 penalty. It includes an adaptive polynomial estimator by minimizing the least squares error with constraints on the number of breaks in their (k + 1)-st discrete derivative, for a chosen integer k >= 0. It also includes generalized structure sparsity constraint, i.e., graph trend filtering. This package is implemented via the primal dual active set algorithm, which formulates estimates and residuals as primal and dual variables, and utilizes efficient active set selection strategies based on the properties of the primal and dual variables.
- Version0.1.1
- R version≥ 3.0.0
- LicenseGPL-3
- Needs compilation?Yes
- Last release07/19/2017
Team
Canhong Wen
Xueqin Wang
Yanhe Shen
Aijun Zhang
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- Depends1 package
- Imports2 packages
- Linking To2 packages