Smooth-Rough Partitioning of the Regression Coefficients
The natural cubic spline interpolation
The Smooth-Rough Partition model prediction
The Smooth-Rough Partition model prediction
Optimisation of the Smooth-Rough Partition model
Optimisation of the (simpler) Smooth-Rough Partition model
The Smooth-Rough Partition model fitting
The (simpler) Smooth-Rough Partition linear regression model fitting
srp: Detecting the change-point of smoothness in linear regression coe...
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.