my.rollmean

integer width of the rolling window, <code><a rd-options="zoo" href="/link/rollmean?package=AMIAS&version=1.1.0&to=zoo" data-mini-rdoc="zoo::rollmean">rollmean</a></code> would be used with <code>k = h*2+1</code>.

Other arguments, see <code><a rd-options="zoo" href="/link/rollmean?package=AMIAS&version=1.1.0&to=zoo" data-mini-rdoc="zoo::rollmean">rollmean</a></code> for details.

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Generic functions for computing rolling means of ordered observations.

An implementation of alternating minimization induced active set (AMIAS) method for solving the generalized L0 problem. The AMIAS method is based on the necessary optimality conditions derived from an augmented Lagrangian framework. The proposed method takes full advantage of the primal and dual variables with complementary supports, and decouples the high-dimensional problem into two sub-systems on the active and inactive sets, respectively. A sequential AMIAS algorithm with warm start initialization is developed for efficient determination of the cardinality parameter, along with the output of solution paths.

Canhong Wen

AMIAS

Alternating Minimization Induced Active Set Algorithms

my.rollmean function

integer width of the rolling window, <code><a rd-options='zoo' href='rollmean'>rollmean</a></code> would be used with <code>k = h*2+1</code>.

Other arguments, see <code><a rd-options='zoo' href='rollmean'>rollmean</a></code> for details.

my.rollmean: Rolling Means

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