plotl0

<p>The list generated by functions in FastSF package. For a given degree of freedom, plot the fitted value of L0 method. For adaptive situations, plot the MSE of every model under different degrees of freedom.</p>

<p>This is a function that plots the fitted results of L0 method.</p>

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.

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plotl0: Plot L0 fitted value

Description

Usage

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