plot.L0TFinvfix

plot.L0TFinvopt

Plots a summary of L0TFinvfix or L0TFinvopt

Trend filtering is a widely used nonparametric method for knot detection. This package provides an efficient solution for L0 trend filtering, avoiding the traditional methods of using Lagrange duality or Alternating Direction Method of Multipliers algorithms. It employ a splicing approach that minimizes L0-regularized sparse approximation by transforming the L0 trend filtering problem. The package excels in both efficiency and accuracy of trend estimation and changepoint detection in segmented functions. References: Wen et al. (2020) <doi:10.18637/jss.v094.i04>; Zhu et al. (2020)<doi:10.1073/pnas.2014241117>; Wen et al. (2023) <doi:10.1287/ijoc.2021.0313>.

Tianhao Wang

L0TFinv

A Splicing Approach to the Inverse Problem of L0 Trend Filtering

Canhong Wen

plot.L0TFinvfix function

<dl><dt>x</dt>
<dd>The output of L0TFinvfix or L0TFinvopt</dd>
<dt>type</dt>
<dd>The values are taken as c("\(mse\)", "\(sic\)", "\(bic\)", "\(yhat\)"). If \(type\) is "\(mse\)", plot the mse as it changes with change points.
The same applies to "\(sic\)" and "\(bic\)". If \(type\) is "\(yhat\)", plot the trend of the estimated values against the input data.</dd>
<dt>k</dt>
<dd>Only used for \(type\) = "\(yhat\)". The given number of change points.
By default, the L0TFinvfix object outputs the estimated trend that corresponds to the fixed number of change points within the model. Conversely, the L0TFinvopt object provides the estimated trend based on the optimal change points.</dd>
<dt>...</dt>
<dd>ignore</dd></dl>

Arguments

Plot L0TFinvfix or L0TFinvopt object — plot.L0TFinvfix

<dl>

<dt>x</dt>
<dd>The output of L0TFinvfix or L0TFinvopt</dd>


<dt>type</dt>
<dd>The values are taken as c("\(mse\)", "\(sic\)", "\(bic\)", "\(yhat\)"). If \(type\) is "\(mse\)", plot the mse as it changes with change points.
The same applies to "\(sic\)" and "\(bic\)". If \(type\) is "\(yhat\)", plot the trend of the estimated values against the input data.</dd>


<dt>k</dt>
<dd>Only used for \(type\) = "\(yhat\)". The given number of change points.
By default, the L0TFinvfix object outputs the estimated trend that corresponds to the fixed number of change points within the model. Conversely, the L0TFinvopt object provides the estimated trend based on the optimal change points.</dd>


<dt>...</dt>
<dd>ignore</dd>

</dl>

plot.L0TFinvfix: Plot L0TFinvfix or L0TFinvopt object

Description

Usage

Value

Arguments

See Also