myGetDkn

<code>myGetDkn</code> computes the kth order differencing matrix for use in
trend filtering regression

An implementation of a computational framework for performing robust structured regression with the L2 criterion
from Chi and Chi (2021+). Improvements using the majorization-minimization (MM) principle from Liu, Chi, and
Lange (2022+) added in Version 2.0.

Jocelyn Chi

Robust Structured Regression via the L2 Criterion

Xiaoqian Liu

Lisa Lin

Kenneth Lange

Eric Chi

myGetDkn function

<dl><dt>k</dt>
<dd>Order of the differencing matrix</dd>
<dt>n</dt>
<dd>Number of time points</dd></dl>

Arguments

Compute kth order differencing matrix — myGetDkn

<dl>

<dt>k</dt>
<dd>Order of the differencing matrix</dd>


<dt>n</dt>
<dd>Number of time points</dd>

</dl>

myGetDkn: Compute kth order differencing matrix

Description

Usage

Value

Arguments