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btf

Bayesian Trend Filtering

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Version

Install

install.packages('btf')

Monthly Downloads

4

Version

1.2

License

GPL (>= 2.0)

Maintainer

Edward A Roualdes

Last Published

May 31st, 2017

Functions in btf (1.2)

plot.btf

plot btf object
btf

Bayesian trend filtering via Eigen
genDelta

generate Matrix D^k+1
tf

approximate trend filtering via MM algorithm
getPost

get posterior draws from btf object
getPostEst

get posterior estimates from btf object