btf (1.2)

0 users

Estimates Univariate Function via Bayesian Trend Filtering.

http://cran.r-project.org/web/packages/btf

Trend filtering uses the generalized lasso framework to fit an adaptive polynomial of degree k to estimate the function f_0 at each input x_i in the model: y_i = f_0(x_i) + epsilon_i, for i = 1, ..., n, and epsilon_i is sub-Gaussian with E(epsilon_i) = 0. Bayesian trend filtering adapts the genlasso framework to a fully Bayesian hierarchical model, estimating the penalty parameter lambda within a tractable Gibbs sampler.

Maintainer: Edward A. Roualdes
Author(s): Edward A. Roualdes

License: GPL (>= 2.0)

Uses: coda, Matrix, Rcpp, knitr

Released over 2 years ago.


1 previous version

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of btf yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for btf on google, google scholar, r-help, r-devel.

Visit btf on R Graphical Manual.