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A Splicing Approach to \(\ell_0\) Trend Filtering Using Inverse Transformation

Introduction

This package provides an efficient solution for \(\ell_0\) Trend Filtering, avoiding the traditional methods of using Lagrange duality or ADMM algorithms. It employ a splicing approach that minimizes L0-regularized sparse approximation by transforming the \(\ell_0\) Trend Filtering problem.

R Package Installation

L0TFinv can be installed from Github as follows:

if(!require(devtools)) install.packages('devtools')
library(devtools)
install_github("C2S2-HF/InverseL0TF", repos = NULL, type = "source")

Alternatively, you can run the following code in R to install L0TFinv after downloading L0TFinv_0.1.0.tar.gz.

install.packages("Your_download_path/L0TFinv_0.1.0.tar.gz", repos = NULL, type = "source")

Usage

For a tutorial, please refer to L0TFinv's Vignette.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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