Estimates Univariate Function via Bayesian Trend Filtering
Documentation for package ‘btf’ version 1.2
DESCRIPTION file
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User guides, package vignettes and other documentation.
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btf
Bayesian trend filtering via Eigen
genDelta
generate Matrix D^k+1
getPost
get posterior draws from btf object
getPostEst
get posterior estimates from btf object
plot.btf
plot btf object
tf
approximate trend filtering via MM algorithm