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Cython implementation of L1 trend fitting.

Project description

cyL1TF

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A Python library using Cython for using ℓ₁ (L1) trend filtering algorithm developed by Kim et al. (2009):

Kim, S. J., Koh, K., Boyd, S., & Gorinevsky, D. (2009). ℓ₁ trend filtering. SIAM review, 51(2), 339-360. DOI: 10.1137/070690274

Usage

import cyl1tf
fit = cyl1tf.calc_fit(xy, rel_scale=0.01)

See example.ipynb.

Citation

Please cite this software using the DOI.

History

v0.1.3 (2022-04-20)

  • Fixed: Memory leak

v0.1.2 (2021-04-13)

  • Increment version to prevent pypi collision

v0.1.1 (2021-04-13)

  • Added MANIFEST

v0.1.0 (2020-08-12)

  • Initial release

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