Cython implementation of L1 trend fitting.
Project description
cyL1TF
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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Source Distribution
cyl1tf-0.1.3.tar.gz
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