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
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History
v0.1.0 (2020-04-09)
Initial release
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