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
v0.1.1 (2021-04-13)
Added MANIFEST
v0.1.0 (2020-08-12)
Initial release
Project details
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