| myGetDkn {L2E} | R Documentation |
Compute kth order differencing matrix
Description
myGetDkn computes the kth order differencing matrix for use in
trend filtering regression
Usage
myGetDkn(k, n)
Arguments
k |
Order of the differencing matrix |
n |
Number of time points |
Value
Returns a Matrix object as the kth order differencing matrix
[Package L2E version 2.0 Index]