Smooth-Rough Partitioning of the Regression Coefficients


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Documentation for package ‘srp’ version 1.2.0

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srp-package srp: Detecting the change-point of smoothness in linear regression coefficients
ncs The natural cubic spline interpolation
predict.srp.c The Smooth-Rough Partition model prediction
predict.srp.l The Smooth-Rough Partition model prediction
sic.c Optimisation of the Smooth-Rough Partition model
sic.l Optimisation of the (simpler) Smooth-Rough Partition model
srp srp: Detecting the change-point of smoothness in linear regression coefficients
srp.c The Smooth-Rough Partition model fitting
srp.l The (simpler) Smooth-Rough Partition linear regression model fitting
truebeta A dataset containing true regression coefficients for simulation