srp {srp}

srp: Detecting the change-point of smoothness in linear regression coefficients

Description

The srp package performs the change-point detection in regression coefficients of a linear model by partitioning the regression coefficients into two classes of smoothness. To start with, see the function srp.c.

Author(s)

Hyeyoung Maeng, [e-mail]

References

"Regularised forecasting via smooth-rough partitioning of the regression coefficients", H. Maeng and P. Fryzlewicz (2018), preprint.

See Also

srp.c