discontSmooth {CAFE} | R Documentation |
Calculates discontinuous smoother
discontSmooth(y,gamma)
y |
input vector |
gamma |
The |
Uses the potts filter algorithm described by Friedrich et al.
Vector with same length as input y
Sander Bollen
Friedrich, F., Kempe, a, Liebscher, V., & Winkler, G. (2008). Complexity Penalized M-Estimation. Journal of Computational and Graphical Statistics, 17(1), 201-224. doi:10.1198/106186008X285591
#generate piecewise vector with gaussian noise y <- 1:450 y[1:150] <- 2 y[151:300] <- 3 y[301:450] <- 1 y <- y + rnorm(450) #calculate smoother y_smooth <- discontSmooth(y,20)