L0TFinv: A Splicing Approach to the Inverse Problem of L0 Trend Filtering

Trend filtering is a widely used nonparametric method for knot detection. This package provides an efficient solution for L0 trend filtering, avoiding the traditional methods of using Lagrange duality or Alternating Direction Method of Multipliers algorithms. It employ a splicing approach that minimizes L0-regularized sparse approximation by transforming the L0 trend filtering problem. The package excels in both efficiency and accuracy of trend estimation and changepoint detection in segmented functions. References: Wen et al. (2020) <doi:10.18637/jss.v094.i04>; Zhu et al. (2020)<doi:10.1073/pnas.2014241117>; Wen et al. (2023) <doi:10.1287/ijoc.2021.0313>.

Version:	0.1.0
Imports:	ggplot2, Matrix, stats
Suggests:	knitr, rmarkdown, testthat
Published:	2025-06-10
DOI:	10.32614/CRAN.package.L0TFinv
Author:	Tianhao Wang [aut, cre], Canhong Wen [aut]
Maintainer:	Tianhao Wang <tianhaowang at mail.ustc.edu.cn>
License:	GPL (≥ 3)
URL:	https://github.com/C2S2-HF/InverseL0TF
NeedsCompilation:	no
Materials:	README
CRAN checks:	L0TFinv results

Documentation:

Reference manual:	L0TFinv.pdf
Vignettes:	L0TFinv Vignette (source, R code)

Downloads:

Package source:	L0TFinv_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: L0TFinv_0.1.0.zip, r-oldrel: L0TFinv_0.1.0.zip
macOS binaries:	r-release (arm64): L0TFinv_0.1.0.tgz, r-oldrel (arm64): L0TFinv_0.1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

Please use the canonical form https://CRAN.R-project.org/package=L0TFinv to link to this page.