truebeta

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

datasets

Performs the change-point detection in regression coefficients of linear model
by partitioning the regression coefficients into two classes of smoothness. The change-point and
the regression coefficients are jointly estimated.

Hyeyoung Maeng

Smooth-Rough Partitioning of the Regression Coefficients

Piotr Fryzlewicz

truebeta function

A matrix with 356 rows and 4 variables:<dl class="dl-horizontal">
 <dt>Case 1</dt><dd>true regression coefficients for case 1</dd>
 <dt>Case 2</dt><dd>true regression coefficients for case 2</dd>
 <dt>Case 3</dt><dd>true regression coefficients for case 3</dd>
 <dt>Case 4</dt><dd>true regression coefficients for case 4</dd>
</dl>

Format

A dataset containing true regression coefficients for simulation — truebeta

A matrix with 356 rows and 4 variables:<dl class='dl-horizontal'>
 <dt>Case 1</dt><dd>true regression coefficients for case 1</dd>
 <dt>Case 2</dt><dd>true regression coefficients for case 2</dd>
 <dt>Case 3</dt><dd>true regression coefficients for case 3</dd>
 <dt>Case 4</dt><dd>true regression coefficients for case 4</dd>
</dl>

truebeta: A dataset containing true regression coefficients for simulation

Description

Usage

Arguments

Format