L1 Trend Filtering
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
example
README.md
index.html
l1tf.js

README.md

l1tf

After Boyd et al: http://www.stanford.edu/~boyd/l1_tf/

Avi Bryant (Etsy) & Steven Noble (Shopify)

Usage:

change_point_xy_pairs = l1tf(y_values, smoothness).points

Where smoothness ranges from 0.0 (do nothing) to 1.0 (reduce the line to 3 or so points).

The y_values are assumed to be evenly spaced.

See http://avibryant.github.com/l1tf for a demo.

License: MIT