L1 Trend Filtering
Python
Switch branches/tags
Nothing to show
Latest commit 556177b Jul 24, 2015 @bugra bugra Remove the figures
Permalink
Failed to load latest commit information.
l1 Remove the figures Jul 24, 2015
.gitignore
LICENSE
README.md Initial commit Jul 24, 2015
setup.py Initial commit Jul 24, 2015

README.md

l1

Python implementation of L1 trend filtering algorithm using the cvxopt library. The paper describing this technique can be found here