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create a few standard penalty matrices to chose from:
The text was updated successfully, but these errors were encountered:
monotone smoothing and convex smoothing doent make too much sense as penalties since why you want to slightly enforce them?
ive moved them to constraints.
right now we've got
PENALTIES = {'auto': 'auto', 'derivative': derivative, 'l2': l2, 'none': none, } CONSTRAINTS = {'convex': convex, 'concave': concave, 'monotonic_inc': monotonic_inc, 'monotonic_dec': monotonic_dec, 'circular': circular, 'none': none }
where derivative means 2order smoothing
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just change the name of derivative to something more intuitive (and maybe make it more interactive ie choose difference order?).
this is done.
Merge pull request #2 from dswah/sim-d
e105ba9
make covaraiance PSD
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create a few standard penalty matrices to chose from:
The text was updated successfully, but these errors were encountered: