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L0TFinv  

A Splicing Approach to the Inverse Problem of L0 Trend Filtering
View on CRAN: Click here


Download and install L0TFinv package within the R console
Install from CRAN:
install.packages("L0TFinv")

Install from Github:
library("remotes")
install_github("cran/L0TFinv")

Install by package version:
library("remotes")
install_version("L0TFinv", "0.1.0")



Attach the package and use:
library("L0TFinv")
Maintained by
Tianhao Wang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-06-10
Latest Update: 2025-06-10
Description:
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 Multipliersalgorithms. 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>.
How to cite:
Tianhao Wang (2025). L0TFinv: A Splicing Approach to the Inverse Problem of L0 Trend Filtering. R package version 0.1.0, https://cran.r-project.org/web/packages/L0TFinv. Accessed 21 Aug. 2026.
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