Function reference • L2E

L2E Examples Examples of robust structured regression problems via the L2 criterion
`L2E_TF_dist()`	Solution path of the L2E trend filtering regression with distance penalization
`L2E_TF_lasso()`	Solution path of the L2E trend filtering regression with Lasso
`L2E_convex()`	L2E convex regression
`L2E_isotonic()`	L2E isotonic regression
`L2E_multivariate()`	L2E multivariate regression
`L2E_sparse_dist()`	Solution path of L2E sparse regression with distance penalization
`L2E_sparse_ncv()`	Solution path of L2E sparse regression with existing penalization methods
Updating beta and tau Example functions for updating beta and tau for LTE multivariate, isotonic, and convex regression
`objective_tau()`	Objective function of the L2E regression - tau
`update_beta_MM_TF()`	Beta update in L2E trend filtering regression - MM
`update_beta_MM_convex()`	Beta update in L2E convex regression - MM
`update_beta_MM_isotonic()`	Beta update in L2E isotonic regression - MM
`update_beta_MM_ls()`	Beta update in L2E multivariate regression - MM
`update_beta_MM_sparse()`	Beta update in L2E sparse regression - MM
`update_beta_TF_lasso()`	Beta update in L2E trend filtering regression using Lasso
`update_beta_sparse_ncv()`	Beta update in L2E sparse regression - NCV
`update_eta_bktk()`	Eta update using Newton's method with backtracking
`update_beta_qr()`	Beta update in L2E multivariate regression - PG
`update_beta_isotonic()`	Beta update in L2E isotonic regression - PG
`update_beta_convex()`	Beta update in L2E convex regression - PG
`update_tau_R()`	Tau update function
Other supporting functions Examples of other supporting functions
`objective()`	Objective function of the L2E regression - eta
`CV_L2E_TF_dist()`	Cross validation for L2E trend filtering regression with distance penalization
`CV_L2E_TF_lasso()`	Cross validation for L2E trend filtering regression with Lasso penalization
`CV_L2E_sparse_dist()`	Cross validation for L2E sparse regression with distance penalization
`CV_L2E_sparse_ncv()`	Cross validation for L2E sparse regression with existing penalization methods
`myGetDkn()`	Compute kth order differencing matrix
Example Data Example data for LTE multivariate regression in the paper
`bank`	Bank data

Reference

L2E Examples

Updating beta and tau

Other supporting functions

Example Data