The R code for simulations and data applications discussed in "Regularised forecasting via smooth-rough partitioning of the regression coefficients", H. Maeng and P. Fryzlewicz (2018), preprint, available from http://personal.lse.ac.uk/maengh/.
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The R code for simulations and data applications discussed in "Regularised forecasting via smooth-rough partitioning of the regression coefficients", H. Maeng and P. Fryzlewicz (2018), preprint, available from http://personal.lse.ac.uk/maengh/.