ALPS

Code for the ALPS framework

This repository provides the code for following functionalities

1. Using GCV to fit the ALPS model
2. Using REML to fit the ALPS model
3. Outlier detection in time series
4. Segregation of low frequency and high frequency effects
5. Computation of 1st derivative for the produced approximation

And various other foundational functions on which these higher level functions are built.

In case of any doubts or problems contact me directly at: prashant.shekhar@tufts.edu