flam: Fits Piecewise Constant Models with Data-Adaptive Knots

Implements the fused lasso additive model as proposed in Petersen, A., Witten, D., and Simon, N. (2016). Fused Lasso Additive Model. Journal of Computational and Graphical Statistics, 25(4): 1005-1025.

Package details

AuthorAshley Petersen
MaintainerAshley Petersen <ashleyjpete@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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flam documentation built on May 2, 2019, 8:27 a.m.