fuser: Fused Lasso for High-Dimensional Regression over Groups

Enables high-dimensional penalized regression across heterogeneous subgroups. Fusion penalties are used to share information about the linear parameters across subgroups. The underlying model is described in detail in Dondelinger and Mukherjee (2017) <arXiv:1611.00953>.

Package details

AuthorFrank Dondelinger [aut, cre], Olivier Wilkinson [aut]
MaintainerFrank Dondelinger <fdondelinger.work@gmail.com>
Package repositoryView on CRAN
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fuser documentation built on May 2, 2019, 3:29 p.m.