genlasso: Path algorithm for generalized lasso problems

This package computes the solution path for generalized lasso problems. Important use cases are the fused lasso over an arbitrary graph, and trend fitting of any given polynomial order. Specialized implementations for the latter two subproblems are given to improve stability and speed.

AuthorTaylor B. Arnold and Ryan J. Tibshirani
Date of publication2014-09-15 07:36:28
MaintainerTaylor Arnold <taylor.arnold@aya.yale.edu>
LicenseGPL (>= 2.0)
Version1.3
https://github.com/statsmaths/genlasso

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Files in this package

genlasso
genlasso/inst
genlasso/inst/doc
genlasso/inst/doc/article.R
genlasso/inst/doc/article.pdf
genlasso/inst/doc/article.Rnw
genlasso/src
genlasso/src/matrixcomps.c
genlasso/NAMESPACE
genlasso/NEWS
genlasso/R
genlasso/R/cv.trendfilter.R genlasso/R/dualpathFusedX.R genlasso/R/Order.R genlasso/R/getGraph.R genlasso/R/maketri2.R genlasso/R/predict.genlasso.R genlasso/R/downdateT.R genlasso/R/getDtfPos.R genlasso/R/fusedlasso1d.R genlasso/R/plot.gcv.genlasso.R genlasso/R/getDtfSparse.R genlasso/R/dualpathFused.R genlasso/R/Sign.R genlasso/R/iterate.R genlasso/R/getD2dSparse.R genlasso/R/checkrows.R genlasso/R/print.summary.genlasso.R genlasso/R/plot.genlasso.R genlasso/R/gcv.genlasso.R genlasso/R/summary.genlasso.R genlasso/R/dualpathTrendX.R genlasso/R/genlasso.R genlasso/R/fusedlasso2d.R genlasso/R/dualpathTall.R genlasso/R/dualpathFusedL1X.R genlasso/R/coef.genlasso.R genlasso/R/updateW.R genlasso/R/dualpathWide.R genlasso/R/dualpath.R genlasso/R/dualpathWideSparse.R genlasso/R/Backsolve.R genlasso/R/plot.cv.trendfilter.R genlasso/R/getD2d.R genlasso/R/svdsolve.R genlasso/R/print.genlasso.R genlasso/R/trendfilter.R genlasso/R/Seq.R genlasso/R/dualpathFusedL1.R genlasso/R/getD1d.R genlasso/R/maketri4.R genlasso/R/getDg.R genlasso/R/dualpathSvd.R genlasso/R/getDtfPosSparse.R genlasso/R/downdateW.R genlasso/R/softthresh.R genlasso/R/getD1dSparse.R genlasso/R/fusedlasso.R genlasso/R/updateT.R genlasso/R/getDgSparse.R genlasso/R/genlasso-internal.R genlasso/R/plot.trendfilter.R genlasso/R/backsolveSparse.R genlasso/R/getDtf.R genlasso/R/maketri3.R
genlasso/vignettes
genlasso/vignettes/figures
genlasso/vignettes/figures/article-trendPlot.pdf
genlasso/vignettes/figures/article-compTime.pdf
genlasso/vignettes/article.Rnw
genlasso/vignettes/bibfile.bib
genlasso/MD5
genlasso/build
genlasso/build/vignette.rds
genlasso/DESCRIPTION
genlasso/man
genlasso/man/fusedlasso.Rd genlasso/man/getD2d.Rd genlasso/man/predict.genlasso.Rd genlasso/man/plot.genlasso.Rd genlasso/man/softthresh.Rd genlasso/man/trendfilter.Rd genlasso/man/iterate.Rd genlasso/man/cv.trendfilter.Rd genlasso/man/genlasso.Rd genlasso/man/coef.genlasso.Rd genlasso/man/genlasso-package.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.