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Provides fast algorithms for computing 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 problems are given to improve stability and speed.
Package details 


Author  Taylor B. Arnold and Ryan J. Tibshirani 
Maintainer  Taylor Arnold <taylor.arnold@acm.org> 
License  GPL (>= 2.0) 
Version  1.4 
URL  https://github.com/statsmaths/genlasso 
Package repository  View on CRAN 
Installation 
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