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.

Package details

AuthorTaylor B. Arnold and Ryan J. Tibshirani
MaintainerTaylor Arnold <[email protected]>
LicenseGPL (>= 2.0)
Package repositoryView on CRAN
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genlasso documentation built on May 30, 2017, 12:51 a.m.