genlasso: Path algorithm for generalized lasso problems

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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.

Author
Taylor B. Arnold and Ryan J. Tibshirani
Date of publication
2014-09-15 07:36:28
Maintainer
Taylor Arnold <taylor.arnold@aya.yale.edu>
License
GPL (>= 2.0)
Version
1.3
URLs

View on CRAN

Man pages

coef.genlasso
Extract cefficients from a genlasso object
cv.trendfilter
Perform k-fold cross-validation to choose a trend filtering...
fusedlasso
Compute the fused lasso solution path for a general graph, or...
genlasso
Compute the generalized lasso solution path for arbitrary...
genlasso-package
Package to compute the solution path of generalized lasso...
getD2d
Helper functions for constructing generalized lasso penalty...
iterate
Iterate a genlasso object
plot.genlasso
Plotting methods for generalized lasso objects
predict.genlasso
Make predictions given a genlasso object
softthresh
Fit a sparse variant of the fused lasso
trendfilter
Compute the trend filtering solution path for any polynomial...

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