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.

Install the latest version of this package by entering the following in R:
install.packages("genlasso")
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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