genlasso: Path Algorithm for Generalized Lasso Problems

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

AuthorTaylor B. Arnold and Ryan J. Tibshirani
MaintainerTaylor Arnold <>
LicenseGPL (>= 2.0)
Package repositoryView on CRAN
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genlasso documentation built on July 11, 2019, 5:04 p.m.