genlasso: Path algorithm for generalized lasso problems
Version 1.3

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.

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
URL https://github.com/statsmaths/genlasso
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("genlasso")

Getting started

Package overview

Popular 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...
getD2d: Helper functions for constructing generalized lasso penalty...
iterate: Iterate a genlasso object
plot.genlasso: Plotting methods for generalized lasso objects
See all...

All man pages Function index File listing

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...

Functions

Backsolve Source code
Order Source code
Seq Source code
Sign Source code
backsolveSparse Source code
checkrows Source code
coef.genlasso Man page Source code
cv.trendfilter Man page Source code
downdateT Source code
downdateW Source code
dualpath Source code
dualpathFused Source code
dualpathFusedL1 Source code
dualpathFusedL1X Source code
dualpathFusedX Source code
dualpathSvd Source code
dualpathTall Source code
dualpathTrendX Source code
dualpathWide Source code
dualpathWideSparse Source code
fusedlasso Man page Source code
fusedlasso1d Man page Source code
fusedlasso2d Man page Source code
gcv.genlasso Source code
genlasso Man page Source code
genlasso-package Man page
getD1d Man page Source code
getD1dSparse Man page Source code
getD2d Man page Source code
getD2dSparse Man page Source code
getDg Man page Source code
getDgSparse Man page Source code
getDtf Man page Source code
getDtfPos Man page Source code
getDtfPosSparse Man page Source code
getDtfSparse Man page Source code
getGraph Man page Source code
iterate Man page Source code
maketri2 Source code
maketri3 Source code
maketri4 Source code
onLoad Source code
plot.cv.trendfilter Man page Source code
plot.gcv.genlasso Source code
plot.genlasso Man page Source code
plot.trendfilter Man page Source code
predict.genlasso Man page Source code
print.genlasso Man page Source code
print.summary.genlasso Man page Source code
softthresh Man page Source code
summary.genlasso Man page Source code
svdsolve Source code
trendfilter Man page Source code
updateT Source code
updateW Source code

Files

inst
inst/doc
inst/doc/article.R
inst/doc/article.pdf
inst/doc/article.Rnw
src
src/matrixcomps.c
NAMESPACE
NEWS
R
R/cv.trendfilter.R
R/dualpathFusedX.R
R/Order.R
R/getGraph.R
R/maketri2.R
R/predict.genlasso.R
R/downdateT.R
R/getDtfPos.R
R/fusedlasso1d.R
R/plot.gcv.genlasso.R
R/getDtfSparse.R
R/dualpathFused.R
R/Sign.R
R/iterate.R
R/getD2dSparse.R
R/checkrows.R
R/print.summary.genlasso.R
R/plot.genlasso.R
R/gcv.genlasso.R
R/summary.genlasso.R
R/dualpathTrendX.R
R/genlasso.R
R/fusedlasso2d.R
R/dualpathTall.R
R/dualpathFusedL1X.R
R/coef.genlasso.R
R/updateW.R
R/dualpathWide.R
R/dualpath.R
R/dualpathWideSparse.R
R/Backsolve.R
R/plot.cv.trendfilter.R
R/getD2d.R
R/svdsolve.R
R/print.genlasso.R
R/trendfilter.R
R/Seq.R
R/dualpathFusedL1.R
R/getD1d.R
R/maketri4.R
R/getDg.R
R/dualpathSvd.R
R/getDtfPosSparse.R
R/downdateW.R
R/softthresh.R
R/getD1dSparse.R
R/fusedlasso.R
R/updateT.R
R/getDgSparse.R
R/genlasso-internal.R
R/plot.trendfilter.R
R/backsolveSparse.R
R/getDtf.R
R/maketri3.R
vignettes
vignettes/figures
vignettes/figures/article-trendPlot.pdf
vignettes/figures/article-compTime.pdf
vignettes/article.Rnw
vignettes/bibfile.bib
MD5
build
build/vignette.rds
DESCRIPTION
man
man/fusedlasso.Rd
man/getD2d.Rd
man/predict.genlasso.Rd
man/plot.genlasso.Rd
man/softthresh.Rd
man/trendfilter.Rd
man/iterate.Rd
man/cv.trendfilter.Rd
man/genlasso.Rd
man/coef.genlasso.Rd
man/genlasso-package.Rd
genlasso documentation built on May 19, 2017, 11:16 p.m.

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