glmgen/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.

Getting started

Package details

AuthorTaylor B. Arnold and Ryan J. Tibshirani
MaintainerTaylor Arnold <[email protected]>
LicenseGPL (>= 2.0)
Version1.4
URL https://github.com/statsmaths/genlasso
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("glmgen/genlasso")
glmgen/genlasso documentation built on July 28, 2018, 12:11 a.m.