flsa_graph | R Documentation |
Wrapper around the function flsa::flsa
, which computes the
fused lasso signal approximator (see reference). Like agraph
, this function
takes a signal on graph and returns a clustering thereof into a piecewise-constant
signal. The difference with agraph
is the estimation method: agraph
works well when the
true signal is sparse and its computation time scales well to large graphs.
flsa_graph(gamma, graph, lambda)
gamma |
entry vector to regularize |
graph |
graph (an igraph object) giving the regularization structure |
lambda |
regularizing constant |
A list with the following elements:
result
: matrix whose rows are the segmented output of input signal gamma
, for each value of lambda
bic
, gcv
, and aic
: vectors of length length(lambda)
, giving the BIC, GCV, and AIC criteria for each value of lambda. See references below.
model_dim
, nll
: vectors of length length(lambda)
, giving the model dimension and negative log-likelihood for each value of lambda. See reference below for the definition of these terms.
Hoefling, H., A Path Algorithm for the Fused Lasso Signal Approximator, Journal of Computational and Graphical Statistics (2010) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1198/jcgs.2010.09208")}
graphseg::agraph()
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