Package: genlasso 1.6.1

Taylor B. Arnold

genlasso: Path Algorithm for Generalized Lasso Problems

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. See Taylor Arnold and Ryan Tibshirani (2016) <doi:10.1080/10618600.2015.1008638>.

Authors:Taylor B. Arnold [aut, cre], Ryan J. Tibshirani [aut]

genlasso_1.6.1.tar.gz
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genlasso_1.6.1.tgz(r-4.6-x86_64)genlasso_1.6.1.tgz(r-4.6-arm64)genlasso_1.6.1.tgz(r-4.5-x86_64)genlasso_1.6.1.tgz(r-4.5-arm64)
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genlasso_1.6.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
genlasso/json (API)

# Install 'genlasso' in R:

install.packages('genlasso', repos = c('https://ryantibs.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/ryantibs/genlasso/issues

On CRAN:

7.84 score 35 stars 5 packages 266 scripts 757 downloads 27 exports 11 dependencies

Last updated from:5adbeb9976. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	140
linux-devel-x86_64	OK	142
source / vignettes	OK	238
linux-release-arm64	OK	137
linux-release-x86_64	OK	133
macos-release-arm64	OK	194
macos-release-x86_64	OK	270
macos-oldrel-arm64	OK	199
macos-oldrel-x86_64	OK	296
windows-devel	OK	107
windows-release	OK	92
windows-oldrel	OK	118
wasm-release	OK	101

Exports:coef.genlasso cv.trendfilter fusedlasso fusedlasso1d fusedlasso2d genlasso getD1d getD1dSparse getD2d getD2dSparse getDg getDgSparse getDtf getDtfPos getDtfPosSparse getDtfSparse getGraph iterate plot.cv.trendfilter plot.genlasso plot.trendfilter predict.genlasso print.genlasso print.summary.genlasso softthresh summary.genlasso trendfilter

Dependencies:cli cpp11 glue igraph lattice lifecycle magrittr Matrix pkgconfig rlang vctrs

Introduction to genlasso

Introduction | The standard lasso | The fused lasso | Trend filtering

Rendered fromarticle.Rnwusingutils::Sweave

Last update: 2019-06-20
Started: 2013-10-23

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Package to compute the solution path of generalized lasso problems	genlasso-package
Extract cefficients from a genlasso object	coef.genlasso
Perform k-fold cross-validation to choose a trend filtering model	cv.trendfilter
Compute the fused lasso solution path for a general graph, or a 1d or 2d grid	fusedlasso fusedlasso1d fusedlasso2d
Compute the generalized lasso solution path for arbitrary penalty matrix	genlasso print.genlasso print.summary.genlasso summary.genlasso
Helper functions for constructing generalized lasso penalty matrices	getD1d getD1dSparse getD2d getD2dSparse getDg getDgSparse getDtf getDtfPos getDtfPosSparse getDtfSparse getGraph
Iterate a genlasso object	iterate
Plotting methods for generalized lasso objects	plot.cv.trendfilter plot.genlasso plot.trendfilter
Make predictions given a genlasso object	predict.genlasso
Fit a sparse variant of the fused lasso	softthresh
Compute the trend filtering solution path for any polynomial order	trendfilter