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]

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

On CRAN:

27 exports 32 stars 3.07 score 11 dependencies 6 dependents 162 scripts 449 downloads

Last updated 2 years agofrom:5adbeb9976. Checks:OK: 9. Indexed: yes.

Exports:coef.genlassocv.trendfilterfusedlassofusedlasso1dfusedlasso2dgenlassogetD1dgetD1dSparsegetD2dgetD2dSparsegetDggetDgSparsegetDtfgetDtfPosgetDtfPosSparsegetDtfSparsegetGraphiterateplot.cv.trendfilterplot.genlassoplot.trendfilterpredict.genlassoprint.genlassoprint.summary.genlassosoftthreshsummary.genlassotrendfilter

Dependencies:clicpp11glueigraphlatticelifecyclemagrittrMatrixpkgconfigrlangvctrs