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:
genlasso_1.6.1.tar.gz
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genlasso_1.6.1.tar.gz(r-4.5-noble)genlasso_1.6.1.tar.gz(r-4.4-noble)
genlasso_1.6.1.tgz(r-4.4-emscripten)genlasso_1.6.1.tgz(r-4.3-emscripten)
genlasso.pdf |genlasso.html✨
genlasso/json (API)
NEWS
| # 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
Last updated 2 years agofrom:5adbeb9976. Checks:11 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 24 2025 |
| R-4.5-win-x86_64 | OK | Feb 24 2025 |
| R-4.5-mac-x86_64 | OK | Feb 24 2025 |
| R-4.5-mac-aarch64 | OK | Feb 24 2025 |
| R-4.5-linux-x86_64 | OK | Feb 24 2025 |
| R-4.4-win-x86_64 | OK | Feb 24 2025 |
| R-4.4-mac-x86_64 | OK | Feb 24 2025 |
| R-4.4-mac-aarch64 | OK | Feb 24 2025 |
| R-4.3-win-x86_64 | OK | Feb 24 2025 |
| R-4.3-mac-x86_64 | OK | Feb 24 2025 |
| R-4.3-mac-aarch64 | OK | Feb 24 2025 |
Exports:coef.genlassocv.trendfilterfusedlassofusedlasso1dfusedlasso2dgenlassogetD1dgetD1dSparsegetD2dgetD2dSparsegetDggetDgSparsegetDtfgetDtfPosgetDtfPosSparsegetDtfSparsegetGraphiterateplot.cv.trendfilterplot.genlassoplot.trendfilterpredict.genlassoprint.genlassoprint.summary.genlassosoftthreshsummary.genlassotrendfilter
Dependencies:clicpp11glueigraphlatticelifecyclemagrittrMatrixpkgconfigrlangvctrs
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 |
