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>.

Last updated 2 years ago

7.68 score 32 stars 6 packages 166 scripts 455 downloads

conformalInference.fd - Tools for Conformal Inference for Regression in Multivariate Functional Setting

It computes full conformal, split conformal and multi split conformal prediction regions when the response has functional nature. Moreover, the package also contain a plot function to visualize the output of the split conformal. To guarantee consistency, the package structure mimics the univariate 'conformalInference' package of professor Ryan Tibshirani. The main references for the code are: Diquigiovanni, Fontana, and Vantini (2021) <arXiv:2102.06746>, Diquigiovanni, Fontana, and Vantini (2021) <arXiv:2106.01792>, Solari, and Djordjilovic (2021) <arXiv:2103.00627>.

Last updated 3 years ago

1.23 score 17 scripts 220 downloads

conformalInference.multi - Conformal Inference Tools for Regression with Multivariate Response

It computes full conformal, split conformal and multi split conformal prediction regions when the response variable is multivariate (i.e. dimension is greater than one). Moreover, the package also contain plot functions to visualize the output of the full and split conformal functions. To guarantee consistency, the package structure mimics the univariate 'conformalInference' package of professor Ryan Tibshirani. The main references for the code are: Lei et al. (2016) <arXiv:1604.04173>, Diquigiovanni, Fontana, and Vantini (2021) <arXiv:2102.06746>, Diquigiovanni, Fontana, and Vantini (2021) <arXiv:2106.01792>, Solari, and Djordjilovic (2021) <arXiv:2103.00627>.

Last updated 3 years ago

1.18 score 15 scripts 220 downloads