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.
Version: | 1.5 |
Depends: | Matrix, igraph, R (≥ 3.1.0) |
Published: | 2020-07-02 |
Author: | Taylor B. Arnold and Ryan J. Tibshirani |
Maintainer: | Taylor Arnold <taylor.arnold at acm.org> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)] |
URL: | https://github.com/glmgen/genlasso |
NeedsCompilation: | yes |
Materials: | README NEWS |
CRAN checks: | genlasso results |
Reference manual: | genlasso.pdf |
Vignettes: |
Introduction to genlasso |
Package source: | genlasso_1.5.tar.gz |
Windows binaries: | r-devel: genlasso_1.5.zip, r-release: genlasso_1.5.zip, r-oldrel: genlasso_1.5.zip |
macOS binaries: | r-release: genlasso_1.5.tgz, r-oldrel: genlasso_1.5.tgz |
Old sources: | genlasso archive |
Reverse depends: | factorEx |
Reverse imports: | peco |
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