genlasso: Path Algorithm for Generalized Lasso Problems

Provides fast algorithms for computing 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 problems are given to improve stability and speed.

Version: 1.4
Depends: MASS, Matrix, igraph
Published: 2019-07-11
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/statsmaths/genlasso
NeedsCompilation: yes
Materials: NEWS
CRAN checks: genlasso results

Downloads:

Reference manual: genlasso.pdf
Vignettes: Introduction to genlasso
Package source: genlasso_1.4.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: genlasso_1.4.zip
OS X binaries: r-release: genlasso_1.4.tgz, r-oldrel: genlasso_1.4.tgz
Old sources: genlasso archive

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