genlasso: Path algorithm for generalized lasso problems

This package 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: 1.3
Depends: MASS, Matrix, igraph
Published: 2014-09-15
Author: Taylor B. Arnold and Ryan J. Tibshirani
Maintainer: Taylor Arnold <taylor.arnold at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: yes
Materials: NEWS
CRAN checks: genlasso results


Reference manual: genlasso.pdf
Vignettes: Introduction to genlasso
Package source: genlasso_1.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: genlasso_1.3.tgz, r-oldrel: genlasso_1.3.tgz
OS X Mavericks binaries: r-release: genlasso_1.3.tgz
Old sources: genlasso archive

Reverse dependencies:

Reverse depends: FusedPCA