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: 1.2
Depends: MASS, Matrix (≥ 1.0-6), igraph (≥ 0.6-2)
Published: 2014-03-02
Author: Ryan J. Tibshirani, Taylor B. Arnold
Maintainer: Taylor Arnold <taylor.arnold at aya.yale.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: yes
Materials: NEWS
CRAN checks: genlasso results

Downloads:

Reference manual: genlasso.pdf
Vignettes: Introduction to genlasso
Package source: genlasso_1.2.tar.gz
MacOS X binary: genlasso_1.2.tgz
Windows binary: genlasso_1.2.zip
Old sources: genlasso archive

Reverse dependencies:

Reverse depends: FusedPCA