genlasso (1.3)

Path algorithm for generalized lasso problems.

https://github.com/statsmaths/genlasso
http://cran.r-project.org/web/packages/genlasso

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.

Maintainer: Taylor Arnold
Author(s): Taylor B. Arnold and Ryan J. Tibshirani

License: GPL (>= 2.0)

Uses: igraph, MASS, Matrix
Reverse depends: factorEx

Released over 5 years ago.