genlasso (1.4)

Path Algorithm for Generalized Lasso Problems.

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

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.

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

License: GPL (>= 2.0)

Uses: igraph, MASS, Matrix

Released 12 days ago.