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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. See Taylor Arnold and Ryan Tibshirani (2016) <doi:10.1080/10618600.2015.1008638>.
| Version: | 1.6.1 |
| Depends: | Matrix, igraph, R (≥ 3.1.0) |
| Published: | 2022-08-22 |
| DOI: | 10.32614/CRAN.package.genlasso |
| Author: | Taylor B. Arnold [aut, cre], Ryan J. Tibshirani [aut] |
| Maintainer: | Taylor B. Arnold <tarnold2 at richmond.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)] |
| URL: | https://github.com/glmgen/genlasso |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | genlasso results |
| Reference manual: | genlasso.pdf |
| Package source: | genlasso_1.6.1.tar.gz |
| Windows binaries: | r-devel: genlasso_1.6.1.zip, r-release: genlasso_1.6.1.zip, r-oldrel: genlasso_1.6.1.zip |
| macOS binaries: | r-release (arm64): genlasso_1.6.1.tgz, r-oldrel (arm64): genlasso_1.6.1.tgz, r-release (x86_64): genlasso_1.6.1.tgz, r-oldrel (x86_64): genlasso_1.6.1.tgz |
| Old sources: | genlasso archive |
| Reverse depends: | glober |
| Reverse imports: | hdmed, peco, PPLasso, SpiceFP, WLogit |
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