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r-genlasso

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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.

Installation

To install this package, run one of the following:

Conda
$conda install jdblischak::r-genlasso

Usage Tracking

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About

Summary

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.

Last Updated

Apr 12, 2018 at 14:46

License

GPL (>= 2.0)

Total Downloads

16

Supported Platforms

linux-64