CRAN/E | genlasso

genlasso

Path Algorithm for Generalized Lasso Problems

Installation

About

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.

github.com/glmgen/genlasso

Key Metrics

Version 1.6.1
R ≥ 3.1.0
Published 2022-08-22 585 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks genlasso results

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Maintainer

Maintainer

Taylor B. Arnold

tarnold2@richmond.edu

Authors

Taylor B. Arnold

aut / cre

Ryan J. Tibshirani

aut

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

genlasso archive

Depends

Matrix
igraph
R ≥ 3.1.0

Reverse Imports

peco