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genlasso

Path algorithm for generalized lasso problems

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.

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Version

Install

install.packages('genlasso')

Monthly Downloads

485

Version

1.6.1

License

GPL (>= 2.0)

Issues

2

Pull Requests

0

Stars

32

Forks

15

Maintainer

Taylor Arnold

Last Published

August 22nd, 2022

Functions in genlasso (1.6.1)

softthresh

Fit a sparse variant of the fused lasso
coef.genlasso

Extract cefficients from a genlasso object
predict.genlasso

Make predictions given a genlasso object
cv.trendfilter

Perform k-fold cross-validation to choose a trend filtering model
getDxx

Helper functions for constructing generalized lasso penalty matrices
genlasso

Compute the generalized lasso solution path for arbitrary penalty matrix
plot.genlasso

Plotting methods for generalized lasso objects
iterate

Iterate a genlasso object
fusedlasso

Compute the fused lasso solution path for a general graph, or a 1d or 2d grid
trendfilter

Compute the trend filtering solution path for any polynomial order
genlasso-package

Package to compute the solution path of generalized lasso problems