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genlasso (version 1.1)

Path algorithm for generalized lasso problems

Description

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

476

Version

1.1

License

GPL (>= 2.0)

Maintainer

Taylor Arnold

Last Published

December 11th, 2013

Functions in genlasso (1.1)

genlasso-package

Package to compute the solution path of generalized lasso problems
fusedlasso

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

Process file backed fused lasso output
cv.trendfilter

Perform k-fold cross-validation to choose a trend filtering model
predict.genlasso

Make predictions given a genlasso object
trendfilter

Compute the trend filtering solution path for any polynomial order
plot.genlasso

Plotting methods for generalized lasso objects
coef.genlasso

Extract cefficients from a genlasso object
getDxx

Helper functions for constructing generalized lasso penalty matrices
genlasso

Compute the generalized lasso solution path for arbitrary penalty matrix
softthresh

Fit a sparse variant of the fused lasso