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genlasso: Path Algorithm for Generalized Lasso Problems

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

Documentation:

Reference manual: genlasso.pdf

Downloads:

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 dependencies:

Reverse depends: glober
Reverse imports: hdmed, peco, PPLasso, SpiceFP, WLogit

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.