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The tvdenoising package provides an implementation of an
efficient linear-time dynamic programming algorithm for univariate total
variation denoising (also called fused lasso signal approximation), due
to Johnson
(2013), which computes the exact solution, for a given
regularization level \(\lambda\). You
can also find a concise explanation of the algorithm at this
link.
To install the released version from CRAN:
install.packages("tvdenoising")To install the development version from GitHub:
# install.packages("pak")
pak::pak("glmgen/tvdenoising")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.