Fused Lasso for High-Dimensional Regression over Groups


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Documentation for package ‘fuser’ version 1.0.1

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bigeigen Big eigenvalue calculation
fusedL2DescentGLMNet Optimise the fused L2 model with glmnet (using transformed input data)
fusedLassoProximal Fused lasso optimisation with proximal-gradient method. (Chen et al. 2010)
fusedLassoProximalIterationsTaken Following a call to fusedLassoProximal, returns the actual number of iterations taken.
generateBlockDiagonalMatrices Generate block diagonal matrices to allow for fused L2 optimization with glmnet.