Path Algorithm for Generalized Lasso Problems


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Documentation for package ‘genlasso’ version 1.6.1

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genlasso-package Package to compute the solution path of generalized lasso problems
coef.genlasso Extract cefficients from a genlasso object
cv.trendfilter Perform k-fold cross-validation to choose a trend filtering model
fusedlasso Compute the fused lasso solution path for a general graph, or a 1d or 2d grid
fusedlasso1d Compute the fused lasso solution path for a general graph, or a 1d or 2d grid
fusedlasso2d Compute the fused lasso solution path for a general graph, or a 1d or 2d grid
genlasso Compute the generalized lasso solution path for arbitrary penalty matrix
getD1d Helper functions for constructing generalized lasso penalty matrices
getD1dSparse Helper functions for constructing generalized lasso penalty matrices
getD2d Helper functions for constructing generalized lasso penalty matrices
getD2dSparse Helper functions for constructing generalized lasso penalty matrices
getDg Helper functions for constructing generalized lasso penalty matrices
getDgSparse Helper functions for constructing generalized lasso penalty matrices
getDtf Helper functions for constructing generalized lasso penalty matrices
getDtfPos Helper functions for constructing generalized lasso penalty matrices
getDtfPosSparse Helper functions for constructing generalized lasso penalty matrices
getDtfSparse Helper functions for constructing generalized lasso penalty matrices
getGraph Helper functions for constructing generalized lasso penalty matrices
iterate Iterate a genlasso object
plot.cv.trendfilter Plotting methods for generalized lasso objects
plot.genlasso Plotting methods for generalized lasso objects
plot.trendfilter Plotting methods for generalized lasso objects
predict.genlasso Make predictions given a genlasso object
print.genlasso Compute the generalized lasso solution path for arbitrary penalty matrix
print.summary.genlasso Compute the generalized lasso solution path for arbitrary penalty matrix
softthresh Fit a sparse variant of the fused lasso
summary.genlasso Compute the generalized lasso solution path for arbitrary penalty matrix
trendfilter Compute the trend filtering solution path for any polynomial order