genlasso

This package computes the solution path for generalized lasso problems. Important use cases are the fused lasso over an arbitrary graph, and trend filtering of any given polynomial order. Specialized implementations for the latter two subproblems are given to improve stability and speed.

Bibliography:

• Tibshirani and Taylor, The Solution Path of the Generalized Lasso, 2011.
• Arnold and Tibshirani, Efficient Implementations of the Generalized Lasso Dual Path Algorithm, 2016.

R package by Taylor Arnold and Ryan Tibshirani, maintained by Taylor Arnold.