Fused Lasso for High-Dimensional Regression over Groups

Enables high-dimensional penalized regression across heterogeneous subgroups. Fusion penalties are used to share information about the linear parameters across subgroups. The underlying model is described in detail in Dondelinger and Mukherjee (2017) .


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install.packages("fuser")

1.0.0 by Frank Dondelinger, a month ago


Browse source code at https://github.com/cran/fuser


Authors: Frank Dondelinger [aut, cre], Olivier Wilkinson [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports Matrix, irlba, Rcpp, glmnet, RSpectra

Suggests testthat, ggplot2, knitr, rmarkdown

Linking to Rcpp, RcppEigen


See at CRAN