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) .


Reference manual

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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