Path Algorithm for Generalized Lasso Problems

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


genlasso: version 1.3

  • Added option for trend filtering with arbitrary positions and an X matrix
  • Added option for trend filtering, fused lasso with a wide X matrix
  • Added option for genlasso to use a slow but stable SVD-based implementation
  • Removed filebacking option

genlasso: version 1.2

  • Added iterate function
  • Reintroduced option to trend filtering with arbitrary input positions

genlasso: version 1.1

  • Fixed ridge bug in genlasso
  • Removed option to run trend filtering with arbitrary input positions
  • Fixed df bug in coef.genlasso
  • Fixed indexing bug in cv.trendfilter
  • Fixed dimensions bug in genlasso

genlasso: version 1.0

  • Off the ground, up and running!

Reference manual

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1.5 by Taylor Arnold, a year ago

Browse source code at

Authors: Taylor B. Arnold and Ryan J. Tibshirani

Documentation:   PDF Manual  

GPL (>= 2.0) license

Depends on Matrix, igraph

Imported by WLasso.

Depended on by factorEx.

Suggested by oneclust, susieR.

See at CRAN