Path Algorithm for the General Fused Lasso Signal Approximator

Implements a path algorithm for the Fused Lasso Signal Approximator. For more details see the help files or the article by Hoefling (2009) .


Outstanding issues:

  • TODO: Fix issue with not working starting using connListObject
  • TODO: Include test cases
  • TODO: Fix issue with possible memory leak

Version 1.05:

  • Removed First.Lib and Last.Lib used for loading compiled code; loading it using Namespace
  • Fixed warnings related to use of "exit" and "cout" in C code

Reference manual

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1.5.2 by Holger Hoefling, a year ago

Browse source code at

Authors: Holger Hoefling

Documentation:   PDF Manual  

GPL-2 license

Suggests testthat

System requirements: C++11

Imported by penalizedLDA.

See at CRAN