Block Splitting Algorithm for Estimation with Fused Penalty Functions

Provides methods fusedest_normal() and fusedest_logit() for carrying out block splitting algorithms for fused penalty estimation. For details, please see Tso-Jung Yen (2019) .


Reference manual

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1.3.1 by Tso-Jung Yen, a year ago

Browse source code at

Authors: Tso-Jung Yen

Documentation:   PDF Manual  

GPL-2 license

Imports Rcpp, methods, Matrix, parallel, igraph, stats

Linking to Rcpp, RcppEigen

System requirements: C++11

See at CRAN