flam

Fits Piecewise Constant Models with Data-Adaptive Knots

CRAN Package

Implements the fused lasso additive model as proposed in Petersen, A., Witten, D., and Simon, N. (2016). Fused Lasso Additive Model. Journal of Computational and Graphical Statistics, 25(4): 1005-1025.

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  • Imports2 packages
  • Linking To1 package