fuser

Fused Lasso for High-Dimensional Regression over Groups

CRAN Package

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) doi:10.48550/arXiv.1611.00953.

  • Version1.0.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release06/17/2018

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  • Imports5 packages
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