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flam (version 3.2)

Fits Piecewise Constant Models with Data-Adaptive Knots

Description

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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Version

Install

install.packages('flam')

Monthly Downloads

176

Version

3.2

License

GPL (>= 2)

Maintainer

Ashley Petersen

Last Published

April 6th, 2018

Functions in flam (3.2)

plot.flam

Plots Function Estimates for Fit of Class "flam"
plot.flamCV

Plots Cross-Validation Curve for Object of Class "flamCV"
flamCV

Fit the Fused Lasso Additive Model and Do Tuning Parameter Selection using K-Fold Cross-Validation
summary.flam

Summarizes a Call to flam
flamDOF

Calculate Degrees of Freedom for Fused Lasso Additive Model
summary.flamCV

Summarizes a Call to flamCV
predict.flam

Predicts Observations for a New Covariate Matrix and Fit from flam
sim.data

Simulate Data from a Variety of Functional Scenarios
flam-package

Fit the Fused Lasso Additive Model
flam

Fit the Fused Lasso Additive Model for a Sequence of Tuning Parameters