Genlasso 和 flsa都能解决fused lasso problem.
比如这个：
flsa(y, lambda1=0, lambda2=NULL, connListObj = NULL, splitCheckSize=1e+09, verbose=FALSE, thr = 1e-09, maxGrpNum=4*length(y))
flsaTopDown(y, lambda1=0, groups=1:length(y), lambda2=NULL)
flsaGetSolution(solObj, lambda1=0, lambda2=NULL, dim=NULL)
Genlasso用——
fusedlasso(y, X, D, graph, gamma = 0, approx = FALSE, maxsteps = 2000,
minlam = 0, rtol = 1e-07, btol = 1e-07, eps = 1e-4,
verbose = FALSE)
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