Implementation code and examples for generalized lasso post-selection inference, shown in https://arxiv.org/abs/1606.03552
On command line (UNIX), use
R CMD INSTALL genlassoinf
or in R,
devtools::install_github("robohyun66/genlassoinf", subdir="genlassoinf")
Sangwon Hyun (Justin), Max G'Sell, Ryan Tibshirani
GPL2.0