An Alternating Direction Method of Multipliers Algorithm for the Weighted Fused LASSO Signal Approximator

This repository contains the reproduction material for the paper titled "An Alternating Direction Method of Multipliers Algorithm for the Weighted Fused LASSO Signal Approximator". Make sure that the R package wflsa is installed before running the code. The package can be installed from the GitHub repository bips-hb@wflsa.

In order to reproduce the results, run the script reproduction_material.R. All images used in the paper are saved in the folder images:

Rscript reproduction_material.R