L1 discrete fourier transform with Lasso.jl

[arturgower]

I've written some code to do a L1 discrete fourier transform (DFT) using Lasso.jl . It's basic, but I've tested it plenty and it works. Any interest in me adding it to this package?

Have a look at the example below of recovering one time spike by using standard DFT and DFT with an L1 regularisation of the time signal.

[ararslan]

That's really cool! I'm not sure we want to add a dependency on Lasso for this package though. What are your thoughts, @simonster?

[baggepinnen]

That is indeed a cool feature! Maybe a conditional inclusion through Requires.jl?

[ararslan]

Requires is not a good solution to conditional dependencies. Since this package is used by a number of others packages, we shouldn't propagate a Requires dependency.