CRAN/E | SLOPE

SLOPE

Sorted L1 Penalized Estimation

Installation

About

Efficient implementations for Sorted L-One Penalized Estimation (SLOPE): generalized linear models regularized with the sorted L1-norm (Bogdan et al. (2015) doi:10/gfgwzt). Supported models include ordinary least-squares regression, binomial regression, multinomial regression, and Poisson regression. Both dense and sparse predictor matrices are supported. In addition, the package features predictor screening rules that enable fast and efficient solutions to high-dimensional problems.

Citation SLOPE citation info
jolars.github.io/SLOPE/
github.com/jolars/SLOPE
Copyright see file COPYRIGHTS
Bug report File report

Key Metrics

Version 0.5.0
R ≥ 3.5.0
Published 2022-06-09 735 days ago
Needs compilation? yes
License GPL-3
CRAN checks SLOPE results
Language en-US

Downloads

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Last 30 days 264 -25%
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Last 365 days 3.632 -22%

Maintainer

Maintainer

Johan Larsson

Authors

Johan Larsson

aut / cre

Jonas Wallin

aut

Malgorzata Bogdan

aut

Ewout van den Berg

aut

Chiara Sabatti

aut

Emmanuel Candes

aut

Evan Patterson

aut

Weijie Su

aut

Jakub Kała

aut

Krystyna Grzesiak

aut

Michal Burdukiewicz

aut

Jerome Friedman

ctb

(code adapted from 'glmnet')

Trevor Hastie

ctb

(code adapted from 'glmnet')

Rob Tibshirani

ctb

(code adapted from 'glmnet')

Balasubramanian Narasimhan

ctb

(code adapted from 'glmnet')

Noah Simon

ctb

(code adapted from 'glmnet')

Junyang Qian

ctb

(code adapted from 'glmnet')

Akarsh Goyal

ctb

Material

README
NEWS
Reference manual
Package source

Vignettes

An introduction to SLOPE
Proximal Operator Algorithms

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SLOPE archive

Depends

R ≥ 3.5.0

Imports

checkmate
foreach
ggplot2
glmnet
Matrix
methods
mice
Rcpp

Suggests

bench
caret
covr
dplyr
knitr
rmarkdown
scales
spelling
stringr
testthat ≥ 2.1.0
tidyr
vdiffr

LinkingTo

Rcpp
RcppArmadillo ≥ 0.9.850.1.0

Reverse Suggests

grpSLOPE