grpSLOPE
Group Sorted L1 Penalized Estimation
Group SLOPE (Group Sorted L1 Penalized Estimation) is a penalized linear regression method that is used for adaptive selection of groups of significant predictors in a high-dimensional linear model. The Group SLOPE method can control the (group) false discovery rate at a user-specified level (i.e., control the expected proportion of irrelevant among all selected groups of predictors). For additional information about the implemented methods please see Brzyski, Gossmann, Su, Bogdan (2018)
- Version0.3.3
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- Last release05/24/2023
Documentation
Team
Alexej Gossmann
Damian Brzyski
Show author detailsRolesAuthorWeijie Su
Show author detailsRolesAuthorMalgorzata Bogdan
Show author detailsRolesAuthorEwout van den Berg
Show author detailsRolesContributorEmmanuel Candes
Show author detailsRolesContributorChiara Sabatti
Show author detailsRolesContributorEvan Patterson
Show author detailsRolesContributor
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