CRAN/E | grpSLOPE

grpSLOPE

Group Sorted L1 Penalized Estimation

Installation

About

Group SLOPE 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).

github.com/agisga/grpSLOPE
Bug report File report

Key Metrics

Version 0.3.1
Published 2022-05-16 855 days ago
Needs compilation? yes
License GPL-3
CRAN checks grpSLOPE results

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Maintainer

Maintainer

Alexej Gossmann

[email protected]

Authors

Alexej Gossmann

aut / cre

Damian Brzyski

aut

Weijie Su

aut

Malgorzata Bogdan

aut

Ewout van den Berg

ctb

(Code adapted from 'SLOPE' version 0.1.3, as well as from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3)

Emmanuel Candes

ctb

(Code adapted from 'SLOPE' version 0.1.3, as well as from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3)

Chiara Sabatti

ctb

(Code adapted from 'SLOPE' version 0.1.3, as well as from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3)

Evan Patterson

ctb

(Code adapted from 'SLOPE' version 0.1.3, as well as from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3)

Material

README
NEWS
Reference manual
Package source

Vignettes

Basic usage of grpSLOPE

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

grpSLOPE archive

Imports

Rcpp

Suggests

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SLOPE

LinkingTo

Rcpp