SLOPE: Sorted L1 Penalized Estimation (SLOPE)

Efficient procedures for Sorted L1 Penalized Estimation (SLOPE). The sorted L1 norm is useful for statistical estimation and testing, particularly for variable selection in the linear model.

Package details

AuthorMalgorzata Bogdan, Ewout van den Berg, Chiara Sabatti, Weijie Su, Emmanuel Candes, Evan Patterson
MaintainerEvan Patterson <[email protected]>
Package repositoryView on CRAN
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SLOPE documentation built on May 2, 2019, 9:32 a.m.