SLOPE: Sorted L1 Penalized Estimation (SLOPE)

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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.

Author
Malgorzata Bogdan, Ewout van den Berg, Chiara Sabatti, Weijie Su, Emmanuel Candes, Evan Patterson
Date of publication
2015-11-03 10:54:06
Maintainer
Evan Patterson <epatters@stanford.edu>
License
GPL-3
Version
0.1.3

View on CRAN

Man pages

lambda
Lambda sequences for SLOPE
prox_sorted_L1
Prox for sorted L1 norm
SLOPE
SLOPE: Sorted L1 Penalized Estimation
SLOPE_solver
Sorted L1 solver
SLOPE_solver_matlab
Interface to MATLAB sorted L1 solver

Files in this package

SLOPE
SLOPE/inst
SLOPE/inst/CITATION
SLOPE/inst/doc
SLOPE/inst/doc/intro.html
SLOPE/inst/doc/intro.R
SLOPE/inst/doc/intro.Rmd
SLOPE/tests
SLOPE/tests/testthat.R
SLOPE/tests/testthat
SLOPE/tests/testthat/MatlabServer.m
SLOPE/tests/testthat/test_solver.R
SLOPE/tests/testthat/test_slope.R
SLOPE/tests/testthat/test_prox.R
SLOPE/tests/testthat/InputStreamByteWrapper.class
SLOPE/src
SLOPE/src/prox_sorted_L1.cpp
SLOPE/src/proxSortedL1.h
SLOPE/src/proxSortedL1.c
SLOPE/src/RcppExports.cpp
SLOPE/NAMESPACE
SLOPE/R
SLOPE/R/SLOPE_solver.R
SLOPE/R/SLOPE.R
SLOPE/R/prox.R
SLOPE/R/lambda.R
SLOPE/R/RcppExports.R
SLOPE/R/util.R
SLOPE/vignettes
SLOPE/vignettes/intro.Rmd
SLOPE/vignettes/references.bib
SLOPE/MD5
SLOPE/build
SLOPE/build/vignette.rds
SLOPE/DESCRIPTION
SLOPE/man
SLOPE/man/prox_sorted_L1.Rd
SLOPE/man/SLOPE_solver_matlab.Rd
SLOPE/man/lambda.Rd
SLOPE/man/SLOPE.Rd
SLOPE/man/SLOPE_solver.Rd