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|
|Maintainer||Evan Patterson <[email protected]>|
|Package repository||View on CRAN|
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