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.

AuthorMalgorzata Bogdan, Ewout van den Berg, Chiara Sabatti, Weijie Su, Emmanuel Candes, Evan Patterson
Date of publication2015-11-03 10:54:06
MaintainerEvan Patterson <epatters@stanford.edu>
LicenseGPL-3
Version0.1.3

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Files

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

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