SLOPE: Sorted L1 Penalized Estimation (SLOPE)
Version 0.1.3

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.

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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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("SLOPE")

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

Functions

SLOPE Man page Source code
SLOPE_solver Man page Source code
SLOPE_solver_call Source code
SLOPE_solver_matlab Man page Source code
create_lambda Man page Source code
create_lambda_bhq Source code
create_lambda_gaussian Source code
create_lambda_gaussian_truncated Source code
estimate_noise Source code
normalize Source code
print.SLOPE.result Source code
prox_sorted_L1 Man page Source code
prox_sorted_L1_C Source code
prox_sorted_L1_isotone Source code
random_problem Source code
with_seed Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/intro.html
inst/doc/intro.R
inst/doc/intro.Rmd
tests
tests/testthat.R
tests/testthat
tests/testthat/MatlabServer.m
tests/testthat/test_solver.R
tests/testthat/test_slope.R
tests/testthat/test_prox.R
tests/testthat/InputStreamByteWrapper.class
src
src/prox_sorted_L1.cpp
src/proxSortedL1.h
src/proxSortedL1.c
src/RcppExports.cpp
NAMESPACE
R
R/SLOPE_solver.R
R/SLOPE.R
R/prox.R
R/lambda.R
R/RcppExports.R
R/util.R
vignettes
vignettes/intro.Rmd
vignettes/references.bib
MD5
build
build/vignette.rds
DESCRIPTION
man
man/prox_sorted_L1.Rd
man/SLOPE_solver_matlab.Rd
man/lambda.Rd
man/SLOPE.Rd
man/SLOPE_solver.Rd
SLOPE documentation built on May 19, 2017, 10:46 p.m.