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.

Install the latest version of this package by entering the following in R:
install.packages("SLOPE")
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

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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