Computes λ sequences for SLOPE according to several predefined methods.
1  create_lambda(n, p, fdr = 0.2, method = c("bhq", "gaussian"))

n 
number of observations 
p 
number of variables 
fdr 
target False Discovery Rate (FDR) 
method 
method to use for computing λ (see Details) 
The following methods for computing λ are supported:
bhq
: Computes sequence inspired by BenjaminiHochberg (BHq)
procedure
gaussian
: Computes modified BHq sequence inspired by
Gaussian designs
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