lambda: Lambda sequences for SLOPE

Description Usage Arguments Details

Description

Computes λ sequences for SLOPE according to several pre-defined methods.

Usage

1
create_lambda(n, p, fdr = 0.2, method = c("bhq", "gaussian"))

Arguments

n

number of observations

p

number of variables

fdr

target False Discovery Rate (FDR)

method

method to use for computing λ (see Details)

Details

The following methods for computing λ are supported:


SLOPE documentation built on May 30, 2017, 12:34 a.m.