grpSLOPE: Group Sorted L1 Penalized Estimation

Group SLOPE is a penalized linear regression method that is used for adaptive selection of groups of significant predictors in a high-dimensional linear model. The Group SLOPE method can control the (group) false discovery rate at a user-specified level (i.e., control the expected proportion of irrelevant among all selected groups of predictors).

Author
Alexej Gossmann [aut, cre], Damian Brzyski [aut], Weijie Su [aut], Malgorzata Bogdan [aut], Ewout van den Berg [ctb] (A part of the optimization code was obtained from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3), Emmanuel Candes [ctb] (A part of the optimization code was obtained from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3)
Date of publication
2016-11-20 09:18:04
Maintainer
Alexej Gossmann <alexej.go@googlemail.com>
License
GPL-3
Version
0.2.1
URLs

View on CRAN

Man pages

coef.grpSLOPE
Extract model coefficients
getGroupID
Get a groupID object
grpSLOPE
Group SLOPE (Group Sorted L-One Penalized Estimation)
lambdaGroupSLOPE
Regularizing sequence for Group SLOPE
predict.grpSLOPE
Obtain predictions
proxGroupSortedL1
Prox for group SLOPE
proximalGradientSolverGroupSLOPE
Proximal gradient method for Group SLOPE
sigma
Extract (estimated) noise level

Files in this package

grpSLOPE
grpSLOPE/inst
grpSLOPE/inst/doc
grpSLOPE/inst/doc/basic-usage.R
grpSLOPE/inst/doc/basic-usage.Rmd
grpSLOPE/inst/doc/basic-usage.html
grpSLOPE/tests
grpSLOPE/tests/testthat.R
grpSLOPE/tests/testthat
grpSLOPE/tests/testthat/test_utils.R
grpSLOPE/tests/testthat/test_data
grpSLOPE/tests/testthat/test_data/gaussianMC_test_mat.txt
grpSLOPE/tests/testthat/test_lambda.R
grpSLOPE/tests/testthat/test_generics.R
grpSLOPE/tests/testthat/test_grpSLOPE.R
grpSLOPE/tests/testthat/test_proximal_gradient_method.R
grpSLOPE/NAMESPACE
grpSLOPE/R
grpSLOPE/R/grpslope.R
grpSLOPE/R/utils.R
grpSLOPE/R/lambda_seq.R
grpSLOPE/R/generics.R
grpSLOPE/vignettes
grpSLOPE/vignettes/basic-usage.Rmd
grpSLOPE/README.md
grpSLOPE/MD5
grpSLOPE/build
grpSLOPE/build/vignette.rds
grpSLOPE/DESCRIPTION
grpSLOPE/man
grpSLOPE/man/getGroupID.Rd
grpSLOPE/man/lambdaGroupSLOPE.Rd
grpSLOPE/man/proximalGradientSolverGroupSLOPE.Rd
grpSLOPE/man/coef.grpSLOPE.Rd
grpSLOPE/man/predict.grpSLOPE.Rd
grpSLOPE/man/grpSLOPE.Rd
grpSLOPE/man/sigma.Rd
grpSLOPE/man/proxGroupSortedL1.Rd