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).

Install the latest version of this package by entering the following in R:
install.packages("grpSLOPE")
AuthorAlexej 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 publication2016-11-20 09:18:04
MaintainerAlexej Gossmann <alexej.go@googlemail.com>
LicenseGPL-3
Version0.2.1
https://github.com/agisga/grpSLOPE.git

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