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).

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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Files

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

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