Group SLOPE (Group Sorted L1 Penalized Estimation) 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). For additional information about the implemented methods please see Brzyski, Gossmann, Su, Bogdan (2018) <doi:10.1080/01621459.2017.1411269>.
Package details |
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Maintainer | |
License | GPL-3 |
Version | 0.3.3.9000 |
URL | https://github.com/agisga/grpSLOPE |
Package repository | View on GitHub |
Installation |
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