This is an extension package to the R package grpSLOPE. It contains Monte Carlo based methods for the estimation of the regularizing sequence.
Essentially, this package contains only one function, lambdaMC
. However it will automatically install the R package grpSLOPE as a dependency, which contains all the remaining functionality.
Your R configuration must allow for a working Rcpp. This is generally not a problem on Unix/Linux, but setting it up on Windows may require some work.
The easiest way to install the latest development version of grpSLOPEMC
is by using the R package devtools
. Just open up an R session and run:
# Install devtools, if you haven't already.
install.packages("devtools")
library(devtools)
install_github("agisga/grpSLOPEMC")
If you don't want to use devtools
, you can install grpSLOPEMC
by downloading the source code and then following these steps:
Rcpp
and RcppEigen
if you don't have them installed already.grpSLOPEMC
directory (which contains the grpSLOPEMC
source code).Rcpp::compileAttributes("./grpSLOPEMC")
. Then quit R.R CMD build grpSLOPEMC
. You should then have a file like grpSLOPEMC_0.1.0.tar.gz
.R CMD INSTALL grpSLOPEMC_0.1.0.tar.gz
to install the package.Variable names are all lower case with words separated by dots. Function names begin with a lower case letter and are written in camel case. Constants names are all caps. Otherwise, I try to follow Google's R style guide.
grpSLOPEMC.Rproj
with RStudio.devtools::document()
.devtools::test()
to run the unit tests.devtools::install()
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