Efficient procedures for Sorted L1 Penalized Estimation (SLOPE). The sorted L1 norm is useful for statistical estimation and testing, particularly for variable selection in the linear model.

Documentation

Manual: SLOPE.pdf
Vignette: Using the SLOPE package

Maintainer: Evan Patterson <epatters at stanford.edu>

Author(s): Malgorzata Bogdan, Ewout van den Berg, Chiara Sabatti, Weijie Su, Emmanuel Candes, Evan Patterson

Install package and any missing dependencies by running this line in your R console:

install.packages("SLOPE")

Depends
Imports Rcpp
Suggests knitr, testthat, isotone, R.matlab
Enhances
Linking to Rcpp
Reverse
depends
geneSLOPE
Reverse
imports
grpSLOPE
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package SLOPE
Materials
URL
Task Views
Version 0.1.3
Published 2015-11-03
License GPL-3
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks SLOPE check results
Package source SLOPE_0.1.3.tar.gz