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).

Documentation

Manual: grpSLOPE.pdf
Vignette: Basic usage of grpSLOPE

Maintainer: Alexej Gossmann <alexej.go at googlemail.com>

Author(s): Alexej Gossmann*, Damian Brzyski*, Weijie Su*, Malgorzata Bogdan*, Ewout van den Berg* (A part of the optimization code was obtained from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3), Emmanuel Candes* (A part of the optimization code was obtained from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3)

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

install.packages("grpSLOPE")

Depends
Imports SLOPE(>=0.1.3)
Suggests testthat, knitr, rmarkdown, pander
Enhances
Linking to
Reverse
depends
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imports
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suggests
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linking to

Package grpSLOPE
Materials
URL https://github.com/agisga/grpSLOPE.git
Task Views
Version 0.2.1
Published 2016-11-20
License GPL-3
BugReports https://github.com/agisga/grpSLOPE/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks grpSLOPE check results
Package source grpSLOPE_0.2.1.tar.gz