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>.
| Version: | 0.3.3 |
| Imports: | Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | testthat, knitr, rmarkdown, pander, isotone, SLOPE |
| Published: | 2023-05-24 |
| DOI: | 10.32614/CRAN.package.grpSLOPE |
| Author: | Alexej Gossmann [aut, cre], Damian Brzyski [aut], Weijie Su [aut], Malgorzata Bogdan [aut], Ewout van den Berg [ctb] (Code adapted from 'SLOPE' version 0.1.3, as well as from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3), Emmanuel Candes [ctb] (Code adapted from 'SLOPE' version 0.1.3, as well as from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3), Chiara Sabatti [ctb] (Code adapted from 'SLOPE' version 0.1.3, as well as from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3), Evan Patterson [ctb] (Code adapted from 'SLOPE' version 0.1.3, as well as from http://statweb.stanford.edu/~candes/SortedL1/software.html under GNU GPL-3) |
| Maintainer: | Alexej Gossmann <alexej.go at googlemail.com> |
| BugReports: | https://github.com/agisga/grpSLOPE/issues |
| License: | GPL-3 |
| URL: | https://github.com/agisga/grpSLOPE |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | grpSLOPE results |
| Reference manual: | grpSLOPE.pdf |
| Vignettes: |
Basic usage of grpSLOPE |
| Package source: | grpSLOPE_0.3.3.tar.gz |
| Windows binaries: | r-devel: grpSLOPE_0.3.3.zip, r-release: grpSLOPE_0.3.3.zip, r-oldrel: grpSLOPE_0.3.3.zip |
| macOS binaries: | r-release (arm64): grpSLOPE_0.3.3.tgz, r-oldrel (arm64): grpSLOPE_0.3.3.tgz, r-release (x86_64): grpSLOPE_0.3.3.tgz, r-oldrel (x86_64): grpSLOPE_0.3.3.tgz |
| Old sources: | grpSLOPE archive |
| Reverse suggests: | sgs |
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