Sorted L1 Penalized Estimation (SLOPE)

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.


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Reference manual

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install.packages("SLOPE")

0.1.3 by Evan Patterson, 3 years ago


Browse source code at https://github.com/cran/SLOPE


Authors: Malgorzata Bogdan , Ewout van den Berg , Chiara Sabatti , Weijie Su , Emmanuel Candes , Evan Patterson


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp

Suggests knitr, testthat, isotone, R.matlab

Linking to Rcpp


Imported by grpSLOPE.


See at CRAN