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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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