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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.1.3 by Evan Patterson, 3 years ago

Browse source code at

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