grpSLOPE (0.2.1)

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Group Sorted L1 Penalized Estimation.

https://github.com/agisga/grpSLOPE.git
http://cran.r-project.org/web/packages/grpSLOPE

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).

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

License: GPL-3

Uses: SLOPE, testthat, knitr, pander, rmarkdown

Released 5 months ago.


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