Package: grpSLOPE 0.3.3.9000
grpSLOPE: Group Sorted L1 Penalized Estimation
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>.
Authors:
grpSLOPE_0.3.3.9000.tar.gz
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grpSLOPE_0.3.3.9000.tgz(r-4.4-x86_64)grpSLOPE_0.3.3.9000.tgz(r-4.4-arm64)grpSLOPE_0.3.3.9000.tgz(r-4.3-x86_64)grpSLOPE_0.3.3.9000.tgz(r-4.3-arm64)
grpSLOPE_0.3.3.9000.tar.gz(r-4.5-noble)grpSLOPE_0.3.3.9000.tar.gz(r-4.4-noble)
grpSLOPE_0.3.3.9000.tgz(r-4.4-emscripten)grpSLOPE_0.3.3.9000.tgz(r-4.3-emscripten)
grpSLOPE.pdf |grpSLOPE.html✨
grpSLOPE/json (API)
NEWS
| # Install 'grpSLOPE' in R: |
| install.packages('grpSLOPE', repos = c('https://agisga.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/agisga/grpslope/issues
Last updated 1 years agofrom:3391353d5f. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 04 2024 |
| R-4.5-win-x86_64 | OK | Sep 04 2024 |
| R-4.5-linux-x86_64 | OK | Sep 04 2024 |
| R-4.4-win-x86_64 | OK | Sep 04 2024 |
| R-4.4-mac-x86_64 | OK | Sep 04 2024 |
| R-4.4-mac-aarch64 | OK | Sep 04 2024 |
| R-4.3-win-x86_64 | OK | Sep 04 2024 |
| R-4.3-mac-x86_64 | OK | Sep 04 2024 |
| R-4.3-mac-aarch64 | OK | Sep 04 2024 |
Exports:admmSolverGroupSLOPEgetGroupIDgrpSLOPElambdaGroupSLOPEprox_sorted_L1proxGroupSortedL1proximalGradientSolverGroupSLOPESLOPE_solver
Dependencies:Rcpp
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Alternating direction method of multipliers | admmSolverGroupSLOPE |
| Extract model coefficients | coef.grpSLOPE |
| Get a groupID object | getGroupID |
| Group SLOPE (Group Sorted L-One Penalized Estimation) | grpSLOPE |
| Regularizing sequence for Group SLOPE | lambdaGroupSLOPE |
| Obtain predictions | predict.grpSLOPE |
| Prox for sorted L1 norm | prox_sorted_L1 |
| Prox for group SLOPE | proxGroupSortedL1 |
| Proximal gradient method for Group SLOPE | proximalGradientSolverGroupSLOPE |
| Extract (estimated) noise level | sigma sigma.grpSLOPE |
| Sorted L1 solver | SLOPE_solver |
