Introduction | Data generation | Fitting the Group SLOPE model | Model fit results | Lambda sequences | References
Package: grpSLOPE 0.3.4.9000
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_0.3.4.9000.tar.gz
grpSLOPE_0.3.4.9000.zip(r-4.7-x86_64)grpSLOPE_0.3.4.9000.zip(r-4.7-arm64)grpSLOPE_0.3.4.9000.zip(r-4.6-x86_64)grpSLOPE_0.3.4.9000.zip(r-4.6-arm64)grpSLOPE_0.3.4.9000.zip(r-4.5-x86_64)
grpSLOPE_0.3.4.9000.tgz(r-4.6-x86_64)grpSLOPE_0.3.4.9000.tgz(r-4.6-arm64)grpSLOPE_0.3.4.9000.tgz(r-4.5-x86_64)grpSLOPE_0.3.4.9000.tgz(r-4.5-arm64)
grpSLOPE_0.3.4.9000.tar.gz(r-4.7-arm64)grpSLOPE_0.3.4.9000.tar.gz(r-4.7-x86_64)grpSLOPE_0.3.4.9000.tar.gz(r-4.6-arm64)grpSLOPE_0.3.4.9000.tar.gz(r-4.6-x86_64)
grpSLOPE_0.3.4.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
grpSLOPE/json (API)
| # 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 from:5fc053437d. Checks:15 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 109 | ||
| linux-devel-x86_64 | OK | 115 | ||
| source / vignettes | OK | 181 | ||
| linux-release-arm64 | OK | 104 | ||
| linux-release-x86_64 | OK | 100 | ||
| macos-release-arm64 | OK | 180 | ||
| macos-release-x86_64 | OK | 268 | ||
| macos-oldrel-arm64 | OK | 184 | ||
| macos-oldrel-x86_64 | OK | 328 | ||
| windows-devel-arm64 | OK | 376 | ||
| windows-devel-x86_64 | OK | 186 | ||
| windows-release-arm64 | OK | 347 | ||
| windows-release-x86_64 | OK | 152 | ||
| windows-oldrel-x86_64 | OK | 99 | ||
| wasm-release | OK | 94 |
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 |