SLOPE-package

Efficient implementations for Sorted L-One Penalized Estimation (SLOPE): generalized linear models regularized with the sorted L1-norm (Bogdan et al. 2015). Supported models include ordinary least-squares regression, binomial regression, multinomial regression, and Poisson regression. Both dense and sparse predictor matrices are supported. In addition, the package features predictor screening rules that enable fast and efficient solutions to high-dimensional problems.

internal

Efficient implementations for Sorted L-One Penalized Estimation
(SLOPE): generalized linear models regularized with the sorted L1-norm
(Bogdan et al. 2015). Supported models include
ordinary least-squares regression, binomial regression, multinomial
regression, and Poisson regression. Both dense and sparse  predictor
matrices are supported. In addition, the package features predictor
screening rules that enable fast and efficient solutions to high-dimensional
problems.

Johan Larsson

SLOPE

Sorted L1 Penalized Estimation

Jonas Wallin

Malgorzata Bogdan

Ewout van den Berg

Chiara Sabatti

Emmanuel Candes

Evan Patterson

Weijie Su

Jakub Kała

Krystyna Grzesiak

Michal Burdukiewicz

Jerome Friedman

Trevor Hastie

Rob Tibshirani

Balasubramanian Narasimhan

Noah Simon

Junyang Qian

Akarsh Goyal

SLOPE-package function

Maintainer: Johan Larsson <a href="/link/johanlarsson%40outlook.com?package=SLOPE&version=0.5.1" data-mini-rdoc="SLOPE::johanlarsson@outlook.com">johanlarsson@outlook.com</a> (<a href="https://orcid.org/0000-0002-4029-5945">ORCID</a>)
Authors:<ul>
<li>Jonas Wallin <a href="/link/jonas.wallin%40stat.lu.se?package=SLOPE&version=0.5.1" data-mini-rdoc="SLOPE::jonas.wallin@stat.lu.se">jonas.wallin@stat.lu.se</a> (<a href="https://orcid.org/0000-0003-0381-6593">ORCID</a>)</li>
<li>Malgorzata Bogdan</li>
<li>Ewout van den Berg</li>
<li>Chiara Sabatti</li>
<li>Emmanuel Candes</li>
<li>Evan Patterson</li>
<li>Weijie Su</li>
<li>Jakub Kała</li>
<li>Krystyna Grzesiak</li>
<li>Michal Burdukiewicz (<a href="https://orcid.org/0000-0001-8926-582X">ORCID</a>)</li>
</ul>Other contributors:<ul>
<li>Jerome Friedman (code adapted from 'glmnet') [contributor]</li>
<li>Trevor Hastie (code adapted from 'glmnet') [contributor]</li>
<li>Rob Tibshirani (code adapted from 'glmnet') [contributor]</li>
<li>Balasubramanian Narasimhan (code adapted from 'glmnet') [contributor]</li>
<li>Noah Simon (code adapted from 'glmnet') [contributor]</li>
<li>Junyang Qian (code adapted from 'glmnet') [contributor]</li>
<li>Akarsh Goyal [contributor]</li>
</ul>

Author

SLOPE: Sorted L1 Penalized Estimation — SLOPE-package

Maintainer: Johan Larsson <a href='mailto:johanlarsson@outlook.com'>johanlarsson@outlook.com</a> (<a href='https://orcid.org/0000-0002-4029-5945'>ORCID</a>)
Authors:<ul>
<li>Jonas Wallin <a href='mailto:jonas.wallin@stat.lu.se'>jonas.wallin@stat.lu.se</a> (<a href='https://orcid.org/0000-0003-0381-6593'>ORCID</a>)</li>
<li>Malgorzata Bogdan</li>
<li>Ewout van den Berg</li>
<li>Chiara Sabatti</li>
<li>Emmanuel Candes</li>
<li>Evan Patterson</li>
<li>Weijie Su</li>
<li>Jakub Kała</li>
<li>Krystyna Grzesiak</li>
<li>Michal Burdukiewicz (<a href='https://orcid.org/0000-0001-8926-582X'>ORCID</a>)</li>
</ul>

Other contributors:<ul>
<li>Jerome Friedman (code adapted from 'glmnet') [contributor]</li>
<li>Trevor Hastie (code adapted from 'glmnet') [contributor]</li>
<li>Rob Tibshirani (code adapted from 'glmnet') [contributor]</li>
<li>Balasubramanian Narasimhan (code adapted from 'glmnet') [contributor]</li>
<li>Noah Simon (code adapted from 'glmnet') [contributor]</li>
<li>Junyang Qian (code adapted from 'glmnet') [contributor]</li>
<li>Akarsh Goyal [contributor]</li>
</ul>

SLOPE: Sorted L1 Penalized Estimation

SLOPE-package: SLOPE: Sorted L1 Penalized Estimation

Description

Arguments

Author

See Also