Computes \(\lambda\) sequences for SLOPE according to several pre-defined methods.
create_lambda(n, p, fdr = 0.2, method = c("bhq", "gaussian"))
number of observations
number of variables
target False Discovery Rate (FDR)
method to use for computing \(\lambda\) (see Details)
The following methods for computing \(\lambda\) are supported:
bhq
: Computes sequence inspired by Benjamini-Hochberg (BHq)
procedure
gaussian
: Computes modified BHq sequence inspired by
Gaussian designs