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geneSLOPE (version 0.38.2)

create_lambda: Lambda sequences for SLOPE

Description

Computes \(\lambda\) sequences for SLOPE according to several pre-defined methods.

Usage

create_lambda(n, p, fdr = 0.2, method = c("bhq", "gaussian"))

Arguments

n

number of observations

p

number of variables

fdr

target False Discovery Rate (FDR)

method

method to use for computing \(\lambda\) (see Details)

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