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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3.4 |
2026-04-09 windows/windows R-4.5 | grpSLOPE_0.3.4.zip |
455.3 KiB |