SLOPE: Sorted L1 Penalized Estimation

Efficient implementations for Sorted L-One Penalized Estimation (SLOPE): generalized linear models regularized with the sorted L1-norm (Bogdan et al. (2015) <doi:10/gfgwzt>). 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.

Version: 0.2.1
Depends: R (≥ 3.3.0)
Imports: foreach, lattice, Matrix, methods, Rcpp
LinkingTo: Rcpp, RcppArmadillo (≥ 0.9.850.1.0)
Suggests: caret, covr, glmnet, knitr, rmarkdown, spelling, testthat (≥ 2.1.0)
Published: 2020-04-16
Author: Johan Larsson ORCID iD [aut, cre], Jonas Wallin ORCID iD [aut], Malgorzata Bogdan [aut], Ewout van den Berg [aut], Chiara Sabatti [aut], Emmanuel Candes [aut], Evan Patterson [aut], Weijie Su [aut], Jerome Friedman [ctb] (code adapted from 'glmnet'), Trevor Hastie [ctb] (code adapted from 'glmnet'), Rob Tibshirani [ctb] (code adapted from 'glmnet'), Balasubramanian Narasimhan [ctb] (code adapted from 'glmnet'), Noah Simon [ctb] (code adapted from 'glmnet'), Junyang Qian [ctb] (code adapted from 'glmnet')
Maintainer: Johan Larsson <johan.larsson at stat.lu.se>
BugReports: https://github.com/jolars/SLOPE/issues
License: GPL-3
Copyright: see file COPYRIGHTS
URL: https://jolars.github.io/SLOPE/, https://github.com/jolars/SLOPE
NeedsCompilation: yes
Language: en-US
Citation: SLOPE citation info
Materials: README NEWS
CRAN checks: SLOPE results

Downloads:

Reference manual: SLOPE.pdf
Vignettes: An introduction to SLOPE
Package source: SLOPE_0.2.1.tar.gz
Windows binaries: r-devel: SLOPE_0.2.1.zip, r-release: SLOPE_0.2.1.zip, r-oldrel: SLOPE_0.2.1.zip
macOS binaries: r-release: SLOPE_0.2.1.tgz, r-oldrel: SLOPE_0.2.1.tgz
Old sources: SLOPE archive

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