SLOPE

SLOPE is a package for Sorted L-One Penalized Estimation

 

Citation

BibTeX citation:

@software{larsson2022,
  author = {Larsson, Johan and Wallin, Jonas and Bogdan, Małgorzata and
    van den Berg, Ewout and Sabatti, Chiara and Candés, Emmanuel and
    Patterson, Evan and Su, Weijie and Kała, Jakub and Grzesiak,
    Krystyna and Burdukiewicz, Michal and Goyal, Akarsh},
  title = {SLOPE},
  version = {0.5.0},
  date = {2022-06-09},
  url = {https://jolars.github.io/qualpalr},
  langid = {en},
  abstract = {Efficient implementations for Sorted L-One Penalized
    Estimation (SLOPE): generalized linear models regularized with the
    sorted L1-norm (Bogdan et al. (2015) \textless
    doi:10/gfgwzt\textgreater). 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.}
}

For attribution, please cite this work as:

Larsson, Johan, Jonas Wallin, Małgorzata Bogdan, Ewout van den Berg, Chiara Sabatti, Emmanuel Candés, Evan Patterson, et al. 2022. “SLOPE.” R. https://jolars.github.io/qualpalr.