Package: SLOPE 0.5.2.9000

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). 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.

Authors:Johan Larsson [aut, cre], Jonas Wallin [aut], Malgorzata Bogdan [aut], Ewout van den Berg [aut], Chiara Sabatti [aut], Emmanuel Candes [aut], Evan Patterson [aut], Weijie Su [aut], Jakub Kała [aut], Krystyna Grzesiak [aut], Mathurin Massias [aut], Quentin Klopfenstein [aut], Michal Burdukiewicz [aut], Jerome Friedman [ctb], Trevor Hastie [ctb], Rob Tibshirani [ctb], Balasubramanian Narasimhan [ctb], Noah Simon [ctb], Junyang Qian [ctb]

SLOPE_0.5.2.9000.tar.gz
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SLOPE.pdf |SLOPE.html
SLOPE/json (API)
NEWS

# Install 'SLOPE' in R:
install.packages('SLOPE', repos = c('https://jolars.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/jolars/slope/issues

Pkgdown site:https://jolars.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:

On CRAN:

Conda:

generalized-linear-modelsslopesparse-regressioncppopenmp

9.56 score 17 stars 3 packages 75 scripts 562 downloads 16 mentions 6 exports 7 dependencies

Last updated 1 days agofrom:8b3b15ccd7. Checks:9 OK, 3 FAILURE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 07 2025
R-4.5-win-x86_64OKMar 07 2025
R-4.5-mac-x86_64OKMar 07 2025
R-4.5-mac-aarch64OUTDATEDMar 03 2025
R-4.5-linux-x86_64OKMar 07 2025
R-4.4-win-x86_64OKMar 07 2025
R-4.4-mac-x86_64OKMar 07 2025
R-4.4-mac-aarch64OUTDATEDMar 03 2025
R-4.4-linux-x86_64OKMar 07 2025
R-4.3-win-x86_64OKMar 07 2025
R-4.3-mac-x86_64OKMar 07 2025
R-4.3-mac-aarch64OUTDATEDMar 03 2025

Exports:plotDiagnosticsregularizationWeightsscoreSLOPEsortedL1ProxtrainSLOPE

Dependencies:codetoolsforeachiteratorslatticeMatrixRcppRcppEigen

An introduction to SLOPE

Rendered fromintroduction.Rmdusingknitr::rmarkdownon Mar 07 2025.

Last update: 2025-03-03
Started: 2020-03-20

Solvers in SLOPE

Rendered fromsolvers.Rmdusingknitr::rmarkdownon Mar 07 2025.

Last update: 2025-03-03
Started: 2025-03-03

Readme and manuals

Help Manual

Help pageTopics
Abaloneabalone
Bodyfatbodyfat
Obtain coefficientscoef.SLOPE
Model deviancedeviance.SLOPE
Heart diseaseheart
Plot coefficientsplot.SLOPE
Plot results from cross-validationplot.TrainedSLOPE
Plot results from diagnostics collected during model fittingplotDiagnostics
Generate predictions from SLOPE modelspredict.BinomialSLOPE predict.GaussianSLOPE predict.MultinomialSLOPE predict.PoissonSLOPE predict.SLOPE
Print results from SLOPE fitprint.SLOPE print.TrainedSLOPE
Generate Regularization (Penalty) Weights for SLOPEregularizationWeights
Compute one of several loss metrics on a new data setscore score.BinomialSLOPE score.GaussianSLOPE score.MultinomialSLOPE score.PoissonSLOPE
Sorted L-One Penalized EstimationSLOPE
Sorted L1 Proximal OperatorsortedL1Prox
Student performancestudent
Train a SLOPE modeltrainSLOPE
Wine cultivarswine