Package: SLOPE 0.5.1

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], Michal Burdukiewicz [aut], Jerome Friedman [ctb], Trevor Hastie [ctb], Rob Tibshirani [ctb], Balasubramanian Narasimhan [ctb], Noah Simon [ctb], Junyang Qian [ctb], Akarsh Goyal [ctb]

SLOPE_0.5.1.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'))

Peer review:

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

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

generalized-linear-modelsslopesparse-regression

7 exports 17 stars 9.06 score 33 dependencies 3 dependents 16 mentions 63 scripts 435 downloads

Last updated 4 days agofrom:0b39e479fa. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 01 2024
R-4.5-win-x86_64OKOct 01 2024
R-4.5-linux-x86_64OKOct 01 2024
R-4.4-win-x86_64OKOct 01 2024
R-4.4-mac-x86_64OKOct 01 2024
R-4.4-mac-aarch64OKOct 01 2024
R-4.3-win-x86_64OKOct 01 2024
R-4.3-mac-x86_64OKOct 01 2024
R-4.3-mac-aarch64OKOct 01 2024

Exports:caretSLOPEplotDiagnosticsregularizationWeightsscoreSLOPEsortedL1ProxtrainSLOPE

Dependencies:clicodetoolscolorspacefansifarverforeachggplot2gluegtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcppRcppArmadillorlangscalestibbleutf8vctrsviridisLitewithr

An introduction to SLOPE

Rendered fromintroduction.Rmdusingknitr::rmarkdownon Oct 01 2024.

Last update: 2022-10-06
Started: 2020-03-20

Proximal Operator Algorithms

Rendered fromprox-algs.Rmdusingknitr::rmarkdownon Oct 01 2024.

Last update: 2021-11-25
Started: 2021-11-25

Readme and manuals

Help Manual

Help pageTopics
Abaloneabalone
Bodyfatbodyfat
Model objects for model tuning with caret (deprecated)caretSLOPE
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