r-slope
Efficient procedures for Sorted L1 Penalized Estimation (SLOPE). The sorted L1 norm is useful for statistical estimation and testing, particularly for variable selection in the linear model.
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Summary
Efficient procedures for Sorted L1 Penalized Estimation (SLOPE). The sorted L1 norm is useful for statistical estimation and testing, particularly for variable selection in the linear model.
Last Updated
Dec 4, 2019 at 15:44
License
GPL-3
Total Downloads
2
Supported Platforms
linux-64
win-64
macOS-64