Group Sorted L1 Penalized Estimation
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Documentation for package ‘grpSLOPE’ version 0.3.4
Help Pages
| admmSolverGroupSLOPE | Alternating direction method of multipliers |
| coef.grpSLOPE | Extract model coefficients |
| getGroupID | Get a groupID object |
| grpSLOPE | Group SLOPE (Group Sorted L-One Penalized Estimation) |
| lambdaGroupSLOPE | Regularizing sequence for Group SLOPE |
| predict.grpSLOPE | Obtain predictions |
| proxGroupSortedL1 | Prox for group SLOPE |
| proximalGradientSolverGroupSLOPE | Proximal gradient method for Group SLOPE |
| prox_sorted_L1 | Prox for sorted L1 norm |
| sigma | Extract (estimated) noise level |
| sigma.grpSLOPE | Extract (estimated) noise level |
| SLOPE_solver | Sorted L1 solver |