https://github.com/jolars/slope

Sorted L1 Penalized Estimation
https://github.com/jolars/slope

generalized-linear-models r slope sparse-regression

Last synced: about 2 months ago
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Sorted L1 Penalized Estimation

• Host: GitHub
• URL: https://github.com/jolars/slope
• Owner: jolars
• License: gpl-3.0
• Created: 2020-03-20T20:57:56.000Z (almost 5 years ago)
• Default Branch: main
• Last Pushed: 2024-10-01T06:06:24.000Z (3 months ago)
• Last Synced: 2024-11-10T00:21:18.922Z (about 2 months ago)
• Topics: generalized-linear-models, r, slope, sparse-regression
• Language: R
• Homepage: https://jolars.github.io/SLOPE
• Size: 13.1 MB
• Stars: 17
• Watchers: 5
• Forks: 10
• Open Issues: 8
• Metadata Files:
  • Readme: README.Rmd
  • Changelog: NEWS.md
  • License: LICENSE.md
  • Code of conduct: CODE_OF_CONDUCT.md
  • Citation: CITATION.cff

Awesome Lists containing this project

README

        
---

output: github_document

---

```{r, include = FALSE}

knitr::opts_chunk$set(

  collapse = TRUE,

  comment = "#>",

  fig.path = "man/figures/README-",

  out.width = "100%"

)

```

# SLOPE 

[![R build status](https://github.com/jolars/SLOPE/workflows/R-CMD-check/badge.svg)](https://github.com/jolars/SLOPE/actions)

[![Coverage status](https://codecov.io/gh/jolars/SLOPE/graph/badge.svg?token=SmorGv47Zg)](https://app.codecov.io/github/jolars/SLOPE)

[![CRAN status](https://www.r-pkg.org/badges/version/SLOPE)](https://CRAN.R-project.org/package=SLOPE)

[![Lifecycle: experimental](https://img.shields.io/badge/lifecycle-experimental-orange.svg)](https://lifecycle.r-lib.org/articles/stages.html#experimental)

Efficient implementations for Sorted L-One Penalized Estimation

(SLOPE): generalized linear models regularized with the sorted L1-norm.

There is support for

ordinary least-squares regression, binomial regression, multinomial

regression, and poisson regression, as well as both dense and sparse

predictor matrices. In addition, the package features predictor screening

rules that enable efficient solutions to high-dimensional problems.

## Installation

You can install the current stable release from

[CRAN](https://cran.r-project.org/) with

``` r

install.packages("SLOPE")

```

or the development version from [GitHub](https://github.com/) with

``` r

# install.packages("remotes")

remotes::install_github("jolars/SLOPE")

```

## Versioning

SLOPE uses [semantic versioning](https://semver.org).

## Code of conduct

Please note that the 'SLOPE' project is released with a

[Contributor Code of Conduct](https://jolars.github.io/SLOPE/CODE_OF_CONDUCT.html).

By contributing to this project, you agree to abide by its terms.