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grpSLOPE

Group Sorted L1 Penalized Estimation

v0.3.4 · Jun 29, 2025 · GPL-3

Description

Group SLOPE (Group Sorted L1 Penalized Estimation) is a penalized linear regression method that is used for adaptive selection of groups of significant predictors in a high-dimensional linear model. The Group SLOPE method can control the (group) false discovery rate at a user-specified level (i.e., control the expected proportion of irrelevant among all selected groups of predictors). For additional information about the implemented methods please see Brzyski, Gossmann, Su, Bogdan (2018) <doi:10.1080/01621459.2017.1411269>.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

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Version History

new 0.3.4 Mar 9, 2026