create_lambda {SLOPE}R Documentation

Lambda sequences for SLOPE

Description

Computes λ sequences for SLOPE according to several pre-defined methods.

Usage

create_lambda(n, p, fdr = 0.2, method = c("bhq", "gaussian"))

Arguments

n

number of observations

p

number of variables

fdr

target False Discovery Rate (FDR)

method

method to use for computing λ (see Details)

Details

The following methods for computing λ are supported:


[Package SLOPE version 0.1.3 Index]