create_lambda {SLOPE} | R Documentation |
Computes λ sequences for SLOPE according to several pre-defined methods.
create_lambda(n, p, fdr = 0.2, method = c("bhq", "gaussian"))
n |
number of observations |
p |
number of variables |
fdr |
target False Discovery Rate (FDR) |
method |
method to use for computing λ (see Details) |
The following methods for computing λ are supported:
bhq
: Computes sequence inspired by Benjamini-Hochberg (BHq)
procedure
gaussian
: Computes modified BHq sequence inspired by
Gaussian designs