Sparse-Group SLOPE: Adaptive Bi-Level Selection with FDR Control

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Documentation for package ‘sgs’ version 0.3.8

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

arma_mv	Matrix Product in RcppArmadillo.
arma_sparse	Matrix Product in RcppArmadillo.
as_sgs	Fits the adaptively scaled SGS model (AS-SGS).
atos	Adaptive three operator splitting (ATOS).
coef.sgs	Extracts coefficients for one of the following object types: '"sgs"', '"sgs_cv"', '"gslope"', '"gslope_cv"'.
fit_goscar	Fit a gOSCAR model.
fit_goscar_cv	Fit a gOSCAR model using k-fold cross-validation.
fit_gslope	Fit a gSLOPE model.
fit_gslope_cv	Fit a gSLOPE model using k-fold cross-validation.
fit_sgo	Fit an SGO model.
fit_sgo_cv	Fit an SGO model using k-fold cross-validation.
fit_sgs	Fit an SGS model.
fit_sgs_cv	Fit an SGS model using k-fold cross-validation.
gen_pens	Generate penalty sequences for SGS.
gen_toy_data	Generate toy data.
plot.sgs	Plot models of the following object types: '"sgs"', '"sgs_cv"', '"gslope"', '"gslope_cv"'.
predict.sgs	Predict using one of the following object types: '"sgs"', '"sgs_cv"', '"gslope"', '"gslope_cv"'.
print.sgs	Prints information for one of the following object types: '"sgs"', '"sgs_cv"', '"gslope"', '"gslope_cv"'.
scaled_sgs	Fits a scaled regression SLOPE-based.