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

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Documentation for package ‘sgs’ version 0.1.0

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

Help Pages

arma_mv	Matrix Product in RcppArmadillo.
as_sgs	fits the adaptively scaled SGS model (AS-SGS)
atos	adaptive three operator splitting (ATOS)
fit_sgs	fit an SGS model
fit_sgs_cv	fit an SGS model using CV
generate_penalties	generate penalty sequences for SGS
generate_toy_data	generate toy data
plot.sgs_cv	plot a '"sgs_cv"' object
predict.sgs	predict using a '"sgs"' object
print.sgs	print a '"sgs"' object
scaled_sgs	fits a scaled SGS model