grpSLOPE

Group SLOPE (Group Sorted L1 Penalized Estimation)

https://github.com/agisga/grpslope

Science Score: 49.0%

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    Found 3 DOI reference(s) in README
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    Links to: arxiv.org
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    Low similarity (17.0%) to scientific vocabulary
Last synced: 7 months ago · JSON representation

Repository

Group SLOPE (Group Sorted L1 Penalized Estimation)

Basic Info
Statistics
  • Stars: 4
  • Watchers: 4
  • Forks: 2
  • Open Issues: 0
  • Releases: 7
Created over 10 years ago · Last pushed 9 months ago
Metadata Files
Readme Changelog License

README.md

grpSLOPE

Build Status CRAN downloads this month

Group SLOPE is a penalized linear regression method that is used for adaptive selection of groups of significant predictors in a high-dimensional linear model. A unique feature of the Group SLOPE method is that it offers (group) false discovery rate control (i.e., control of the expected proportion of irrelevant groups among the total number of groups of predictors selected by Group SLOPE). A detailed description of the method can be found in D. Brzyski, A. Gossmann, W. Su, and M. Bogdan (2019) "Group SLOPE — adaptive selection of groups of predictors", Journal of the American Statistical Association (or the 2016 arXiv preprint).

Usage

The basic model fitting procedure for a Group SLOPE model is:

```R library(grpSLOPE)

result <- grpSLOPE(X=X, y=y, group=group, fdr=0.1) ```

where X is the model matrix, y the response vector, group a vector specifying group memberships of the predictor variables, and fdr the target (group) false discovery rate for the variable selection procedure.

One can access various estimated parameters of the fitted model, such as the selected groups, the estimated noise level, or the estimated vector of regression coefficients:

```R

groups that have a non-zero effect

result$selected

noise level

sigma(result)

coefficient vector

coef(result) ```

A detailed basic usage example can be found here.

More complicated (and possibly less helpful) example codes are available in the repository grpSLOPE_examples.

Installation

The latest stable version of grpSLOPE can be installed from CRAN (The Comprehensive R Archive Network). Just open an R session and do:

R install.packages("grpSLOPE")

Installation of the development version

Your R configuration must allow for a working Rcpp.

The easiest way to install the latest development version of grpSLOPE is by using the R package devtools. Just open up an R session and run:

```R

Install devtools, if you haven't already.

install.packages("devtools")

library(devtools) install_github("agisga/grpSLOPE") ```

If you don't want to use devtools, you can install grpSLOPE by downloading the source code and then following these steps:

  1. Install the R package Rcpp.
  2. Go to the directory that contains the grpSLOPE directory (which contains the grpSLOPE source code).
  3. Open an R session and run Rcpp::compileAttributes("./grpSLOPE"). Then quit R.
  4. Run R CMD build grpSLOPE. You should then have a file like grpSLOPE_0.2.1.9000.tar.gz.
  5. Run R CMD INSTALL grpSLOPE_0.2.1.9000.tar.gz to install the package.

Development workflow

  1. Modify the code.
  2. Open grpSLOPE.Rproj with RStudio.
  3. Run devtools::document().
  4. Optionally run devtools::clean_dll() to clean up old compiled shared objects.
  5. Run devtools::build().
  6. Install with devtools::install(build = TRUE, upgrade = "never").
  7. Run checks with devtools::check()
  8. Do devtools::test() to run the unit tests.

Owner

  • Name: Alexej Gossmann
  • Login: agisga
  • Kind: user

GitHub Events

Total
  • Release event: 1
  • Issue comment event: 1
  • Push event: 3
  • Pull request event: 1
  • Create event: 1
Last Year
  • Release event: 1
  • Issue comment event: 1
  • Push event: 3
  • Pull request event: 1
  • Create event: 1

Committers

Last synced: about 3 years ago

All Time
  • Total Commits: 184
  • Total Committers: 3
  • Avg Commits per committer: 61.333
  • Development Distribution Score (DDS): 0.179
Top Committers
Name Email Commits
agisga a****o@g****m 151
agisga 1****a@u****m 32
agisga a****o@g****m 1

Issues and Pull Requests

Last synced: 8 months ago

All Time
  • Total issues: 4
  • Total pull requests: 11
  • Average time to close issues: over 1 year
  • Average time to close pull requests: about 21 hours
  • Total issue authors: 1
  • Total pull request authors: 2
  • Average comments per issue: 0.25
  • Average comments per pull request: 0.18
  • Merged pull requests: 10
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 0
  • Pull requests: 1
  • Average time to close issues: N/A
  • Average time to close pull requests: 5 days
  • Issue authors: 0
  • Pull request authors: 1
  • Average comments per issue: 0
  • Average comments per pull request: 1.0
  • Merged pull requests: 1
  • Bot issues: 0
  • Bot pull requests: 0
Top Authors
Issue Authors
  • agisga (4)
Pull Request Authors
  • agisga (9)
  • jolars (3)
Top Labels
Issue Labels
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • cran 309 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 1
  • Total versions: 7
  • Total maintainers: 1
cran.r-project.org: grpSLOPE

Group Sorted L1 Penalized Estimation

  • Versions: 7
  • Dependent Packages: 0
  • Dependent Repositories: 1
  • Downloads: 309 Last month
Rankings
Forks count: 17.2%
Stargazers count: 23.7%
Dependent repos count: 24.2%
Dependent packages count: 29.0%
Average: 29.5%
Downloads: 53.4%
Maintainers (1)
Last synced: 8 months ago

Dependencies

DESCRIPTION cran
  • Rcpp * imports
  • SLOPE * suggests
  • isotone * suggests
  • knitr * suggests
  • pander * suggests
  • rmarkdown * suggests
  • testthat * suggests
.github/workflows/check-standard.yaml actions
  • actions/checkout v3 composite
  • r-lib/actions/check-r-package v2 composite
  • r-lib/actions/setup-pandoc v2 composite
  • r-lib/actions/setup-r v2 composite
  • r-lib/actions/setup-r-dependencies v2 composite