Main Functionality

Fit the model with SLOPE(), visualize the results with plot.SLOPE(), and produce predictions for new data with predict.SLOPE().

SLOPE()

Sorted L-One Penalized Estimation

plot(<SLOPE>)

Plot coefficients

print(<SLOPE>) print(<TrainedSLOPE>)

Print results from SLOPE fit

predict(<SLOPE>) predict(<GaussianSLOPE>) predict(<BinomialSLOPE>) predict(<PoissonSLOPE>) predict(<MultinomialSLOPE>)

Generate predictions from SLOPE models

coef(<SLOPE>)

Obtain coefficients

deviance(<SLOPE>)

Model deviance

score()

Compute one of several loss metrics on a new data set

Model Tuning

trainSLOPE()

Train a SLOPE model

caretSLOPE()

Model objects for model tuning with caret (deprecated)

plot(<TrainedSLOPE>)

Plot results from cross-validation

print(<SLOPE>) print(<TrainedSLOPE>)

Print results from SLOPE fit

Utilities

plotDiagnostics()

Plot results from diagnostics collected during model fitting

regularizationWeights()

Generate Regularization (Penalty) Weights for SLOPE

sortedL1Prox()

Sorted L1 Proximal Operator

Datasets

abalone

Abalone

bodyfat

Bodyfat

heart

Heart disease

student

Student performance

wine

Wine cultivars