SLOPE: Sorted L1 Penalized Estimation

Efficient implementations for Sorted L-One Penalized Estimation (SLOPE): generalized linear models regularized with the sorted L1-norm (Bogdan et al. 2015). Supported models include ordinary least-squares regression, binomial regression, multinomial regression, and Poisson regression. Both dense and sparse predictor matrices are supported. In addition, the package features predictor screening rules that enable fast and efficient solutions to high-dimensional problems.

Version: 0.5.1
Depends: R (≥ 3.5.0)
Imports: foreach, ggplot2, Matrix, methods, Rcpp
LinkingTo: Rcpp, RcppArmadillo (≥ 0.9.850.1.0)
Suggests: bench, caret, glmnet, covr, dplyr, knitr, rmarkdown, scales, spelling, stringr, testthat (≥ 2.1.0), tidyr, vdiffr
Published: 2024-07-09
DOI: 10.32614/CRAN.package.SLOPE
Author: Johan Larsson ORCID iD [aut, cre], Jonas Wallin ORCID iD [aut], Malgorzata Bogdan [aut], Ewout van den Berg [aut], Chiara Sabatti [aut], Emmanuel Candes [aut], Evan Patterson [aut], Weijie Su [aut], Jakub Kała [aut], Krystyna Grzesiak [aut], Michal Burdukiewicz ORCID iD [aut], Jerome Friedman [ctb] (code adapted from 'glmnet'), Trevor Hastie [ctb] (code adapted from 'glmnet'), Rob Tibshirani [ctb] (code adapted from 'glmnet'), Balasubramanian Narasimhan [ctb] (code adapted from 'glmnet'), Noah Simon [ctb] (code adapted from 'glmnet'), Junyang Qian [ctb] (code adapted from 'glmnet'), Akarsh Goyal [ctb]
Maintainer: Johan Larsson <johanlarsson at>
License: GPL-3
Copyright: see file COPYRIGHTS
NeedsCompilation: yes
Language: en-US
Citation: SLOPE citation info
Materials: README NEWS
CRAN checks: SLOPE results


Reference manual: SLOPE.pdf
Vignettes: An introduction to SLOPE
Proximal Operator Algorithms


Package source: SLOPE_0.5.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): SLOPE_0.5.1.tgz, r-oldrel (arm64): SLOPE_0.5.1.tgz, r-release (x86_64): SLOPE_0.5.1.tgz, r-oldrel (x86_64): SLOPE_0.5.1.tgz
Old sources: SLOPE archive

Reverse dependencies:

Reverse depends: geneSLOPE
Reverse imports: sgs
Reverse suggests: grpSLOPE


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