This is an extension package to the R package grpSLOPE. It contains Monte Carlo based methods for the estimation of the regularizing sequence.
Essentially, this package contains only one function,
lambdaMC. However it will automatically install the R package grpSLOPE as a dependency, which contains all the remaining functionality.
Your R configuration must allow for a working Rcpp. This is generally not a problem on Unix/Linux, but setting it up on Windows may require some work.
The easiest way to install the latest development version of
grpSLOPEMC is by using the R package
devtools. Just open up an R session and run:
# Install devtools, if you haven't already. install.packages("devtools") library(devtools) install_github("agisga/grpSLOPEMC")
If you don't want to use
devtools, you can install
grpSLOPEMC by downloading the source code and then following these steps:
- Install the R packages
RcppEigenif you don't have them installed already.
- Go to the directory that contains the
grpSLOPEMCdirectory (which contains the
- Open an R session and run
Rcpp::compileAttributes("./grpSLOPEMC"). Then quit R.
R CMD build grpSLOPEMC. You should then have a file like
R CMD INSTALL grpSLOPEMC_0.1.0.tar.gzto install the package.
Variable names are all lower case with words separated by dots. Function names begin with a lower case letter and are written in camel case. Constants names are all caps. Otherwise, I try to follow Google's R style guide.
- Modify the code.
- Do "Build and Reload" from the menu (or CTRL-Shift-B).
devtools::test()to run the unit tests.
- Install with