/libslope

C++ library for Sorted L-One Penalized Estimation (SLOPE)

Primary LanguageC++GNU General Public License v3.0GPL-3.0

LIBSLOPE

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This is a C++ library for Sorted L-One Penalized Estimation (SLOPE). Its main purpose is to serve as a backend for R and Python packages, but it can also be used as a standalone library.

Dependencies

libslope has the following dependencies:

  • A C++17 compiler
  • CMake 3.15 or later
  • Eigen 3.3 or later

In addition, to build the documentation you need

  • Doxygen
  • Sphinx
  • Breathe

And to build and run the tests, you need Catch2.