create_lambda {geneSLOPE}

Lambda sequences for SLOPE

Description

Computes \lambda sequences for SLOPE according to several pre-defined methods.

Usage

create_lambda(n, p, fdr = 0.2, method = c("bhq", "gaussian"))

Arguments

n

number of observations

p

number of variables

fdr

target False Discovery Rate (FDR)

method

method to use for computing \lambda (see Details)

Details

The following methods for computing \lambda are supported:

• bhq: Computes sequence inspired by Benjamini-Hochberg (BHq) procedure

• gaussian: Computes modified BHq sequence inspired by Gaussian designs