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Adaptive Bayesian SLOPE --- High-dimensional Model Selection with Missing Values

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ABSLOPE

R Package for "Adaptive Bayesian SLOPE --- High-dimensional Model Selection with Missing Values"

(2019, Bogdan M., Jiang W., Josse J., Miasojedow B., Rockova V.)

Preprint on Arxiv.

Install package:

library(devtools)

install_github("wjiang94/ABSLOPE")

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