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.
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.