This repository contains the code necessary to reproduce the results in the NIPS paper The Strong Screening Rule for SLOPE.
The code in this repository uses the renv
package to maintain reproducibility. To install and active the renv repository
for this project, please run prepare_simulations.R.
Run figures.R and tables.R to reproduce the figures and table
from the paper. The figures folder already, however,
contains the figures used in the paper.
Run one of the sim_*.R files to reproduce
a given simulation. The results from the simulations will be saved to the
results folder in this repository. This folder is already populated with the
results from the paper.
The data-raw folder contains the code required to obtain the data files used in the experiments. These data-sets are, for the most part, however, already present in the data folder in this repository.