Table 3.

Average runtime (seconds) comparison between OEM and CD implemented in ncvreg and sparsenet for MCP when n is larger than p

p	n	OEM			CD			sparsenet
		ρ = 0	ρ = 0.2	ρ = 0.8	ρ = 0	ρ = 0.2	ρ = 0.8	ρ = 0	ρ = 0.2	ρ = 0.8
20	400	0.0015	0.0014	0.0024	0.0219	0.0225	0.0245	0.0054	0.0052	0.0054
	1000	0.0013	0.0014	0.0025	0.0539	0.0497	0.0539	0.0084	0.0085	0.0092
	2000	0.0013	0.0014	0.0025	0.0671	0.0929	0.1139	0.0143	0.0144	0.0165
50	1000	0.0033	0.0034	0.0082	0.1522	0.1548	0.1840	0.0178	0.0175	0.0201
	2500	0.0035	0.0037	0.0073	0.3397	0.3267	0.4330	0.0381	0.0382	0.0467
	5000	0.0043	0.0046	0.0083	0.6245	0.6328	0.9002	0.0748	0.0731	0.0888
100	2000	0.0099	0.0108	0.0229	0.8130	0.8037	0.9536	0.0629	0.0622	0.067
	5000	0.0124	0.0126	0.0232	1.7770	1.9665	2.4915	0.1437	0.1424	0.1594
	10000	0.0180	0.0181	0.0303	3.6344	3.8181	4.7047	0.2867	0.2754	0.3136