LaTeX errors when creating PDF version.
This typically indicates Rd problems.
LaTeX errors found:
! Undefined control sequence.
<argument> \mathrm {max}(\text 
                               {ncomp}) \times J
l.1032 \eqn{\mathrm{max}(\text{ncomp}) \times J}{}
                                                  
! Undefined control sequence.
<recently read> \text 
                      
l.1104 ...eqn{\text{max}(\text{ncomp}) \times J}{}
                                                   encoding the L1
! Undefined control sequence.
<argument> \text {max}(\text 
                             {ncomp}) \times J
l.1104 ...eqn{\text{max}(\text{ncomp}) \times J}{}
                                                   encoding the L1
! Undefined control sequence.
<argument> 1/\text 
                   {sqrt}(p_j)
l.1108 \eqn{1/\text{sqrt}(p_j)}{}
                                  and 1 (larger values of sparsity correspon...
! Undefined control sequence.
<argument> ... \Vert a_{j,k} \Vert _{1} \le \text 
                                                  {sparsity}[j] \sqrt {p_j}. 
l.1119 }{}
          
! Undefined control sequence.
<argument>  \Vert a_{j,k}\Vert _{1} \le \text 
                                              {sparsity}[k,j] \sqrt {p_j}. 
l.1126 }{}
          
! Undefined control sequence.
<argument> 1/\text 
                   {sqrt}(p_j)
l.1687 \eqn{1/\text{sqrt}(p_j)}{}
                                  for sparsity, and 1
! Undefined control sequence.
<argument> \mathrm {max}(\text 
                               {ncomp}) \times J
l.1771 \eqn{\mathrm{max}(\text{ncomp}) \times J}{}
                                                  
! Undefined control sequence.
<recently read> \text 
                      
l.1801 ...eqn{\text{max}(\text{ncomp}) \times J}{}
                                                   encoding the L1
! Undefined control sequence.
<argument> \text {max}(\text 
                             {ncomp}) \times J
l.1801 ...eqn{\text{max}(\text{ncomp}) \times J}{}
                                                   encoding the L1
! Undefined control sequence.
<argument> 1/\text 
                   {sqrt}(p_j)
l.1805 \eqn{1/\text{sqrt}(p_j)}{}
                                  and 1 (larger values of sparsity correspon...
! Undefined control sequence.
<argument> ... \Vert a_{j,k} \Vert _{1} \le \text 
                                                  {sparsity}[j] \sqrt {p_j}. 
l.1816 }{}
          
! Undefined control sequence.
<argument>  \Vert a_{j,k}\Vert _{1} \le \text 
                                              {sparsity}[k,j] \sqrt {p_j}. 
l.1823 }{}
          
! Undefined control sequence.
<argument> 1/\text 
                   {sqrt}(p_j)
l.2056 \eqn{1/\text{sqrt}(p_j)}{}
                                  for sparsity, and 1
! Undefined control sequence.
<argument> \mathrm {max}(\text 
                               {ncomp}) \times J
l.2114 \eqn{\mathrm{max}(\text{ncomp}) \times J}{}
                                                  
! Undefined control sequence.
<recently read> \text 
                      
l.2140 ...eqn{\text{max}(\text{ncomp}) \times J}{}
                                                   encoding the L1
! Undefined control sequence.
<argument> \text {max}(\text 
                             {ncomp}) \times J
l.2140 ...eqn{\text{max}(\text{ncomp}) \times J}{}
                                                   encoding the L1
! Undefined control sequence.
<argument> 1/\text 
                   {sqrt}(p_j)
l.2144 \eqn{1/\text{sqrt}(p_j)}{}
                                  and 1 (larger values of sparsity correspon...
! Undefined control sequence.
<argument> ... \Vert a_{j,k} \Vert _{1} \le \text 
                                                  {sparsity}[j] \sqrt {p_j}. 
l.2155 }{}
          
! Undefined control sequence.
<argument>  \Vert a_{j,k}\Vert _{1} \le \text 
                                              {sparsity}[k,j] \sqrt {p_j}. 
l.2162 }{}
          
! Undefined control sequence.
<recently read> \text 
                      
l.2226 ...is given by \eqn{\text{mean}(t^* > t)}{}
                                                  ;
! Undefined control sequence.
<argument> t-\text 
                   {mean}(t^*)
l.2231 ...c{t-\text{mean}(t^*)}{\text{sd}(t^*)}}{}
                                                  .
! Undefined control sequence.
<argument> \text 
                 {sd}(t^*)
l.2231 ...c{t-\text{mean}(t^*)}{\text{sd}(t^*)}}{}
                                                  .