Software

High-dimensional Learning with Sparsity

• eclust    [Doc]    [Paper]    
  An algorithm for clustering high dimensional data that can be affected by an environmental factor.
  

• fastcox    [Doc]    [Paper]    
  Lasso and elastic-net penalized Cox's regression in high dimensions models using the cocktail algorithm.
  

• gcdnet    [Doc]    [Paper]    
  Lasso and (adaptive) elastic-net penalized least squares, logistic regression, HHSVM and squared hinge loss SVM using a fast GCD algorithm.
  

• gglasso    [Doc]    [Paper]    
  Group lasso penalized learning using a unified BMD algorithm.
  

• ggmix    [Doc]    [Paper]    
  Variable Selection in Linear Mixed Models for SNP Data.
  

• glmvsd    [Doc]    [Paper]    
  Variable selection deviation measures and instability tests for high-dimensional generalized linear models.
  

• msda    [Doc]    [Paper]    
  Multi-Class Sparse Discriminant Analysis.
  

• sail    [Doc]    [Paper]    
  Sparse additive interaction learning.
  

• SOIL    [Doc]    [Paper]    
  Sparsity Oriented Importance Learning.
  

• sox    [Doc]    
  Structured Learning in Time-Dependent Cox Models.
  

Unbalanced Data Modeling

• HDtweedie    [Doc]    [Paper]    
  The lasso for the Tweedie's compound poisson model using an IRLS-BMD algorithm.
  

• TDboost    [Doc]    [Paper]    
  A boosted Tweedie compound Poisson model for insurance premium.
  

• ktweedie    [Doc]    [Paper]    
  Tweedie compound Poisson model in the reproducing kernel Hilbert space.
  

• MStweedie    [Doc]    [Paper]
  Extending the HDtweedie package to multi-source data, this package implements multi-source sparse Tweedie modelling.
  

Expectile Regression

• erboost    [Doc]    [Paper]    
  Nonparametric multiple expectile regression via ER-Boost.
  

• KERE    [Doc]    [Paper]    
  Expectile regression in reproducing kernel Hilbert space.
  

Envelope Models (Multivariate Regression)

• envlp    [Doc]    [Paper]
  A MATLAB toolbox for computing envelope estimators in multivariate linear regression.