Software

High-dimensional Learning

• 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.
  

• novelGFL    [Paper]
  Matlab/python code for the novel Graph Fused Lasso.
  

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

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

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

Applications in drug discovery

• QComp    [Paper]
  QComp: A robust, interpretable, non-iterative data completion framework for sparse datasets in drug discovery.
  

Topic Modeling

• MixEHR-SurG    [Paper]
  A joint proportional hazard and guided topic model.
  

Zero-inflated Data Modeling

• EMTboost    [Paper]
  Tweedie Gradient Boosting for Extremely Unbalanced Zero-inflated Data.
  

• 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.
  

Conditional Expectile Regression

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

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

Dimension Reduction Models (Multivariate Regression)

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