By-hand code for models and algorithms. An update to the 'Miscellaneous-R-Code' repo.

A python package for penalized generalized linear models that supports fitting and model selection for structured, adaptive and non-convex penalties.

Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm

A workshop on using generalized additive models and the mgcv package.

Fast Change Point Detection in R

A Julia module that implements the (normalized) iterative hard thresholding algorithm(IHT) of Blumensath and Davies. IHT performs feature selection akin to LASSO- or MCP-penalized regression using a greedy selection approach.

Nonparametric regression and prediction using the highly adaptive lasso algorithm

LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation

Variable selection for heterogeneous populations using the vennLasso penalty

Penalized Regression with Second-Generation P-Values

Source files for R package Sieve

Network-Based Regularization for Generalized Linear Models

Regression models for "epigenetic clock" estimation of canine chronological age

Biomarker selection in penalized regression models

Supplementary material for the medium article Beyond linear regression: Leveraging linear regression for feature selection of continuous/categorical variables.

GAUDI: a penalized regression based PRS method designed specifically for admixed individuals

CRAN R package - oscar: Optimal Subset CArdinality Regression models

An R package that implements the Hierarchical Feature Regression: a regularized group-shrinkage regression estimator based on supervised hierarchical graphs

My research

Raw files for a document providing an overview of mixed models from varying perspectives.