Penalized precision matrix estimation

R code for figures, simulations and application in my Masters thesis and corresponding conference paper on the LASSO and other shrinkage methods

Exact Spike Inference Via L0 Optimization

Nonparametric P-Value Estimation for Predictors in Lasso

King County House Sales

Please read the readme.md file

Hand-made R Functions Mainly for Statistical Data Analysis

A summative coursework for MAS8404 Statistical Learning for Data Science

Path algorithm for generalized lasso problems

This R package is a wrapper around the popular "glasso" package with built-in cross validation and visualizations

These are R implementations under lasso related priors for clustering structure with propensity score, principal stratification and outcomes in Bayesian inference

Code for comparing the top 10 predictors to the lasso/debiased lasso

Case study on regularisation methods for statistics and machine learning

🤠 📿 The Highly Adaptive Lasso

An R package for identifying interactions via hierarchical lasso regularisation

implement BCD to find l1-penalized MLE with appropriate parametrization multivariate GLM

📦 📊 R/haldensify: Nonparametric conditional density estimation with the highly adaptive lasso

MR using L1 penalty

Ejercicio de regresiones por distintos métodos (Mejor Selección de Conjuntos, Selección de pasos hacia adelante, Ridge, LASSO, Elastic Net, Componentes Principales, Mínimos Cuadrados Parciales, etc.)

Comparing the different types of Regression