Packages by Yi Yang

SOIL — 1.1

Sparsity Oriented Importance Learning

TDboost — 1.5

A Boosted Tweedie Compound Poisson Model

erboost — 1.4

Nonparametric Multiple Expectile Regression via ER-Boost

fastcox — 1.1.3

Lasso and Elastic-Net Penalized Cox's Regression in High Dimensions Models using the Cocktail Algorithm

gcdnet — 1.0.6

The (Adaptive) LASSO and Elastic Net Penalized Least Squares, Logistic Regression, Hybrid Huberized Support Vector Machines, Squared Hinge Loss Support Vector Machines and Expectile Regression using a Fast Generalized Coordinate Descent Algorithm

gglasso — 1.5.1

Group Lasso Penalized Learning Using a Unified BMD Algorithm

glmvsd — 1.5

Variable Selection Deviation Measures and Instability Tests for High-Dimensional Generalized Linear Models

msda — 1.0.3

Multi-Class Sparse Discriminant Analysis