Jacob Bien

BigVAR

Estimates VAR and VARX models with structured Lasso Penalties.

Implementation of the convex banding procedure (using a
hierarchical group lasso penalty) for covari...

Fits sparse interaction models for continuous and binary responses subject to the strong (or weak) h...

Implementation of the convex hierarchical testing (CHT) procedure
introduced in Bien, Simon, and Tib...

Implementation of the block coordinate descent procedure for
solving the proximal function of latent...

Greedy algorithm described in Bien and Tibshirani (2011)
Prototype Selection for Interpretable Class...

Performs minimax linkage hierarchical clustering.  Every cluster
has an associated prototype element...

rTensor is a set of tools for creation, manipulation, and modeling
of tensors with arbitrary number ...

Provides a covariance estimator for multivariate normal
data that is sparse and positive definite.  ...