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

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

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

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

Source files for R package Sieve

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

Penalized Regression with Second-Generation P-Values

Variable selection for heterogeneous populations using the vennLasso penalty

Network-Based Regularization for Generalized Linear Models

Biomarker selection in penalized regression models

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

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

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

CRAN R package - oscar: Optimal Subset CArdinality Regression models

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

Experiments for Binarsity: a penalization for one-hot encoded features

Flexible SVM framework implementation

Multi-source sparse Tweedie modelling