simulator - An Engine for Running Simulations

A framework for performing simulations such as those common in methodological statistics papers. The design principles of this package are described in greater depth in Bien, J. (2016) "The simulator: An Engine to Streamline Simulations," which is available at <arXiv:1607.00021>.

Last updated 2 years ago

simulation

7.13 score 52 stars 103 scripts 184 downloads

protoclust - Hierarchical Clustering with Prototypes

Performs minimax linkage hierarchical clustering. Every cluster has an associated prototype element that represents that cluster as described in Bien, J., and Tibshirani, R. (2011), "Hierarchical Clustering with Prototypes via Minimax Linkage," The Journal of the American Statistical Association, 106(495), 1075-1084.

Last updated 3 years ago

5.64 score 7 stars 4 dependents 50 scripts 1.0k downloads

hierNet - A Lasso for Hierarchical Interactions

Fits sparse interaction models for continuous and binary responses subject to the strong (or weak) hierarchy restriction that an interaction between two variables only be included if both (or at least one of) the variables is included as a main effect. For more details, see Bien, J., Taylor, J., Tibshirani, R., (2013) "A Lasso for Hierarchical Interactions." Annals of Statistics. 41(3). 1111-1141.

Last updated 5 years ago

4.64 score 4 stars 2 dependents 60 scripts 369 downloads

spcov - Sparse Estimation of a Covariance Matrix

Provides a covariance estimator for multivariate normal data that is sparse and positive definite. Implements the majorize-minimize algorithm described in Bien, J., and Tibshirani, R. (2011), "Sparse Estimation of a Covariance Matrix," Biometrika. 98(4). 807--820.

Last updated 2 years ago

2.11 score 1 stars 26 scripts 226 downloads