• ROCKET

  • Referenced in 11 articles [sw30016]
  • variables is of fundamental importance in high-dimensional statistics, with numerous applications in biological ... inference for edge parameters in a high-dimensional transelliptical model, which generalizes Gaussian and nonparanormal...
  • SIS

  • Referenced in 8 articles [sw08182]
  • model selection and estimation in high-dimensional statistical models. Through this publicly available package...
  • SPECTRODE

  • Referenced in 9 articles [sw13984]
  • insights into the behavior of statistical methods under high-dimensional asymptotics. However, the applicability ... problems. Consider the usual model of multivariate statistics where the data is a sample from ... with a given covariance matrix. Under high-dimensional asymptotics, there is a deterministic map from ... broaden the use of RMT in high-dimensional data analysis...
  • huge

  • Referenced in 38 articles [sw08466]
  • huge package for high-dimensional undirected graph estimation in R. We describe an R package ... easy-to-use functions for estimating high dimensional undirected graphs from data. This package implements ... also provides functions for fitting high dimensional semiparametric Gaussian copula models; (3) more functions like ... problems, making a tradeoff between computational and statistical efficiency...
  • scout

  • Referenced in 27 articles [sw12062]
  • high-dimensional problems”, by Witten and Tibshirani (2008), Journal of the Royal Statistical Society, Series...
  • ARfit

  • Referenced in 38 articles [sw00046]
  • high-dimensional. ARfit modules construct approximate confidence intervals for the estimated parameters and compute statistics...
  • hdm

  • Referenced in 4 articles [sw21313]
  • High-Dimensional Metrics. Implementation of selected high-dimensional statistical and econometric methods for estimation ... various low-dimensional causal/ structural parameters are provided which appear in high-dimensional approximately sparse...
  • DREAM

  • Referenced in 6 articles [sw24746]
  • problems involving (among others) bimodality, high-dimensionality, summary statistics, bounded parameter spaces, dynamic simulation models...
  • WeightedPortTest

  • Referenced in 11 articles [sw12429]
  • American Statistical Association: We exploit ideas from high-dimensional data analysis to derive new portmanteau ... order autocorrelation matrix. The resulting statistics are weighted sums of the squares of the sample...
  • plyr

  • Referenced in 10 articles [sw10635]
  • panels or collapse high-dimensional arrays to simpler summary statistics. The development of plyr...
  • CMARS

  • Referenced in 27 articles [sw08523]
  • optimization Regression analysis is a widely used statistical method for modelling relationships between variables. Multivariate ... MARS) especially is very useful for high-dimensional problems and fitting nonlinear multivariate functions...
  • COVAIN

  • Referenced in 1 article [sw10556]
  • Covain: a toolbox for uni- and multivariate statistics, time- series and correlation network analysis ... corresponding phenotypes. As metabolomics data are high-dimensional, statistical data analysis is complex. No single...
  • ADMB

  • Referenced in 14 articles [sw07416]
  • emphasis on functionality found in no other statistical software. One example of such a feature ... generic implementation of Laplace approximation of high-dimensional integrals for use in latent variable models...
  • CHIME

  • Referenced in 5 articles [sw28514]
  • CHIME: clustering of high-dimensional Gaussian mixtures with EM algorithm and its optimality. Unsupervised learning ... important problem in statistics and machine learning with a wide range of applications ... this paper, we study clustering of high-dimensional Gaussian mixtures and propose a procedure, called...
  • compound.Cox

  • Referenced in 4 articles [sw17899]
  • survival data with high-dimensional gene expressions. Available are statistical methods in Emura...
  • MSMBuilder

  • Referenced in 2 articles [sw23802]
  • software package for building statistical models of high-dimensional time-series data. It is designed...
  • FAMT

  • Referenced in 29 articles [sw11123]
  • FAMT) : simultaneous tests under dependence in high-dimensional data. The method proposed in this package ... dependence on the multiple testing procedures for high-throughput data as proposed by Friguet ... thanks to an EM algorithm. Adjusted tests statistics are derived, as well as the associated...
  • ASKIT

  • Referenced in 10 articles [sw17470]
  • ASKIT: an efficient, parallel library for high-dimensional kernel summations. Kernel-based methods ... variety of machine learning and computational statistics methods. A key bottleneck in these methods...
  • highdim

  • Referenced in 1 article [sw34429]
  • highdim: A Matlab library for statistical testing of high-dimensional data, including...
  • SurvBoost

  • Referenced in 1 article [sw23772]
  • Proportional Hazards Model via Gradient Boosting. High-dimensional variable selection in the proportional hazards ... lack of computationally efficient statistical software for high-dimensional variable selection in the SPH model...