Feature Selection SVM using Penalty Functions (penalizedSVM)
Provides feature selection SVM using penalty functions. The smoothly clipped absolute deviation (SCAD), ‘L1-norm’, ‘Elastic Net’ (‘L1-norm’ and ‘L2-nor …

Estimate Gaussian Mixture Vector Autoregressive Model (gmvarkit)
Maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics, forecasting and …

Fast Graphical LASSO (glassoFast)
A fast and improved implementation of the graphical LASSO.

Analysis of Doubly-Truncated Data (double.truncation)
Likelihood-based inference methods with doubly-truncated data are developed under various models. Parametric models from the special exponential family …

Maximum Approximate Bernstein Likelihood Estimation (mable)
Fit raw or grouped continuous data from a population with a smooth density on unit interval by an approximate Bernstein polynomial model which is a mix …

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