- asus - An R package that implements the ASUS (Adpative SURE thresholding with Side Information) procedure for estimating a high-dimensional sparse parameter when along with the primary data we can also gather side information from secondary data sources.
- fusionclust - An R package for clustering and feature screening in large scale problems. In particular, fusionclust provides the Big Merge Tracker (BMT) and COSCI algorithms for convex clustering and feature screening using an ?1 fusion penalty.
- truh - An R package that implements the TRUH test statistic for nonparametric two sample testing under heterogeneity. TRUH incorporates the underlying heterogeneity and imbalance in the samples, and provides a conservative test for the composite null hypothesis that the two samples arise from the same mixture distribution but may differ with respect to the mixing weights. See Trambak Banerjee, Bhaswar B. Bhattacharya, Gourab Mukherjee Ann. Appl. Stat. 14(4): 1777-1805 (December 2020) for more details.
- casp - An R package for Coordinate-wise Adaptive Shrinkage Prediction in a high-dimensional non-exchangeable hierarchical Gaussian model with an unknown location as well as an unknown spiked covariance structure.
- cezij - A MATLAB toolbox for simultaneous and hierarchical selection of fixed and random effects in high-dimensional penalized generalized linear mixed models.
