Software

R Packages (Maintainer, Author)

  • adelie group lasso and elastic net solver for generalized linear models.
  • ASSISTant for adaptive subgroup selection in group sequential trials.
  • banditpam for almost linear-time k-medoids clustering.
  • bcaboot for bias corrected bootstrap confidence intervals.
  • clarabel an interior point conic optimization solver for LPs, QPs, SOCPs, and SDPs.
  • conTree for contrast trees and boosting.
  • cubature for deterministic and monte carlo numerical integration.
  • CVXR is a domain specific language for expressing convex optimization problems in R.
  • deconvolveR for empirical Bayes estimation strategies.
  • diffcp for differentiating through cone programs, a port of the Python package of the same name.
  • distcomp for open distributed computation without aggregation.
  • ECOSolveR an interface to the Embedded Conic Solver in R.
  • glmnet for lasso and elastic-net regularized generalized linear models.
  • homomorpheR for homomorphic computations in R and privacy-preserving multiparty model fitting.
  • impute imputation of missing values using K-nearest neighbors (Bioconductor).
  • ipopt an R interface to the Ipopt nonlinear optimizer (GitHub).
  • locfdr computes local false discovery rates.
  • multiview for cooperative learning for multi-view analysis.
  • openfhe.R an R interface to the OpenFHE library for fully homomorphic encryption, supporting computation directly on encrypted data.
  • osqp a quadratic programming solver using the OSQP library.
  • pamr for prediction analysis for microarrays.
  • piqp an R interface to the proximal interior point quadratic programming solver.
  • PMA for penalized multivariate analysis.
  • samr for significance analysis of microarrays.
  • SBCpip for predicting platelet inventory at the Stanford Blood Center.
  • scip an interface to the SCIP optimization suite for mixed-integer and constraint integer programming.
  • scs an interface to the splitting conic solver.
  • sglr for sequential generalized likelihood ratio decision boundaries.
  • sp23design for design and simulation of seamless phase II-III clinical trials.
  • sparsediff an interface to the SparseDiffEngine sparse Jacobian and Hessian differentiation backend used by CVXPY.
  • Uno an interface to the Uno solver for smooth nonlinearly constrained optimization.

R Packages (Contributor)

  • gam for generalized additive models.
  • gamsel for fitting regularization paths for generalized additive models.
  • ISLR2 data sets for the book “Introduction to Statistical Learning, Second Edition.”
  • mda for mixture and flexible discriminant analysis.
  • RcausalEGM a general causal inference framework by encoding generative modeling.
  • SLOPE for sorted L1 penalized estimation.
  • softImpute for matrix completion via iterative soft-thresholded SVD.
  • sparsegl for sparse group lasso.

Python Packages

  • homomorphepy multi-site privacy-preserving statistics over homomorphic encryption, a Python companion to homomorpheR (PyPI).

Fun