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Statovic


7 total contributions since 2015

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Submitted


Flexible mixture models for automatic clustering
This is a Matlab implementation of clustering (i.e., finite mixture models, unsupervised classification).

environ un mois ago | 15 downloads |

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Submitted


Bayesian penalized regression with continuous shrinkage prio
Bayesian g-prior, LASSO, horseshoe and horseshoe+ linear and logistic regression

12 mois ago | 14 downloads |

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Submitted


randcorr
This function implements the algorithm by Pourahmadi and Wang for generating a random p x p correlation matrix.

environ un an ago | 2 downloads |

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Submitted


gigrnd(P, a, b, sampleSize)
Implementation of new Devroye algorithm for sampling from the GIG(p,a,b) distribution.

presque 2 ans ago | 5 downloads |

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Submitted


Bayesian linear regression with the horseshoe hierarchy
This file implements Bayesian linear regression with the horseshoe hierarchy.

environ 2 ans ago | 2 downloads |

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Robust Lasso Regression with Student-t Residuals
Estimate robust lasso regression models with Student-t residuals

plus de 2 ans ago | 5 downloads |

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FastRidge - fast ridge regression
Implementation of fast ridge regression tool that works efficiently for the case that p > n

presque 4 ans ago | 4 downloads |

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