laeken - Estimation of Indicators on Social Exclusion and Poverty
Estimation of indicators on social exclusion and poverty, as well as Pareto tail modeling for empirical income distributions.
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9.76 score 3 stars 30 dependents 341 scripts 16k downloadsrobustHD - Robust Methods for High-Dimensional Data
Robust methods for high-dimensional data, in particular linear model selection techniques based on least angle regression and sparse regression. Specifically, the package implements robust least angle regression (Khan, Van Aelst & Zamar, 2007; <doi:10.1198/016214507000000950>), (robust) groupwise least angle regression (Alfons, Croux & Gelper, 2016; <doi:10.1016/j.csda.2015.02.007>), and sparse least trimmed squares regression (Alfons, Croux & Gelper, 2013; <doi:10.1214/12-AOAS575>).
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openblascppopenmp
8.30 score 12 stars 8 dependents 299 scripts 5.2k downloadscvTools - Cross-validation tools for regression models
Tools that allow developers to write functions for cross-validation with minimal programming effort and assist users with model selection.
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7.45 score 8 stars 17 dependents 535 scripts 3.2k downloadsrobmed - (Robust) Mediation Analysis
Perform mediation analysis via the fast-and-robust bootstrap test ROBMED (Alfons, Ates & Groenen, 2022a; <doi:10.1177/1094428121999096>), as well as various other methods. Details on the implementation and code examples can be found in Alfons, Ates, and Groenen (2022b) <doi:10.18637/jss.v103.i13>. Further discussion on robust mediation analysis can be found in Alfons & Schley (2025) <doi:10.1002/wics.70051>.
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6.26 score 6 stars 1 dependents 40 scripts 217 downloadsccaPP - (Robust) Canonical Correlation Analysis via Projection Pursuit
Canonical correlation analysis and maximum correlation via projection pursuit, as well as fast implementations of correlation estimators, with a focus on robust and nonparametric methods.
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openblascpp
6.10 score 2 stars 3 dependents 30 scripts 4.7k downloadsperry - Resampling-Based Prediction Error Estimation for Regression Models
Tools that allow developers to write functions for prediction error estimation with minimal programming effort and assist users with model selection in regression problems.
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5.50 score 2 stars 10 dependents 22 scripts 4.8k downloadssimFrame - Simulation Framework
A general framework for statistical simulation, which allows researchers to make use of a wide range of simulation designs with minimal programming effort. The package provides functionality for drawing samples from a distribution or a finite population, for adding outliers and missing values, as well as for visualization of the simulation results. It follows a clear object-oriented design and supports parallel computing to increase computational performance.
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cpp
4.46 score 2 stars 82 scripts 3.5k downloadsclusterGGM - Sparse Gaussian Graphical Modeling with Variable Clustering
Perform sparse estimation of a Gaussian graphical model (GGM) with node aggregation through variable clustering. Currently, the package implements the clusterpath estimator of the Gaussian graphical model (CGGM) (Touw, Alfons, Groenen & Wilms, 2025; <doi:10.48550/arXiv.2407.00644>).
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cpp
3.85 score 137 downloadssparseLTSEigen - RcppEigen back end for sparse least trimmed squares regression
Use RcppEigen to fit least trimmed squares regression models with an L1 penalty in order to obtain sparse models.
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cppopenmp
2.00 score 1 stars 1 scripts 215 downloads