Research Software

Links to software packages accompanying publications can be found in the Publications page (links to code are provided beside a paper).

Selected software packages on CRAN and PyPi are listed below.

    Software packages written in R (CRAN)

    • L0Learn (Fast Approximate Algorithms for regularized subset selection: regression & classification)
    • --Also on GitHub

    • FACTMLE (Algorithm for Maximum Likelihood Low-rank Factor Analysis)
    • softImpute (Algorithms for Matrix Completion)
    • sparsenet (Algorithms for nonconvex penalized regression)
    • dpglasso (Primal algorithm for graphical lasso)

    Software packages written in Python (PyPi)

    • L0BnB (Exact Algorithms for regularized subset selection via branch-and-bound & first-order methods)
    • --Also on GitHub

    • hierScale (Sparse Hierarchical Interactions with convex optimization)
    • --Also on GitHub