R package

汎用的な提案手法は,ユーザーの利便性を考えて,ソフトウェアにすることを念頭に置いています.

spcr: Sparse Principal Component Regression. Shuichi Kawano

rsggm: Robust Sparse Gaussian Graphical Modeling. Kei Hirose

gamreg: Robust and Sparse Regression via Gamma-Divergence. Takayuki Kawashima

iilasso: Independently Interpretable Lasso. Masaaki Takada

snem: EM Algorithm for Multivariate Skew-Normal Distribution. Takayuki Kawashima

hmlasso: Lasso with high missing rate. Masaaki Takada