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