R package pcluster implementing the clustering method of Beyhum & Mugnier (2024).

R package midasml implementing the factor-augmented sparse regression of  Beyhum & Striaukas (2024).

R package FAS implementing the test of the factor model against factor augmented sparse alternative of Beyhum & Striaukas (2024).

R package Survivalml for the methods of Miao et al. (2025).