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Statovic


7 total contributions since 2015

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Submitted


Flexible mixture models for automatic clustering
This is a Matlab implementation of clustering (i.e., finite mixture models, unsupervised classification).

2 meses ago | 7 downloads |

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Submitted


Bayesian penalized regression with continuous shrinkage prio
Bayesian g-prior, LASSO, horseshoe and horseshoe+ linear and logistic regression

alrededor de 1 año ago | 17 downloads |

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randcorr
This function implements the algorithm by Pourahmadi and Wang for generating a random p x p correlation matrix.

alrededor de 1 año ago | 3 downloads |

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gigrnd(P, a, b, sampleSize)
Implementation of new Devroye algorithm for sampling from the GIG(p,a,b) distribution.

alrededor de 2 años ago | 3 downloads |

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Bayesian linear regression with the horseshoe hierarchy
This file implements Bayesian linear regression with the horseshoe hierarchy.

más de 2 años ago | 4 downloads |

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Robust Lasso Regression with Student-t Residuals
Estimate robust lasso regression models with Student-t residuals

más de 2 años ago | 1 download |

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FastRidge - fast ridge regression
Implementation of fast ridge regression tool that works efficiently for the case that p > n

casi 4 años ago | 4 downloads |

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