maryclare

atsa

Course page for Applied Time Series Analysis

LANOVA

Replication code and data for "LANOVA Penalization for Unreplicated Data"

feasRDS

gnorm

Little package for working with the generalized normal distribution

powopt

Little R package for performing penalized regression using power/bridge penalties, implements algorithm given by Marjanovic and Solo (2014) and includes lasso as a special case

powreg

replicateLANOVA

The .R files replicate all of the results presented in "Lasso ANOVA Decompositions for Matrix and Tensor Data" using the LANOVA package available on Github at https://github.com/maryclare/LANOVA.

sspcomp

Computation under structured shrinkage priors

bootstrap-social

:couple: Social Sign-In Buttons for Bootstrap

dlprior

Small R package implementing the Dirichlet-Laplace prior of Bhattacharya, Pati, Pillai and Dunson (2015) "Dirichlet–Laplace Priors for Optimal Shrinkage"

EBRR

EPStan

STAN code for implementing posterior simulation from exponential power likelihoods and/or priors on regression coefficients.

expowreg

gbrmc

maryclare.github.io

A Theme for GitHub Pages

multiprior

mvblasso

mvshrink

Very in development R package for multivariate shrinkage priors

nslm

Estimation and Inference for Possibly Non-Stationary Long-Memory ARFIMA Models

scalesign

stat525

Course Page for Regression Analysis

stat697

Course Page for Time Series Analysis and Applications

t2cd

Code for Trend to Change Point Detector Method (based on zwenyu/ECIS)