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SparseM - Sparse Linear Algebra

Some basic linear algebra functionality for sparse matrices is provided: including Cholesky decomposition and backsolving as well as standard R subsetting and Kronecker products.

Last updated

11.23 score 4 stars 1.7k dependents 322 scripts 374k downloads

REBayes - Empirical Bayes Estimation and Inference

Kiefer-Wolfowitz maximum likelihood estimation for mixture models and some other density estimation and regression methods based on convex optimization. See Koenker and Gu (2017) REBayes: An R Package for Empirical Bayes Mixture Methods, Journal of Statistical Software, 82, 1--26, <DOI:10.18637/jss.v082.i08>.

Last updated

4.96 score 3 stars 1 dependents 40 scripts 4.2k downloads

RCBR - Random Coefficient Binary Response Estimation

Nonparametric maximum likelihood estimation methods for random coefficient binary response models and some related functionality for sequential processing of hyperplane arrangements. See J. Gu and R. Koenker (2020) <DOI:10.1080/01621459.2020.1802284>.

Last updated

1.00 score 221 downloads