Software

On CRAN

  • HSDiC implementing Homogeneity and Sparsity Detection Incorporating Prior Constraint Information.

  • LassoGEE implementing High-Dimensional Lasso Generalized Estimating Equations.

On GitHub

  • breakPSAR implementing A novel and Fast Multiple Structural Break Estimation for Nonstationary Time Series Models.

  • mAFT implementing Multi-threshold Accelerate Failure Time Model.

  • FPMD estimating multiple discontinuities for a functional data process.