CAST
Developer Version of the R package CAST: Caret Applications for Spatio-Temporal models
FDboost
Boosting Functional Regression Models. The current release version can be found on CRAN (http://cran.r-project.org/package=FDboost).
copent
R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test
https://github.com/boost-r/gamboostlss
Boosting models for fitting generalized additive models for location, shape and scale (GAMLSS) to potentially high dimensional data. The current relase version can be found on CRAN (https://cran.r-project.org/package=gamboostLSS).
msaenet
🧲 Multi-step adaptive estimation for reducing false positive selection in sparse regressions
mboost
Boosting algorithms for fitting generalized linear, additive and interaction models to potentially high-dimensional data. The current relase version can be found on CRAN (http://cran.r-project.org/package=mboost).
SDMtune
Performs Variables selection and model tuning for Species Distribution Models (SDMs). It provides also several utilities to display results.
GWASinlps
R package for Non-local Prior Based Iterative Variable Selection for Genome-Wide Association Studies, or Other High-Dimensional Data
SPSP
A novel approach for feature selection based on the entire solution paths rather than the choice of a single tuning parameter, which significantly improves the accuracy of the selection.
vennlasso
Variable selection for heterogeneous populations using the vennLasso penalty
min-knapsack-with-compactness
Algorithms for the min-Knapsack problem with compactness constraints.
abms
Tools to perform model selection alongside estimation under Linear, Logistic, Negative binomial, Quantile, and Skew-Normal regression. Under the spike-and-slab method, a probability for each possible model is estimated with the posterior mean, credibility interval, and standard deviation of coefficients and parameters under the most probable model.