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
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.
min-knapsack-with-compactness
Algorithms for the min-Knapsack problem with compactness constraints.