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Statovic


Last seen: 5 Monate ago Active since 2015

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Flexible mixture models for automatic clustering
This is a Matlab implementation of clustering (i.e., finite mixture models, unsupervised classification).

5 Monate ago | 20 downloads |

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KL divergence between two multivariate Gaussians
Function to efficiently compute the Kullback-Leibler divergence between two multivariate Gaussian distributions.

5 Monate ago | 4 downloads |

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Single Factor Analysis by MML
An implementation of the MML single factor analysis model.

5 Monate ago | 1 download |

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Flexible Bayesian penalized regression modelling
Bayesian lasso, horseshoe and horseshoe+ linear, logistic regression and count regression

8 Monate ago | 22 downloads |

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SMML codelength for data from the binomial distribution
This is an implementation of the polynomial time algorithm for computing the SMML codelength for data from the binomial distribu...

11 Monate ago | 1 download |

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randcorr
This function implements the algorithm by Pourahmadi and Wang for generating a random p x p correlation matrix.

mehr als ein Jahr ago | 5 downloads |

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gigrnd(P, a, b, sampleSize)
Implementation of new Devroye algorithm for sampling from the GIG(p,a,b) distribution.

mehr als 3 Jahre ago | 4 downloads |

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Bayesian linear regression with the horseshoe hierarchy
This file implements Bayesian linear regression with the horseshoe hierarchy.

fast 4 Jahre ago | 4 downloads |

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Robust Lasso Regression with Student-t Residuals
Estimate robust lasso regression models with Student-t residuals

etwa 4 Jahre ago | 5 downloads |

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FastRidge - fast ridge regression
Implementation of fast ridge regression tool that works efficiently for the case that p > n

mehr als 5 Jahre ago | 6 downloads |

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