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Statovic


Last seen: 5 months 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 months 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 months ago | 4 downloads |

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

5 months ago | 1 download |

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

8 months 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 months 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.

1 year 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.

3 years ago | 4 downloads |

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

4 years ago | 4 downloads |

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

4 years 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

5 years ago | 6 downloads |

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