sparsegl - Sparse Group Lasso
Efficient implementation of sparse group lasso with optional bound constraints on the coefficients; see Liang, et al., (2024) <doi:10.18637/jss.v110.i06>. It supports the use of a sparse design matrix as well as returning coefficient estimates in a sparse matrix. Furthermore, it correctly calculates the degrees of freedom to allow for information criteria rather than cross-validation with very large data. Finally, the interface to compiled code avoids unnecessary copies and allows for the use of long integers.
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fortran
6.82 score 17 stars 1 dependents 29 scripts 356 downloads
rtestim - Estimate the Effective Reproductive Number with Trend Filtering
Use trend filtering, a type of regularized nonparametric regression, to estimate the instantaneous reproduction number, also called Rt. This value roughly says how many new infections will result from each new infection today. Values larger than 1 indicate that an epidemic is growing while those less than 1 indicate decline. For more details about this methodology, see Liu, Cai, Gustafson, and McDonald (2024) <doi:10.1371/journal.pcbi.1012324>.
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cpp
6.33 score 8 stars 38 scripts 510 downloads