RAMP - Regularized Generalized Linear Models with Interaction Effects

Provides an efficient procedure for fitting the entire solution path for high-dimensional regularized quadratic generalized linear models with interactions effects under the strong or weak heredity constraint.

Last updated 5 years ago

fortran

3.00 score 1 stars 1 dependents 33 scripts 167 downloads

nproc - Neyman-Pearson (NP) Classification Algorithms and NP Receiver Operating Characteristic (NP-ROC) Curves

In many binary classification applications, such as disease diagnosis and spam detection, practitioners commonly face the need to limit type I error (i.e., the conditional probability of misclassifying a class 0 observation as class 1) so that it remains below a desired threshold. To address this need, the Neyman-Pearson (NP) classification paradigm is a natural choice; it minimizes type II error (i.e., the conditional probability of misclassifying a class 1 observation as class 0) while enforcing an upper bound, alpha, on the type I error. Although the NP paradigm has a century-long history in hypothesis testing, it has not been well recognized and implemented in classification schemes. Common practices that directly limit the empirical type I error to no more than alpha do not satisfy the type I error control objective because the resulting classifiers are still likely to have type I errors much larger than alpha. As a result, the NP paradigm has not been properly implemented for many classification scenarios in practice. In this work, we develop the first umbrella algorithm that implements the NP paradigm for all scoring-type classification methods, including popular methods such as logistic regression, support vector machines and random forests. Powered by this umbrella algorithm, we propose a novel graphical tool for NP classification methods: NP receiver operating characteristic (NP-ROC) bands, motivated by the popular receiver operating characteristic (ROC) curves. NP-ROC bands will help choose in a data adaptive way and compare different NP classifiers.

Last updated 5 years ago

2.23 score 17 scripts 284 downloads

r02pro - R Programming: Zero to Pro

This is a companion package of the book "R Programming: Zero to Pro" <https://r02pro.github.io/>. It contains the datasets used in the book and provides interactive exercises corresponding to the book. It covers a wide range of topics including visualization, data transformation, tidying data, data input and output.

Last updated 2 years ago

1.70 score 50 scripts 614 downloads

pgraph - Build Dependency Graphs using Projection

Implements a general framework for creating dependency graphs using projection as introduced in Fan, Feng and Xia (2019)<arXiv:1501.01617>. Both lasso and sparse additive model projections are implemented. Both Pearson correlation and distance covariance options are available to generate the graph.

Last updated 5 years ago

1.00 score 1 stars 3 scripts 242 downloads