Links to several software packages and source code that I have developed.
- Software for Bayesian orthant-normal / elastic net regression (coming soon)
- Software for Bayesian lasso regression.
- Software for Shotgun Stochastic Search (SSS) methods for "large p" regression modeling and variable uncertainty analysis. Implementation is for linear, binary and survival regression models with some examples. The suite includes (i) serial programs (Windows, linux/unix, 64bit linux) with an optional Matlab GUI interface and (ii) a parallel (linux cluster) implementation.
- A link to software for efficient sampling from univariate truncated normal distributions.
- Software for Stochastic Computation in Gaussian Graphical Models. Both serial and parallel implementations are provided.
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