Fits regression models on high dimensional data to estimate coefficients and use bootstrap method to obtain confidence intervals. Choices for regression models are Lasso, Lasso+OLS, Lasso partial ridge, Lasso+OLS partial ridge.

Discriminant analysis and data clustering methods for high
    dimensional data, based on the assumption that high-dimensional data live in
    different subspaces with low dimensionality proposing a new parametrization of
    the Gaussian mixture model which combines the ideas of dimension reduction and
    constraints on the model.

Clustering of high dimensional data with Hidden Markov Model on Variable Blocks (HMM-VB) fitted via Baum-Welch algorithm. Clustering is performed by the Modal Baum-Welch algorithm (MBW), which finds modes of the density function. Lin Lin and Jia Li (2017) <https://jmlr.org/papers/v18/16-342.html>.

Objective: Implement new methods for detecting change points in high-dimensional time series data. These new methods can be applied to non-Gaussian data, account for spatial and temporal dependence, and detect a wide variety of change-point configurations, including changes near the boundary and changes in close proximity. Additionally, this package helps address the “small n, large p” problem, which occurs in many research contexts. This problem arises when a dataset contains changes that are visually evident but do not rise to the level of statistical significance due to the small number of observations and large number of parameters. The problem is overcome by treating the dimensions as a whole and scaling the test statistics only by its standard deviation, rather than scaling each dimension individually. Due to the computational complexity of the functions, the package runs best on datasets with a relatively large number of attributes but no more than a few hundred observations.

Provides functions for fitting various penalized parametric and semi-parametric mixture cure models with different penalty functions, testing for a significant cure fraction, and testing for sufficient follow-up as described in Fu et al (2022)<doi:10.1002/sim.9513> and Archer et al (2024)<doi:10.1186/s13045-024-01553-6>. False discovery rate controlled variable selection is provided using model-X knock-offs.