- SIHR
R tools for confidence intervals and hypothesis tests for low-dimensional objectives in one- and two-sample high-dimensional regression, including linear and quadratic functionals, treatment effects, inner products, and distances. Supports linear, logistic, alternative logistic, and probit models.
- CHIME
A MATLAB implementation of CHIME, a clustering procedure for high-dimensional Gaussian mixtures.
- TestBMN
R functions for differential Markov random field analysis and the associated multiple-testing procedure.
- invalidIV
R functions for linear instrumental-variables analysis when some candidate instruments may be invalid.
- sisVIVE
An R package for selecting invalid instruments and estimating causal effects from a candidate instrument set.
- PheWAS
A MATLAB implementation of a multiple-testing procedure for phenome-wide association studies.
- CAPME
An R package for precision-matrix estimation while adjusting for covariates.
- CLIME
A fast implementation of the CLIME estimator for sparse precision matrices is available through the flare package. The original R package and manual are also archived.
- ssfcov
An R package for covariance-function estimation.
- FDR-HMM
R code for data-driven multiple testing with dependent observations under a hidden Markov model.
- FDR
R code for the adaptive multiple-testing procedure developed by Sun and Cai.
Research tools