Guang Cheng

Guang Cheng

3 packages on CRAN

SILM

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Simultaneous inference procedures for high-dimensional linear models as described by Zhang, X., and Cheng, G. (2017) <doi:10.1080/01621459.2016.1166114>.

snn

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Implement K-nearest neighbor classifier, weighted nearest neighbor classifier, bagged nearest neighbor classifier, optimal weighted nearest neighbor classifier and stabilized nearest neighbor classifier, and perform model selection via 5 fold cross-validation for them. This package also provides functions for computing the classification error and classification instability of a classification procedure.

Tlasso

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An optimal alternating optimization algorithm for estimation of precision matrices of sparse tensor graphical models, and an efficient inference procedure for support recovery of the precision matrices.