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