Noah Simon

Noah Simon

7 packages on CRAN

Interact

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This package searches for marginal interactions in a binary response model. Interact uses permutation methods to estimate false discovery rates for these marginal interactions and has some, limited visualization capabilities

SGL

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Fit a regularized generalized linear model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. Fits linear, logistic and Cox models.

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Develop and evaluate treatment rules based on: (1) the standard indirect approach of split-regression, which fits regressions separately in both treatment groups and assigns an individual to the treatment option under which predicted outcome is more desirable; (2) the direct approach of outcome-weighted-learning proposed by Yingqi Zhao, Donglin Zeng, A. John Rush, and Michael Kosorok (2012) <doi:10.1080/01621459.2012.695674>; (3) the direct approach, which we refer to as direct-interactions, proposed by Shuai Chen, Lu Tian, Tianxi Cai, and Menggang Yu (2017) <doi:10.1111/biom.12676>. Please see the vignette for a walk-through of how to start with an observational dataset whose design is understood scientifically and end up with a treatment rule that is trustworthy statistically, along with an estimation of rule benefit in an independent sample.

glmnet

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Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model. Two recent additions are the multiple-response Gaussian, and the grouped multinomial regression. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the papers listed in the URL below.

hiertest

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Implementation of the convex hierarchical testing (CHT) procedure introduced in Bien, Simon, and Tibshirani (2015) Convex Hierarchical Testing of Interactions. Annals of Applied Statistics. Vol. 9, No. 1, 27-42.

TrioSGL

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Fit a trio model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. This package is based on Noah Simon, et al. (2011) <doi:10.1080/10618600.2012.681250>.

vimp

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Calculate point estimates of and valid confidence intervals for nonparametric variable importance measures in high and low dimensions, using flexible estimators of the underlying regression functions. For more information about the methods, please see Williamson et al. (2017) <https://biostats.bepress.com/uwbiostat/paper422/>.