cheapknockoff: cost-conscious feature selection

cheapknockoff implements a procedure for performing feature selection in a cost-conscious manner.

sprintr: Large-scale Interaction Modeling using a Reluctant Principle

sprintr implements a computationally efficient method built on a reluctant principle to fit large interaction models.

natural: Estimating the Error Variance in a High-Dimensional Linear Model

natural implements two error variance estimation methods in high-dimensional linear models.

varband: Variable Banding of Large Precision Matrices

varband is an R package for estimating a lower-triangular matrix that encodes local dependence structure in ordered data.