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Statovic


Last seen: 7 months ago Active since 2015

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Flexible mixture models for automatic clustering
This is a Matlab implementation of clustering (i.e., finite mixture models, unsupervised classification).

8 months ago | 12 downloads |

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KL divergence between two multivariate Gaussians
Function to efficiently compute the Kullback-Leibler divergence between two multivariate Gaussian distributions.

8 months ago | 3 downloads |

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Single Factor Analysis by MML
An implementation of the MML single factor analysis model.

8 months ago | 1 download |

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Flexible Bayesian penalized regression modelling
Bayesian lasso, horseshoe and horseshoe+ linear, logistic regression and count regression

11 months ago | 16 downloads |

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SMML codelength for data from the binomial distribution
This is an implementation of the polynomial time algorithm for computing the SMML codelength for data from the binomial distribu...

1 year ago | 1 download |

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randcorr
This function implements the algorithm by Pourahmadi and Wang for generating a random p x p correlation matrix.

2 years ago | 4 downloads |

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gigrnd(P, a, b, sampleSize)
Implementation of new Devroye algorithm for sampling from the GIG(p,a,b) distribution.

4 years ago | 2 downloads |

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Bayesian linear regression with the horseshoe hierarchy
This file implements Bayesian linear regression with the horseshoe hierarchy.

4 years ago | 3 downloads |

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Robust Lasso Regression with Student-t Residuals
Estimate robust lasso regression models with Student-t residuals

4 years ago | 2 downloads |

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FastRidge - fast ridge regression
Implementation of fast ridge regression tool that works efficiently for the case that p > n

6 years ago | 4 downloads |

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