Software

 

R Packages

Fused Lasso Additive Model [CRAN flam package]
Fits the fused lasso additive model. Feature selection is automatically performed, and each included feature’s fit is estimated to be piecewise constant with a small number of adaptively-chosen knots.
Reference: Petersen A, Witten D, and N Simon (2016). “Fused Lasso Additive Model.” Journal of Computational and Graphical Statistics, 25(4): 1005-1025. [arXiv]

Convex Regression With Interpretable Sharp Partitions [CRAN crisp package]
Implements convex regression with interpretable sharp partitions, which is an interpretable yet non-additive model. CRISP partitions the covariate space into blocks in a data-adaptive way, and fits a mean model within each block.
Reference: Petersen A, Simon N, and D Witten (2016). “Convex Regression with Interpretable Sharp Partitions.” Journal of Machine Learning Research, 17(94): 1-31. [pdf]

SCALPEL [CRAN scalpel package] [R vignette] [R vignette code] [R vignette video] [R vignette video code
Identifies the locations of neurons, and estimates their calcium concentrations over time using the SCALPEL method. Applicable to one- or two-photon calcium imaging data.
Reference: Petersen A, Simon N, and D Witten. “SCALPEL: Extracting Neurons from Calcium Imaging Data.” [pdf] [Section 6.1 supplementary] [Section 6.2.1 supplementary] [Section 6.2.2 supplementary] [Code and raw data]

Shiny Apps

Fused Lasso Additive Model
Try out FLAM on [simulated data] or [your own data].

Selected apps developed for UW’s Biostat 536: Categorical Data Analysis
[Exploring Matched Case-Control Sampling]
[Collapsibility of Relative Risks, Risk Difference, and Odds Ratios]
[Understanding Linear and Quadratic Splines]