R-universe - cfwp (Carel F.W. Peeters)

rags2ridges - Ridge Estimation of Precision Matrices from High-Dimensional Data

Proper L2-penalized maximum likelihood estimators for precision matrices and supporting functions to employ these estimators in a graphical modeling setting. For details, see Peeters, Bilgrau, & van Wieringen (2022) <doi:10.18637/jss.v102.i04> and associated publications.

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c-plus-plusgraphical-modelsmachine-learningnetworksciencestatisticsopenblascpp

5.74 score 8 stars 68 scripts 546 downloads

FMradio - Factor Modeling for Radiomics Data

Functions that support stable prediction and classification with radiomics data through factor-analytic modeling. For details, see Peeters et al. (2019) <doi:10.48550/arXiv.1903.11696>.

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factor-analysismachine-learningradiomics

3.78 score 12 stars 2 scripts 470 downloads

HAMMER - High-Dimensional Factor-Analytic Representation Modeling and Metrics

The goal of 'HAMMER' is to provide factor analytic representation learning and associated determinacy metrics for very-high-dimensional data. It projects high-dimensional data onto low-dimensional generative latent sources and assesses the uncertainty in the projection. The projection is distribution-free, scale-equivariant, and efficient. For details, see Peeters (2026) <doi:10.48550/arXiv.2606.28854>.

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1.30 score 346 downloads