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Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Optimization and Control · Mathematics 2010-12-24 Youwei Zhang , Alexandre d'Aspremont , Laurent El Ghaoui

A number of numeric approaches to simulate Poisson point processes with arbitrary event rates are presented and implemented for R. They include the simulation of the number of points and their location as well as the determination of…

Probability · Mathematics 2019-05-21 Niklas Hohmann

This paper complements "Writing R Extensions," the official guide for writing R extensions, for those interested in developing R packages using Rust. It highlights idiosyncrasies of R and Rust that must be addressed by any integration and…

Programming Languages · Computer Science 2021-08-17 David B. Dahl

Calling multi-threaded C++ code from R has its perils. Since the R interpreter is single-threaded, one must not check for user interruptions or print to the R console from multiple threads. One can, however, synchronize with R from the main…

Computation · Statistics 2021-02-09 Thomas Nagler

This paper provides the description of a novel, multi-purpose spline library. In accordance with the increasingly diverse modes of usage of splines, it is multi-purpose in the sense that it supports geometry representation, finite element…

Mathematical Software · Computer Science 2020-02-28 Markus Frings , Norbert Hosters , Corinna Müller , Max Spahn , Christoph Susen , Konstantin Key , Stefanie Elgeti

We present a suite of packages in R, Python, Julia, and C++ that efficiently solve the Sorted L-One Penalized Estimation (SLOPE) problem. The packages feature a highly efficient hybrid coordinate descent algorithm that fits generalized…

Computation · Statistics 2025-11-18 Johan Larsson , Malgorzata Bogdan , Krystyna Grzesiak , Mathurin Massias , Jonas Wallin

Graphical designs are a framework for sampling and numerical integration of functions on graphs. In this note, we introduce a method to address the trade-off between graphical design sparsity and accuracy. We show how to obtain sparse…

Optimization and Control · Mathematics 2023-09-18 Hessa Al-Thani , Catherine Babecki , J. Carlos Martínez Mori

Spatial designs for monitoring stream networks, especially ephemeral systems, are typically non-standard, `sparse' and can be very complex, reflecting the complexity of the ecosystem being monitored, the scale of the population, and the…

Methodology · Statistics 2008-09-12 Melissa J. Dobbie , Brent L. Henderson , Don L. Stevens

The linked micromaps approach was originally developed as an improvement to choropleth maps for displaying statistical summaries connected with spatial areal units, such as countries, states, and counties. Two R packages to create linked…

Applications · Statistics 2026-04-15 Randall Powers , Wendy Martinez

Population size estimation is a major challenge in official statistics, social sciences, and natural sciences. The problem can be tackled by applying capture-recapture methods, which vary depending on the number of sources used,…

Applications · Statistics 2025-01-10 Piotr Chlebicki , Maciej Beręsewicz

We introduce the R package \CRANpkg{SIHR} for statistical inference in high-dimensional generalized linear models with continuous and binary outcomes. The package provides functionalities for constructing confidence intervals and performing…

Computation · Statistics 2023-05-03 Prabrisha Rakshit , Zhenyu Wang , T. Tony Cai , Zijian Guo

I present a fast Python tool, SpectRes, for carrying out the resampling of spectral flux densities and their associated uncertainties onto different wavelength grids. The function works with any grid of wavelength values, including…

Instrumentation and Methods for Astrophysics · Physics 2017-05-16 A. C. Carnall

This paper presents a new ensemble learning method for classification problems called projection pursuit random forest (PPF). PPF uses the PPtree algorithm introduced in Lee et al. (2013). In PPF, trees are constructed by splitting on…

Machine Learning · Statistics 2021-05-24 Natalia da Silva , Dianne Cook , Eun-Kyung Lee

In this article, we introduce the R package portes with extensive illustrative applications. The asymptotic distributions and the Monte Carlo procedures of the most popular univariate and multivariate portmanteau test statistics, including…

Applications · Statistics 2020-05-05 Esam Mahdi

The R software package rSPDE contains methods for approximating Gaussian random fields based on fractional-order stochastic partial differential equations (SPDEs). A common example of such fields are Whittle-Mat\'ern fields on bounded…

Computation · Statistics 2025-02-28 David Bolin , Alexandre B. Simas

In molecular biology, advances in high-throughput technologies have made it possible to study complex multivariate phenotypes and their simultaneous associations with high-dimensional genomic and other omics data, a problem that can be…

Methodology · Statistics 2021-12-02 Zhi Zhao , Marco Banterle , Leonardo Bottolo , Sylvia Richardson , Alex Lewin , Manuela Zucknick

Sparse residual tree (SRT) is an adaptive exploration method for multivariate scattered data approximation. It leads to sparse and stable approximations in areas where the data is sufficient or redundant, and points out the possible local…

Numerical Analysis · Mathematics 2019-05-15 Xin Xu , Xiaopeng Luo

In the Python world, NumPy arrays are the standard representation for numerical data. Here, we show how these arrays enable efficient implementation of numerical computations in a high-level language. Overall, three techniques are applied…

Mathematical Software · Computer Science 2011-03-14 Stefan Van Der Walt , S. Chris Colbert , Gaël Varoquaux

We present a language-agnostic range algebra that derives correct index intervals for splitting arrays and implementing binary search, eliminating off-by-one and empty-range bugs. From two primitives -- $\lfloor n/2\rfloor$ and $\lceil…

Programming Languages · Computer Science 2025-10-22 Aleksandar Perisic

The maximum clique problem finds applications in computer vision, bioinformatics, and network analysis, many of which involve the construction of correspondence graphs to find similarities between two given objects. cliquematch is a Python…

Mathematical Software · Computer Science 2021-12-03 Gautham Venkatasubramanian