Commonly used Machine learning algorithms implemented by R.
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Calling C++ from R using Rcpp
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Optimization algorithms
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Linear Regression
- Computing the least squares solution without matrix inversion
- Sure independent screening (SIS)
- LASSO regression
- Computing the lasso solution using coordinate descent (CD)
- Adaptive LASSO regression
- Principal components analysis (PCA)
- Principal components regression (PCR)
- SVD for data compression
- SVD of a huge matrix
- Kalman filter for the dynamic linear model with streaming data
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Nonlinear Regression
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Classification
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Networks