Some software
tt for Stata (last update: June 28, 2013)
Stata add-on implementing the treelet transform algorithm introduced in the paper by Lee, Nadler and Wasserman (2008).Treelets - an adaptive multi-scale basis for sparse unordered data. Ann. Appl. Statist. 2:435-471.
To install the add-on, make sure that you have Stata version 10 or higher installed.
Then type the following at the Stata prompt (omitting the dots):
. net install tt, from("http://www.gorst.dk/software/tt")
. ado describe tt
Details on the add-on can be found in the help files:
. help tt
. help tt postestimation
. help ttcv
To uninstall, type:
. ado uninstall tt
Source code can be found here (zipped).
ahaz for R
Various tools for estimation in the semiparametric additive hazards model, with focus on efficient (lasso) penalized regression.
To install, type the following at the R-prompt:
> install.packages("ahaz")
Alternatively, download the package (and source code) manually from CRAN.
To uninstall, type:
> remove.packages("ahaz")