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")