Software

• R package: VDA
  Lange, K. and Wu, T.T.$ (2008) An MM Algorithm for Multicategory Vertex Discriminant Analysis. Journal of Computational and Graphical Statistics, Volume 17, No 3, 527-544.
  Fortran 90 program and example
  
  Wu, T.T.$ and Lange, K. (2010) Multicategory Vertex Discriminant Analysis for High-Dimensional Data. Annals of Applied Statistics, Volume 4, No 4, 1698-1721.
  Supplementary File: Proof of Proposition 1
• R package: CDLasso
  Wu, T.T.$ and Lange, K. (2008) Coordinate Descent Algorithms for Lasso Penalized Regression. Annals of Applied Statistics, Volume 2, No 1, 224-244.
  Supplementary Appendix: Weak Consistency of Lasso Penalized l1 Regression
  
  Wu, T.T.$, Chen, Y.F., Hastie, T., Sobel, E., and Lange, K. (2009) Genomewide Association Analysis by Lasso Penalized Logistic Regression. Bioinformatics, Volume 25, No 6, 714-721.
  Supplementary Data
• R package: splmm (Simultaneously Penalized Linear Mixed Effects Models)
  Yang, L.** and Wu, T.T.$ SPLMM: Linear Mixed-effects Models with Simultaneous Variable Selection. Under review.
• R package: cluster-splmm
  Yang, L.** and Wu, T.T.$ (2022) Model-Based Clustering of High-Dimensional Longitudinal Data via Regularization. Biometrics, accepted.