spikeslab
Spike and slab R package for high-dimensional linear regression models. Uses a generalized elastic net for variable selection. Parallel process enabled. [pdf]
BAMarray (3.0)
Java software for microarray data using Bayesian Analysis of Variance for Microarrays (BAM) [pdf]
boostmtree
Boosted multivariate trees for longitudinal data [pdf]
R package implementing Friedman's gradient descent boosting algorithm for longitudinal data using multivariate tree base learners. A time-covariate interaction effect is modeled using penalized B-splines (P-splines) with estimated adaptive smoothing parameter.
l2boost
Componentwise boosting for linear regression [pdf]
R package implementing Friedman's gradient boosting algorithm with L2-loss function and linear learner componentwise boosting. Includes the elasticNet data augmentation of Ehrlinger and Ishwaran (2012), which adds an L2 penalization (lambda) similar to the elastic net.