Chapter Hands-on Code

Preliminary

Install complementary R package recode.

library(devtools) devtools::install_github("adallak/recode")

Chapter 2: Regularized Regression & Thresholding

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Chapter 3: Dependencies and Covariances

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Chapter 5: Multivariate Regressions and Graphs

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Chapter 6: Covariance Regressions

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Chapter 7: PCA and Factor Models

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Chapter 8: Shrinkage and Thresholding

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Chapter 9: Undirected Graphical Models

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Chapter 10: Directed Graphs

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Chapter 11: The World of Time Series Data

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