Rob Tibshirani

Stanford statistical learning software: collection of packages from the Hastie, Taylor, and Tibshirani labs [R]

selectiveInference: post-selection inference for forward stepwise regression, lasso, LAR and the many means problem. [R]

glmnet: Lasso and elastic-net regularized generalized linear models [R] [MATLAB] [comparison with Nesterov]

SAM: Significance Analysis of Microarrays [Excel] [R]

Correlate: A method for the integrative analysis of 2 genomic data sets [Excel]

PAM: Prediction Analysis for Microarrays [Excel] [R]

CGH-Miner: Calling gains and losses in array CGH data using the CLAC method [R]

Superpc: Supervised principal components [R]

Gene Set Analysis: Software and resources for inference on gene sets in microarray studies [R]

cghFLasso: Calling gains and losses in Array CGH [R]

Glasso: Graphical lasso [R, MATLAB]