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Software

Welcome, and please feel free to download the following software packages.

Matlab packages

Envelope Algorithms

Demo / Tutorial Download (zip) Documentation (PDF) Paper: Fast Envelope Algorithms Paper: Algorithms for Envelope Estimation

Envelope Multivariate Linear Models

Demo / Tutorial 1: Simultaneous Envelope Model Paper: Simultaneous envelopes for multivariate linear regression Demo / Tutorial 2: Reduced Rank Envelope Model Paper: Envelopes and reduced-rank regression Documentation (PDF) Download (zip)

Tensor Response Regression

Demo / Tutorial Download (zip) Documentation (PDF) Paper: Parsimonious Tensor Response Regression

Tensor Envelope Partial Least Squares Regression

Download (zip) Paper: Tensor Envelope Partial Least Squares Regression

R packages

CATCH

Covariate-Adjusted Tensor Classification in High-dimensions.

catch on CRAN

TULIP

A Toolbox for Linear Discriminant Analysis with Penalties.

TULIP on CRAN

TRES

Tensor Regression with Envelope Structure and Three Generic Envelope Estimation Approaches.

TRES on CRAN

CLEMM

Clustering and Envelope Mixture Models.

CLEMM on GitHub