epertham/xLLiM: High Dimensional Locally-Linear Mapping

Provides a tool for non linear mapping (non linear regression) using a mixture of regression model and an inverse regression strategy. The methods include the GLLiM model (see Deleforge et al (2015) <DOI:10.1007/s11222-014-9461-5>) based on Gaussian mixtures and a robust version of GLLiM, named SLLiM (see Perthame et al (2016) <DOI:10.1016/j.jmva.2017.09.009>) based on a mixture of Generalized Student distributions. The methods also include BLLiM (see Devijver et al (2017) <arXiv:1701.07899>) which is an extension of GLLiM with a sparse block diagonal structure for large covariance matrices (particularly interesting for transcriptomic data).

install.packages("remotes")
remotes::install_github("epertham/xLLiM")