sparseBC

R package to perform sparse biclustering 
References: Tan KM and Witten D (2014).  Sparse Biclustering of Transposable Data.  Journal of Computational and Graphical Statistics (23)4:985-1008
Maintainer: Kean Ming Tan 

rifle (preliminary version)

R package to solve high-dimensional sparse generalized eigenvalue problem
References: Tan et al (2018+). Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow.
Journal of the Royal Statistical Society: Series B, 80(5):1057-1086
Maintainer: Kean Ming Tan

hglasso

R package to learn graphs with hubs
References: Tan et al (2014). Learning Graphical Models with Hubs.  Journal of Machine Learning Research 15(Oct):3297-3331
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​Maintainer: Kean Ming Tan

conquer 

R package for fitting smoothed quantile regression
References: He et. al. (2021). Smoothed Quantile Regression with Large-Scale Inference.
Journal of Econometrics, in press

Maintainer: Xiaoou Pan