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I spread most of my code as R packages, with underlying routines in C/C/++ relying on the great Rcpp package and the outstanding armadillo library.

Most of them are now on my githubpage

References

1. Chiquet J: Description R package for inferring multi-variate/multi-attribute Gaussian graphical models, 2019
2. Chiquet J, Mariadassou M, Robin S: PLNmodels: Poisson lognormal models, 2019
3. Chiquet J, Dervieux V, Rigaill G: aricode: a package for efficient computations of standard clustering comparison measures, 2018
4. Tabouy T, Barbillon P, Chiquet J: missSBM: handling missing data in the Stochastic Bloc Model, 2018
5. Gutierrez P, Rigaill G, Chiquet J: Fused-Anova, 2018

Fused-ANOVA is a penalized method that solves the one-way ANOVA problem by collapsing the coefficients of K conditions. It reconstructs a balanced tree structure between the condition with a homotopy algorithm in O(K log(K)).

6. Chiquet J: SPRING: Structured selection of Primordial Relationships IN the General linear model, 2017

This package fits multivariate regression models using sparse conditional Gaussian graphical modeling with Laplacian regularization.

7. Perrot M, Levy-Leduc C, Chiquet J: MultiVarSel: Variable Selection in the Multivariate Linear Model, 2017
8. Brault V, Chiquet J: blockseg: two Dimensional Change-Points Detection, 2016

Segments a matrix in blocks with constant values. The underlying algorithm is a Lars-type algorithm where all the matrix operation can be computed explicitly.

9. Bouveyron C, Chiquet J, Latouche P, Mattei P-A: spinyReg: Sparse Generative Model and Its EM Algorithm, 2015

Implements a generative model that uses a spike-and-slab like prior distribution obtained by multiplying a deterministic binary vector. Such a model allows an EM algorithm, optimizing a type-II log-likelihood.