R Packages worth a look

Mixture Models with Component-Wise Factor Analyzers (EMMIXmfa)We provide functions to fit finite mixtures of multivariate normal or t-distributions to data with various factor analytic structures adopted for the c …

Generate Standardized Data (simstandard)Creates simulated data from structural equation models with standardized loading.

Multinomial Sparse Group Lasso (msgl)Multinomial logistic regression with sparse group lasso penalty. Simultaneous feature selection and parameter estimation for classification. Suitable f …

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