SvmPath: fit the entire regularization path for the SVM
The software, written in the S language for R, computes the entire solution path for the two-class SVM model. The solution is calculated for every value of the cost parameter C, essentially with the same computing cost of a single SVM solution.
Written by Trevor Hastie.
Go to Webpage

LARS: Least Angle Regression software
The software, written in the S language, computes the entire LAR, Lasso, or (epsilon) forward stagewise coefficient path in the same order of computations as a single least-squares fit.
Written by Brad Efron and Trevor Hastie.
Go to Webpage

Gene Shaving
A method for finding small clusters of highly correlated genes with large variance across the samples. See online version of gene shaving paper at Genome Biology by Trevor Hastie, Rob Tibshirani and coauthors
Code part of the GeneClust software written by Kim Anh Do and colleagues, and based on the original code by Trevor Hastie and Rob Tibshirani
Go to Geneclust homepage

Smart Prediction
Routines in Splus and R for making predictions "smarter" in the context of the formula language for statistical models such as lm() and glm().
Written by Thomas Yee and Trevor Hastie.
Go to Webpage

mda
S routines for Flexible Discriminant Analysis, Penalized Discriminant Analysis and Nonparametric Mixture Discriminant Analysis models. These tools are enhancements on the discr and gdiscr functions, and allow linear, polynomial, and nonparametric versions of discriminant analysis and mixture models. There are easy to use predict methods, as well as a postscript version of a paper describing the techniques.
Written by Trevor Hastie and Rob Tibshirani.
Download Shell archive for Splus or else go to the R contributed page and click on mda

gamfit
FORTRAN program for fitting generalized additive models.
Written by Trevor Hastie and Rob Tibshirani.
Shell archive

principal.curve
S functions for fitting principal curves.
Written by Trevor Hastie.
Shell archive

safe.predict
Modified versions of bs() and ns() that allow safe predictions, especially in the context of the S modelling functions. New predict() methods as well.
Written by Trevor Hastie.
Shell archive

s.to.latex
Tools for converting S help files and S code to latex, and a corresponding latex .sty file.
Written by John Chambers and Trevor Hastie
Shell archive