• sglasso - R package that implements Simplified Graphical Lasso algorithm as in Dallakyan and Pourahmadi 2025.
• macho - R code for causal discovery using majorization as in Dallakyan and Ni 2025.
• FreDom - Python code for learning DAG from time series (FreDom algorithm) as in Dallakyan 2024.
• tsglasso - R package to estimate time series graphical lasso and sparse VAR as described in Dallakyan et. al 2022.
• SC - R package to estimate large nonstationary covariance matrices of replicated time series as described in Dallakyan and Pourahmadi 2022.
• graphiclasso - Stata package to implement graphical lasso algorithm. Also, see Dallakyan 2022.
• iforest - Stata package to implement isolation forest algorithm.