The mFilter package implements several time series filters useful for smoothing and extracting trend and cyclical components of a time series. The routines are commonly used in economics and finance, however they should also be interest to other areas. Currently, Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters are included in the package.

It implements a new procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data (Grimonprez et al. (2023) <doi:10.18637/jss.v106.i03>).

This package provides essential tools for the pre-processing techniques of matching and weighting multiply imputed datasets. The package includes functions for matching within and across multiply imputed datasets using various methods, estimating weights for units in the imputed datasets using multiple weighting methods, calculating causal effect estimates in each matched or weighted dataset using parametric or non-parametric statistical models, and pooling the resulting estimates according to Rubin's rules (please see <https://journal.r-project.org/archive/2021/RJ-2021-073/> for more details).

Computing transitive (and non-transitive) index numbers (Coelli et al., 2005 <doi:10.1007/b136381>) for cross-sections and panel data. For the calculation of transitive indexes, the EKS (Coelli et al., 2005 <doi:10.1007/b136381>; Rao et al., 2002 <doi:10.1007/978-1-4615-0851-9_4>) and Minimum spanning tree (Hill, 2004 <doi:10.1257/0002828043052178>) methods are implemented. Traditional fixed-base and chained indexes, and their growth rates, can also be derived using the Paasche, Laspeyres, Fisher and Tornqvist formulas.

This package provides a simulation modeling framework which significantly extends capabilities from the MGDrivE simulation package via a new mathematical and computational framework based on stochastic Petri nets. For more information about MGDrivE', see our publication: Sánchez et al. (2019) <doi:10.1111/2041-210X.13318> Some of the notable capabilities of MGDrivE2 include: incorporation of human populations, epidemiological dynamics, time-varying parameters, and a continuous-time simulation framework with various sampling algorithms for both deterministic and stochastic interpretations. MGDrivE2 relies on the genetic inheritance structures provided in package MGDrivE', so we suggest installing that package initially.

Computation of various confidence intervals (Altman et al. (2000), ISBN:978-0-727-91375-3; Hedderich and Sachs (2018), ISBN:978-3-662-56657-2) including bootstrapped versions (Davison and Hinkley (1997), ISBN:978-0-511-80284-3) as well as Hsu (Hedderich and Sachs (2018), ISBN:978-3-662-56657-2), permutation (Janssen (1997), <doi:10.1016/S0167-7152(97)00043-6>), bootstrap (Davison and Hinkley (1997), ISBN:978-0-511-80284-3), intersection-union (Sozu et al. (2015), ISBN:978-3-319-22005-5) and multiple imputation (Barnard and Rubin (1999), <doi:10.1093/biomet/86.4.948>) t-test; furthermore, computation of intersection-union z-test as well as multiple imputation Wilcoxon tests. Graphical visualizations: volcano plot, Bland-Altman plots (Bland and Altman (1986), <doi:10.1016/S0140-6736(86)90837-8>; Shieh (2018), <doi:10.1186/s12874-018-0505-y>), mean difference plot (Boehning et al. (2008), <doi:10.1177/0962280207081867>), plot of test statistic for permutation and bootstrap tests as well as objects of class htest.

Multivariate Analysis methods and data sets used in John Marden's book Multivariate Statistics: Old School (2015) <ISBN:978-1456538835>. This also serves as a companion package for the STAT 571: Multivariate Analysis course offered by the Department of Statistics at the University of Illinois at Urbana-Champaign ('UIUC').

Automated cell type annotation for single-cell RNA sequencing data using consensus predictions from multiple large language models. Integrates with Seurat objects and provides uncertainty quantification for annotations. Supports various LLM providers including OpenAI, Anthropic, and Google. For details see Yang et al. (2025) <doi:10.1101/2025.04.10.647852>.

Compute the coefficient of determination for outcomes in n-dimensions. May be useful for multidimensional predictions (such as a multinomial model) or calculating goodness of fit from latent variable models such as probabilistic topic models like latent Dirichlet allocation or deterministic topic models like latent semantic analysis. Based on Jones (2019) <arXiv:1911.11061>.

Multidimensional projection techniques are used to create two dimensional representations of multidimensional data sets.

Facilitates creation and manipulation of metric graphs, such as street or river networks. Further facilitates operations and visualizations of data on metric graphs, and the creation of a large class of random fields and stochastic partial differential equations on such spaces. These random fields can be used for simulation, prediction and inference. In particular, linear mixed effects models including random field components can be fitted to data based on computationally efficient sparse matrix representations. Interfaces to the R packages INLA and inlabru are also provided, which facilitate working with Bayesian statistical models on metric graphs. The main references for the methods are Bolin, Simas and Wallin (2024) <doi:10.3150/23-BEJ1647>, Bolin, Kovacs, Kumar and Simas (2023) <doi:10.1090/mcom/3929> and Bolin, Simas and Wallin (2023) <doi:10.48550/arXiv.2304.03190> and <doi:10.48550/arXiv.2304.10372>.

Simplifies Brazilian names phonetically using a custom metaphoneBR algorithm that preserves ending vowels. Useful for name matching processing preserving gender information carried generally by ending vowels in Portuguese. Mation (2025) <doi:10.6082/uchicago.15104>.

This package provides a set of functions to manage data shared on a MOLGENIS Armadillo server.

Datasets and functions for the book "Modélisation statistique par la pratique avec R", F. Bertrand, E. Claeys and M. Maumy-Bertrand (2019, ISBN:9782100793525, Dunod, Paris). The first chapter of the book is dedicated to an introduction to the R statistical software. The second chapter deals with correlation analysis: Pearson, Spearman and Kendall simple, multiple and partial correlation coefficients. New wrapper functions for permutation tests or bootstrap of matrices of correlation are provided with the package. The third chapter is dedicated to data exploration with factorial analyses (PCA, CA, MCA, MDA) and clustering. The fourth chapter is dedicated to regression analysis: fitting and model diagnostics are detailed. The exercises focus on covariance analysis, logistic regression, Poisson regression, two-way analysis of variance for fixed or random factors. Various example datasets are shipped with the package: for instance on pokemon, world of warcraft, house tasks or food nutrition analyses.

Defines colour palettes and themes for Michigan State University (MSU) publications and presentations. Palettes and themes are supported in both base R and ggplot2 graphics, and are intended to provide consistency between those creating documents and presentations.

This package provides tools for computing Monte Carlo standard errors (MCSE) in Markov chain Monte Carlo (MCMC) settings (survey in <doi:10.1201/b10905>, Chapter 7). MCSE computation for expectation and quantile estimators is supported as well as multivariate estimations. The package also provides functions for computing effective sample size and for plotting Monte Carlo estimates versus sample size.

This package provides a set of functions to obtain modified score test for generalized linear models.

Dataset and functions from the meta-analysis published in Medicine & Science in Sports & Exercise. It contains all the data and functions to reproduce the analysis. "Effectiveness of HIIE versus MICT in Improving Cardiometabolic Risk Factors in Health and Disease: A Meta-analysis". Felipe Mattioni Maturana, Peter Martus, Stephan Zipfel, Andreas M Nieà (2020) <doi:10.1249/MSS.0000000000002506>.

This package provides fast and accurate inference for the parameter estimation problem in Ordinary Differential Equations, including the case when there are unobserved system components. Implements the MAGI method (MAnifold-constrained Gaussian process Inference) of Yang, Wong, and Kou (2021) <doi:10.1073/pnas.2020397118>. A user guide is provided by the accompanying software paper Wong, Yang, and Kou (2024) <doi:10.18637/jss.v109.i04>.

Create beautiful and customizable tables to summarize several statistical models side-by-side. Draw coefficient plots, multi-level cross-tabs, dataset summaries, balance tables (a.k.a. "Table 1s"), and correlation matrices. This package supports dozens of statistical models, and it can produce tables in HTML, LaTeX, Word, Markdown, PDF, PowerPoint, Excel, RTF, JPG, or PNG. Tables can easily be embedded in Rmarkdown or knitr dynamic documents. Details can be found in Arel-Bundock (2022) <doi:10.18637/jss.v103.i01>.

Persistent interface to Macaulay2 <https://www.macaulay2.com> and front-end tools facilitating its use in the R ecosystem. For details see Kahle et. al. (2020) <doi:10.18637/jss.v093.i09>.

MatLab'-Style Modeling of Optimization Problems with R'. This package provides a set of convenience functions to transform a MatLab'-style optimization modeling structure to its ROI equivalent.

Companion package of Carrion-i-Silvestre & Sansó (2023): "Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series". It implements the Modified Iterative Cumulative Sum of Squares Algorithm, which is an extension of the Iterative Cumulative Sum of Squares (ICSS) Algorithm of Inclan and Tiao (1994), and it checks for changes in the unconditional variance of a time series controlling for the tail index of the underlying distribution. The fourth order moment is estimated non-parametrically to avoid the size problems when the innovations are non-Gaussian (see, Sansó et al., 2004). Critical values and p-values are generated using a Generalized Extreme Value distribution approach. References Carrion-i-Silvestre J.J & Sansó A (2023) <https://www.ub.edu/irea/working_papers/2023/202309.pdf>. Inclan C & Tiao G.C (1994) <doi:10.1080/01621459.1994.10476824>, Sansó A & Aragó V & Carrion-i-Silvestre J.L (2004) <https://dspace.uib.es/xmlui/bitstream/handle/11201/152078/524035.pdf>.

Fast approximate methods for mixed logistic regression in genome-wide analysis studies (GWAS). Two computationnally efficient methods are proposed for obtaining effect size estimates (beta) in Mixed Logistic Regression in GWAS: the Approximate Maximum Likelihood Estimate (AMLE), and the Offset method. The wald test obtained with AMLE is identical to the score test. Data can be genotype matrices in plink format, or dosage (VCF files). The methods are described in details in Milet et al (2020) <doi:10.1101/2020.01.17.910109>.