We provide a framework for testing the probability of ruin in the classical (compound Poisson) risk process. It also includes some procedures for assessing and comparing the performance between the bootstrap test and the test using asymptotic normality.

An R interface to the Base dos Dados API <https://basedosdados.org/docs/api_reference_python/>). Authenticate your project, query our tables, save data to disk and memory, all from R.

This package performs general Bayesian estimation method of linearâ bilinear models for genotype à environment interaction. The method is explained in Perez-Elizalde, S., Jarquin, D., and Crossa, J. (2011) (<doi:10.1007/s13253-011-0063-9>).

Implementation of a collection of MCMC methods for Bayesian structure learning of directed acyclic graphs (DAGs), both from continuous and discrete data. For efficient inference on larger DAGs, the space of DAGs is pruned according to the data. To filter the search space, the algorithm employs a hybrid approach, combining constraint-based learning with search and score. A reduced search space is initially defined on the basis of a skeleton obtained by means of the PC-algorithm, and then iteratively improved with search and score. Search and score is then performed following two approaches: Order MCMC, or Partition MCMC. The BGe score is implemented for continuous data and the BDe score is implemented for binary data or categorical data. The algorithms may provide the maximum a posteriori (MAP) graph or a sample (a collection of DAGs) from the posterior distribution given the data. All algorithms are also applicable for structure learning and sampling for dynamic Bayesian networks. References: J. Kuipers, P. Suter, G. Moffa (2022) <doi:10.1080/10618600.2021.2020127>, N. Friedman and D. Koller (2003) <doi:10.1023/A:1020249912095>, J. Kuipers and G. Moffa (2017) <doi:10.1080/01621459.2015.1133426>, M. Kalisch et al. (2012) <doi:10.18637/jss.v047.i11>, D. Geiger and D. Heckerman (2002) <doi:10.1214/aos/1035844981>, P. Suter, J. Kuipers, G. Moffa, N.Beerenwinkel (2023) <doi:10.18637/jss.v105.i09>.

This package implements optimal matching with near-fine balance in large observational studies with the use of optimal calipers to get a sparse network. The caliper is optimal in the sense that it is as small as possible such that a matching exists. The main functions in the bigmatch package are optcal() to find the optimal caliper, optconstant() to find the optimal number of nearest neighbors, and nfmatch() to find a near-fine balance match with a caliper and a restriction on the number of nearest neighbors. Yu, R., Silber, J. H., and Rosenbaum, P. R. (2020). <DOI:10.1214/19-sts699>.

This package provides a build system based on GNU make that creates and maintains (simply) make files in an R session and provides GUI debugging support through Microsoft Visual Code'.

Fetches monthly financial tables and banking sector data published on the official website of the Banking Regulation and Supervision Agency of Turkey and also enables you to save it as an Excel file. It is a R implementation of the Python package <https://pypi.org/project/bddkdata/>.

Allows the estimation and prediction for binary Gaussian process model. The mean function can be assumed to have time-series structure. The estimation methods for the unknown parameters are based on penalized quasi-likelihood/penalized quasi-partial likelihood and restricted maximum likelihood. The predicted probability and its confidence interval are computed by Metropolis-Hastings algorithm. More details can be seen in Sung et al (2017) <arXiv:1705.02511>.

This package implements Bayesian Lasso regression using efficient Gibbs sampling algorithms, including modified versions of the Hans and Parkâ Casella (PC) samplers. Includes functions for working with the Lasso distribution, such as its density, cumulative distribution, quantile, and random generation functions, along with moment calculations. Also includes a function to compute the Mills ratio. Designed for sparse linear models and suitable for high-dimensional regression problems.

This package implements the Block-wise Rank in Similarity Graph Edge-count test (BRISE), a rank-based two-sample test designed for block-wise missing data. The method constructs (pattern) pair-wise similarity graphs and derives quadratic test statistics with asymptotic chi-square distribution or permutation-based p-values. It provides both vectorized and congregated versions for flexible inference. The methodology is described in Zhang, Liang, Maile, and Zhou (2025) <doi:10.48550/arXiv.2508.17411>.

Bayes Watch fits an array of Gaussian Graphical Mixture Models to groupings of homogeneous data in time, called regimes, which are modeled as the observed states of a Markov process with unknown transition probabilities. In doing so, Bayes Watch defines a posterior distribution on a vector of regime assignments, which gives meaningful expressions on the probability of every possible change-point. Bayes Watch also allows for an effective and efficient fault detection system that assesses what features in the data where the most responsible for a given change-point. For further details, see: Alexander C. Murph et al. (2023) <doi:10.48550/arXiv.2310.02940>.

Collection of tools to make R more convenient. Includes tools to summarize data using statistics not available with base R and manipulate objects for analyses.

This package provides tools to estimate soil organic carbon stocks and sequestration rates in blue carbon ecosystems. BlueCarbon contains functions to estimate and correct for core compaction, estimate sample thickness, estimate organic carbon content from organic matter content, estimate organic carbon stocks and sequestration rates, and visualize the error of carbon stock extrapolation.

Permutational method to incorporate taxonomic uncertainty and some functions to assess its effects on parameters of some widely used multivariate methods in ecology, as explained in Cayuela et al. (2011) <doi:10.1111/j.1600-0587.2009.05899.x>.

Fit Bayesian Gaussian graphical models. The methods are separated into two Bayesian approaches for inference: hypothesis testing and estimation. There are extensions for confirmatory hypothesis testing, comparing Gaussian graphical models, and node wise predictability. These methods were recently introduced in the Gaussian graphical model literature, including Williams (2019) <doi:10.31234/osf.io/x8dpr>, Williams and Mulder (2019) <doi:10.31234/osf.io/ypxd8>, Williams, Rast, Pericchi, and Mulder (2019) <doi:10.31234/osf.io/yt386>.

Simulate multivariate data with arbitrary marginal distributions. bigsimr is a package for simulating high-dimensional multivariate data with a target correlation and arbitrary marginal distributions via Gaussian copula. It utilizes the Julia package Bigsimr.jl for its core routines.

This package provides a matrix-like data structure that allows for efficient, convenient, and scalable subsetting of binary genotype/phenotype files generated by PLINK (<https://www.cog-genomics.org/plink2>), the whole genome association analysis toolset, without loading the entire file into memory.

View and analyze data where bunching is expected. Estimate counter- factual distributions. For earnings data, estimate the compensated elasticity of earnings w.r.t. the net-of-tax rate.

This package provides functions to produce MCMC samples for posterior inference in semiparametric Bayesian discrete time competing risks recurrent events models and multistate models.

Adjusting the bias due to residual confounding (often called treatment selection bias) in estimating the treatment effect in a proportional hazard model, as described in Williamson et al. (2022) <doi:10.1158/1078-0432.ccr-21-2468>.

Transforms focal observations data, where different types of social interactions can be recorded by multiple observers, into asymmetric data matrices. Each cell in these matrices provides counts on the number of times a specific type of social interaction was initiated by the row subject and directed to the column subject.

Fork-safe, raw access to the Amazon Web Services ('AWS') SDK via the boto3 Python module, and convenient helper functions to query the Simple Storage Service ('S3') and Key Management Service ('KMS'), partial support for IAM', the Systems Manager Parameter Store and Secrets Manager'.

General-purpose MCMC and SMC samplers, as well as plot and diagnostic functions for Bayesian statistics, with a particular focus on calibrating complex system models. Implemented samplers include various Metropolis MCMC variants (including adaptive and/or delayed rejection MH), the T-walk, two differential evolution MCMCs, two DREAM MCMCs, and a sequential Monte Carlo (SMC) particle filter.

The Bayesian Markov renewal mixed models take sequentially observed categorical data with continuous duration times, being either state duration or inter-state duration. These models comprehensively analyze the stochastic dynamics of both state transitions and duration times under the influence of multiple exogenous factors and random individual effect. The default setting flexibly models the transition probabilities using Dirichlet mixtures and the duration times using gamma mixtures. It also provides the flexibility of modeling the categorical sequences using Bayesian Markov mixed models alone, either ignoring the duration times altogether or dividing duration time into multiples of an additional category in the sequence by a user-specific unit. The package allows extensive inference of the state transition probabilities and the duration times as well as relevant plots and graphs. It also includes a synthetic data set to demonstrate the desired format of input data set and the utility of various functions. Methods for Bayesian Markov renewal mixed models are as described in: Abhra Sarkar et al., (2018) <doi:10.1080/01621459.2018.1423986> and Yutong Wu et al., (2022) <doi:10.1093/biostatistics/kxac050>.