Analysis of multivariate data with two-way completely randomized factorial design. The analysis is based on fully nonparametric, rank-based methods and uses test statistics based on the Dempster's ANOVA, Wilk's Lambda, Lawley-Hotelling and Bartlett-Nanda-Pillai criteria. The multivariate response is allowed to be ordinal, quantitative, binary or a mixture of the different variable types. The package offers two functions performing the analysis, one for small and the other for large sample sizes. The underlying methodology is largely described in Bathke and Harrar (2016) <doi:10.1007/978-3-319-39065-9_7> and in Munzel and Brunner (2000) <doi:10.1016/S0378-3758(99)00212-8> and in Kiefel and Bathke (2022) <doi:10.1515/stat-2022-0112>.

Routines for fitting and simulating data under autoregressive fractionally integrated moving average (ARFIMA) models, without the constraint of covariance stationarity. Two fitting methods are implemented, a pseudo-maximum likelihood method and a minimum distance estimator. Mayoral, L. (2007) <doi:10.1111/j.1368-423X.2007.00202.x>. Beran, J. (1995) <doi:10.1111/j.2517-6161.1995.tb02054.x>.

This package provides functions complementary to packages nicheROVER and SIBER allowing the user to extract Bayesian estimates from data objects created by the packages nicheROVER and SIBER'. Please see the following publications for detailed methods on nicheROVER and SIBER Hansen et al. (2015) <doi:10.1890/14-0235.1>, Jackson et al. (2011) <do i:10.1111/j.1365-2656.2011.01806.x>, and Layman et al. (2007) <doi:10.1890/0012-9658(2007)88[42:CSIRPF]2.0.CO;2>, respectfully.

This package implements the navigated weighting (NAWT) proposed by Katsumata (2020) <arXiv:2005.10998>, which improves the inverse probability weighting by utilizing estimating equations suitable for a specific pre-specified parameter of interest (e.g., the average treatment effects or the average treatment effects on the treated) in propensity score estimation. It includes the covariate balancing propensity score proposed by Imai and Ratkovic (2014) <doi:10.1111/rssb.12027>, which uses covariate balancing conditions in propensity score estimation. The point estimate of the parameter of interest as well as coefficients for propensity score estimation and their uncertainty are produced using the M-estimation. The same functions can be used to estimate average outcomes in missing outcome cases.

Includes assorted tools for network analysis. Bridge centrality; goldbricker; MDS, PCA, & eigenmodel network plotting.

Despite that several tests for normality in stationary processes have been proposed in the literature, consistent implementations of these tests in programming languages are limited. Seven normality test are implemented. The asymptotic Lobato & Velasco's, asymptotic Epps, Psaradakis and Vávra, Lobato & Velasco's and Epps sieve bootstrap approximations, El bouch et al., and the random projections tests for univariate stationary process. Some other diagnostics such as, unit root test for stationarity, seasonal tests for seasonality, and arch effect test for volatility; are also performed. Additionally, the El bouch test performs normality tests for bivariate time series. The package also offers residual diagnostic for linear time series models developed in several packages.

Factorize binary matrices into rank-k components using the logistic function in the updating process. See e.g. Tomé et al (2015) <doi:10.1007/s11045-013-0240-9> .

Additional nonlinear regression functions using self-start (SS) algorithms. One of the functions is the Beta growth function proposed by Yin et al. (2003) <doi:10.1093/aob/mcg029>. There are several other functions with breakpoints (e.g. linear-plateau, plateau-linear, exponential-plateau, plateau-exponential, quadratic-plateau, plateau-quadratic and bilinear), a non-rectangular hyperbola and a bell-shaped curve. Twenty eight (28) new self-start (SS) functions in total. This package also supports the publication Nonlinear regression Models and applications in agricultural research by Archontoulis and Miguez (2015) <doi:10.2134/agronj2012.0506>, a book chapter with similar material <doi:10.2134/appliedstatistics.2016.0003.c15> and a publication by Oddi et. al. (2019) in Ecology and Evolution <doi:10.1002/ece3.5543>. The function nlsLMList uses nlsLM for fitting, but it is otherwise almost identical to nlme::nlsList'.In addition, this release of the package provides functions for conducting simulations for nlme and gnls objects as well as bootstrapping. These functions are intended to work with the modeling framework of the nlme package. It also provides four vignettes with extended examples.

Generates functional Magnetic Resonance Imaging (fMRI) time series or 4D data. Some high-level functions are created for fast data generation with only a few arguments and a diversity of functions to define activation and noise. For more advanced users it is possible to use the low-level functions and manipulate the arguments. See Welvaert et al. (2011) <doi:10.18637/jss.v044.i10>.

This package implements likelihood inference based on higher order approximations for nonlinear models with possibly non constant variance.

Count the occurrence of sequences of values in a vector that meets certain conditions of length and magnitude. The method is based on the Run Length Encoding algorithm, available with base R, inspired by A. H. Robinson and C. Cherry (1967) <doi:10.1109/PROC.1967.5493>.

This package creates quasi-proportional Venn diagrams with an arbitrary number of sets. It is related to the old nVennR package, but the algorithm and use have been reworked.

Calculation and presentation of decision-invariant bias adjustment thresholds and intervals for Network Meta-Analysis, as described by Phillippo et al. (2018) <doi:10.1111/rssa.12341>. These describe the smallest changes to the data that would result in a change of decision.

This package provides a method for obtaining nonparametric estimates of regression models with or without factor-by-curve interactions using local polynomial kernel smoothers or splines. Additionally, a parametric model (allometric model) can be estimated.

Two implementations of canonical correlation analysis (CCA) that are based on iterated regression. By choosing the appropriate regression algorithm for each data domain, it is possible to enforce sparsity, non-negativity or other kinds of constraints on the projection vectors. Multiple canonical variables are computed sequentially using a generalized deflation scheme, where the additional correlation not explained by previous variables is maximized. nscancor() is used to analyze paired data from two domains, and has the same interface as cancor() from the stats package (plus some extra parameters). mcancor() is appropriate for analyzing data from three or more domains. See <https://sigg-iten.ch/learningbits/2014/01/20/canonical-correlation-analysis-under-constraints/> and Sigg et al. (2007) <doi:10.1109/MLSP.2007.4414315> for more details.

An implementation of some of the core network package functionality based on a simplified data structure that is faster in many research applications. This package is designed for back-end use in the statnet family of packages, including EpiModel'. Support is provided for binary and weighted, directed and undirected, bipartite and unipartite networks; no current support for multigraphs, hypergraphs, or loops.

This package provides a set of functions to visualize National Football League analysis in ggplot2 plots and gt tables.

R functions for (non)linear time series analysis with an emphasis on nonparametric autoregression and order estimation, and tests for linearity / additivity.

Estimate the correlation between two NIfTI images across random parcellations of the images (Fortea et al., under review). This approach overcomes the problems of both voxel-based correlations (neighbor voxels may be spatially dependent) and atlas-based correlations (the correlation may depend on the atlas used).

Nonparametric efficiency measurement and statistical inference via DEA type estimators (see Färe, Grosskopf, and Lovell (1994) <doi:10.1017/CBO9780511551710>, Kneip, Simar, and Wilson (2008) <doi:10.1017/S0266466608080651> and Badunenko and Mozharovskyi (2020) <doi:10.1080/01605682.2019.1599778>) as well as Stochastic Frontier estimators for both cross-sectional data and 1st, 2nd, and 4th generation models for panel data (see Kumbhakar and Lovell (2003) <doi:10.1017/CBO9781139174411>, Badunenko and Kumbhakar (2016) <doi:10.1016/j.ejor.2016.04.049>). The stochastic frontier estimators can handle both half-normal and truncated normal models with conditional mean and heteroskedasticity. The marginal effects of determinants can be obtained.

This permutation based hypothesis test, suited for several types of data supported by the estimateNetwork function of the bootnet package (Epskamp & Fried, 2018), assesses the difference between two networks based on several invariance measures (network structure invariance, global strength invariance, edge invariance, several centrality measures, etc.). Network structures are estimated with l1-regularization. The Network Comparison Test is suited for comparison of independent (e.g., two different groups) and dependent samples (e.g., one group that is measured twice). See van Borkulo et al. (2021), available from <doi:10.1037/met0000476>.

Spatial (cross-)covariance and related geostatistical tools: the nonparametric (cross-)covariance function , the spline correlogram, the nonparametric phase coherence function, local indicators of spatial association (LISA), (Mantel) correlogram, (Partial) Mantel test.

This package provides a compact variation of the usual syntax of function declaration, in order to support tidyverse-style quasiquotation of a function's arguments and body.

Support the book: Wu CO and Tian X (2018). Nonparametric Models for Longitudinal Data. Chapman & Hall/CRC (to appear); and provide fit for using global and local smoothing methods for the conditional-mean and conditional-distribution based models with longitudinal Data.