Estimation of value and hedging strategy of call and put options, based on optimal hedging and Monte Carlo method, from Chapter 3 of Statistical Methods for Financial Engineering', by Bruno Remillard, CRC Press, (2013).

An implementation of the Blinder-Oaxaca decomposition for linear regression models.

Allows you to easily execute expensive compute operations only once, and save the resulting object to disk.

This package provides a single function options.ifunset(...) is contained herewith, which allows the user to set a global option ONLY if it is not already set. By this token, for package maintainers this function can be used in preference to the standard options(...) function, making provision for THEIR end user to place options(...) directives within their .Rprofile file, which will not be overridden at the point when a package is loaded.

This package provides tools to build single-event survival datasets from "OMOP CDM" cohorts and estimate survival outcomes. The package supports Kaplan-Meier, Cox proportional hazards, and parametric accelerated-failure-time models, with optional stratification by gender and age groups.

Estimate the positron emission tomography (PET) neuroreceptor occupancies from the total volumes of distribution of a set of regions of interest. Fitting methods include the simple reference region', ordinary least squares (sometimes known as occupancy plot), and restricted maximum likelihood estimation'.

This package provides a method for the quantitative prediction using omics data. This package provides functions to construct the quantitative prediction model using omics data.

Designed to enhance data validation and management processes by employing a set of functions that read a set of rules from a CSV or Excel file and apply them to a dataset. Funded by the National Renewable Energy Laboratory and Possibility Lab, maintained by the Moore Institute for Plastic Pollution Research.

This package provides a unified object-oriented framework for numerical optimizers in R. Supports minimization and maximization with any optimizer, optimization over more than one function argument, computation time measurement, and time limits for long optimization tasks.

This package provides a wrapper for optim for nonlinear regression problems; see Nocedal J and Write S (2006, ISBN: 978-0387-30303-1). Performs ordinary least squares (OLS), iterative re-weighted least squares (IRWLS), and maximum likelihood (MLE). Also includes the robust outlier detection (ROUT) algorithm; see Motulsky, H and Brown, R (2006) <doi:10.1186/1471-2105-7-123>.

I tend to repeat the same code chunks over and over again. At first, this was fine for me and I paid little attention to such redundancies. A little later, when I got tired of manually replacing Linux filepaths with the referring Windows versions, and vice versa, I started to stuff some very frequently used work-steps into functions and, even later, into a proper R package. And that's what this package is - a hodgepodge of various R functions meant to simplify (my) everyday-life coding work without, at the same time, being devoted to a particular scope of application.

Determine the sea area where the fishing boat operates. The latitude and longitude of geographic coordinates are used to match oceanic areas and economic sea areas. You can plot the distribution map with dotplot() function. Please refer to Flanders Marine Institute (2020) <doi:10.14284/403>.

Raman and (FT)IR spectral analysis tool for plastic particles and other environmental samples (Cowger et al. 2025, <doi:10.1021/acs.analchem.5c00962>). With read_any(), Open Specy provides a single function for reading individual, batch, or map spectral data files like .asp, .csv, .jdx, .spc, .spa, .0, and .zip. process_spec() simplifies processing spectra, including smoothing, baseline correction, range restriction and flattening, intensity conversions, wavenumber alignment, and min-max normalization. Spectra can be identified in batch using an onboard reference library using match_spec(). A bundled Shiny app is available via run_app() or online at <https://www.openanalysis.org/OpenSpecyV2/>.

Provide functionality for cancer subtyping using nearest centroids or machine learning methods based on TCGA data.

This package implements the One Rule (OneR) Machine Learning classification algorithm (Holte, R.C. (1993) <doi:10.1023/A:1022631118932>) with enhancements for sophisticated handling of numeric data and missing values together with extensive diagnostic functions. It is useful as a baseline for machine learning models and the rules are often helpful heuristics.

This package provides a generalised data structure for fast and efficient loading and data munching of sparse omics data. The OmicFlow requires an up-front validated metadata template from the user, which serves as a guide to connect all the pieces together by aligning them into a single object that is defined as an omics class. Once this unified structure is established, users can perform manual subsetting, visualisation, and statistical analysis, or leverage the automated autoFlow method to generate a comprehensive report.

Introduces optional types with some() and none, as well as match_with() from functional languages.

In bulk epigenome/transcriptome experiments, molecular expression is measured in a tissue, which is a mixture of multiple types of cells. This package tests association of a disease/phenotype with a molecular marker for each cell type. The proportion of cell types in each sample needs to be given as input. The package is applicable to epigenome-wide association study (EWAS) and differential gene expression analysis. Takeuchi and Kato (submitted) "omicwas: cell-type-specific epigenome-wide and transcriptome association study".

This package provides a collection of general-purpose helper functions that I (and maybe others) find useful when developing data science software. Includes tools for simulation, data transformation, input validation, and more.

It is a computer tool to estimate the item-sum score's reliability (composite reliability, CR) in multidimensional scales with overlapping items. An item that measures more than one domain construct is called an overlapping item. The estimation is based on factor models allowing unlimited cross-factor loadings such as exploratory structural equation modeling (ESEM) and Bayesian structural equation modeling (BSEM). The factor models include correlated-factor models and bi-factor models. Specifically for bi-factor models, a type of hierarchical factor model, the package estimates the CR hierarchical subscale/hierarchy and CR subscale/scale total. The CR estimator Omega-generic was proposed by Mai, Srivastava, and Krull (2021) <https://whova.com/embedded/subsession/enars_202103/1450751/1452993/>. The current version can only handle continuous data. Yujiao Mai contributes to the algorithms, R programming, and application example. Deo Kumar Srivastava contributes to the algorithms and the application example. Kevin R. Krull contributes to the application example. The package OmegaG was sponsored by American Lebanese Syrian Associated Charities (ALSAC). However, the contents of OmegaG do not necessarily represent the policy of the ALSAC.

Fits n-dimensional data by means of orthogonal nonlinear least-squares using Levenberg-Marquardt minimization and provides functionality for fit diagnostics and plotting. Delivers the same results as the ODRPACK Fortran implementation described in Boggs et al. (1989) <doi:10.1145/76909.76913>, but is implemented in pure R.

Extracts covariates from Observational Medical Outcomes Partnership (OMOP) Common Data Model (CDM) domains using an R-only pipeline. Supports configurable temporal windows, domain-specific covariates for drug exposure, drug era (including Anatomical Therapeutic Chemical (ATC) groupings), condition occurrence, condition era, concept sets and cohorts. Methods are based on the Observational Health Data Sciences and Informatics (OHDSI) framework described in Hripcsak et al. (2015) <doi:10.1038/sdata.2015.35> and "The Book of OHDSI" OHDSI (2019, ISBN:978-1-7923-0589-8).

Allows users to download and analyze official data on Brazil's federal budget through the SPARQL endpoint provided by the Integrated Budget and Planning System ('SIOP'). This package enables access to detailed information on budget allocations and expenditures of the federal government, making it easier to analyze and visualize these data. Technical information on the Brazilian federal budget is available (Portuguese only) at <https://www1.siop.planejamento.gov.br/mto/>. The SIOP endpoint is available at <https://www1.siop.planejamento.gov.br/sparql/>.

This package creates block designs of fixed size J with at least one treated and control unit per block. Blocks larger than pairs better distinguish effects caused by a treatment from unmeasured confounding in assignment of individuals to treatment. Somewhat counterintuitively, blocks larger than pairs can use more units while attaining better covariate balance and block homogeneity. A forthcoming manuscript by Brumberg and Rosenbaum details the design.