The RQuantLib package makes parts of QuantLib accessible from R The QuantLib project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, and risk management of financial assets.

Examples for Seamless R and C++ integration The Rcpp package contains a C++ library that facilitates the integration of R and C++ in various ways. This package provides some usage examples. Note that the documentation in this package currently does not cover all the features in the package. The site <https://gallery.rcpp.org> regroups a large number of examples for Rcpp'.

This package performs Principal Components Analysis (also known as PCA) dimensionality reduction in the context of a linear regression. In most cases, PCA dimensionality reduction is performed independent of the response variable for a regression. This captures the majority of the variance of the model's predictors, but may not actually be the optimal dimensionality reduction solution for a regression against the response variable. An alternative method, optimized for a regression against the response variable, is to use both PCA and a relative importance measure. This package applies PCA to a given data frame of predictors, and then calculates the relative importance of each PCA factor against the response variable. It outputs ordered factors that are optimized for model fit. By performing dimensionality reduction with this method, an individual can achieve a the same r-squared value as performing just PCA, but with fewer PCA factors. References: Yuri Balasanov (2017) <https://ilykei.com>.

This package implements the Amino Acid Annotation (A3) format using S7 classes. The A3 format is a structured schema for annotating amino acid sequences with site, region, post-translational modification (PTM), processing event, and variant information. Provides functions to create, read, and write A3 objects, and to import annotations from UniProt', AlphaFold', PDBe', ClinVar', and Ensembl'.

This package provides a modified implementation of stepwise regression that greedily searches the space of interactions among features in order to build polynomial regression models. Furthermore, the hypothesis tests conducted are valid-post model selection due to the use of a revisiting procedure that implements an alpha-investing rule. As a result, the set of rejected sequential hypotheses is proven to control the marginal false discover rate. When not searching for polynomials, the package provides a statistically valid algorithm to run and terminate stepwise regression. For more information, see Johnson, Stine, and Foster (2019) <arXiv:1510.06322>.

Calculate the matrices in Shiller (1991, <doi:10.1016/S1051-1377(05)80028-2>) that serve as the foundation for many repeat-sales price indexes.

Plots multiple run charts, finds successive signals of improvement, and revises medians when each signal occurs. Finds runs above, below, or on both sides of the median, and returns a plot and a data.table summarising original medians and any revisions, for all groups within the supplied data.

Interface to JDemetra+ 3.x (<https://github.com/jdemetra>) time series analysis software. It offers full access to txt, csv, xml and spreadsheets files which are meant to be read by JDemetra+ Graphical User Interface.

This package provides a community-maintained R wrapper for the LM Studio command line interface and API. Provides functions to manage the local daemon and server, download and load models, and interact with Large Language Models (LLMs).

This package provides a comprehensive set of regular expression functions based on those found in Python without relying on reticulate'. It provides functions that intend to (1) make it easier for users familiar with Python to work with regular expressions, (2) reduce the complexity often associated with regular expressions code, (3) and enable users to write more readable and maintainable code that relies on regular expression-based pattern matching.

An integrated solution to perform a series of text mining tasks such as importing and cleaning a corpus, and analyses like terms and documents counts, lexical summary, terms co-occurrences and documents similarity measures, graphs of terms, correspondence analysis and hierarchical clustering. Corpora can be imported from spreadsheet-like files, directories of raw text files, as well as from Dow Jones Factiva', LexisNexis', Europresse and Alceste files.

This package provides a tree bootstrap method for estimating uncertainty in respondent-driven samples (RDS). Quantiles are estimated by multilevel resampling in such a way that preserves the dependencies of and accounts for the high variability of the RDS process.

This package provides clean, tidy access to key economic indicators published by the Organisation for Economic Co-operation and Development ('OECD'), covering GDP, CPI inflation, unemployment, tax revenue, government deficit, health expenditure, education expenditure, income inequality, labour productivity, and current account balance across all 38 OECD member countries. Data is downloaded from the OECD Data Explorer API <https://data-explorer.oecd.org> on first use and cached locally for subsequent calls. Returns tidy long-format data frames ready for analysis and visualisation.

This package implements popular methods for matching in time-varying observational studies. Matching is difficult in this scenario because participants can be treated at different times which may have an influence on the outcomes. The core methods include: "Balanced Risk Set Matching" from Li, Propert, and Rosenbaum (2011) <doi:10.1198/016214501753208573> and "Propensity Score Matching with Time-Dependent Covariates" from Lu (2005) <doi:10.1111/j.1541-0420.2005.00356.x>. Some functions use the Gurobi optimization back-end to improve the optimization problem speed; the gurobi R package and associated software can be downloaded from <https://www.gurobi.com> after obtaining a license.

This package provides tools for performing phylogenetic comparative methods for datasets with with multiple observations per species (intraspecific variation or measurement error) and/or missing data (Goolsby et al. 2017). Performs ancestral state reconstruction and missing data imputation on the estimated evolutionary model, which can be specified as Brownian Motion, Ornstein-Uhlenbeck, Early-Burst, Pagel's lambda, kappa, or delta, or a star phylogeny.

Developed to assist researchers with planning analysis, prior to obtaining data from Trusted Research Environments (TREs) also known as safe havens. With functionality to export and import marginal distributions as well as synthesise data, both with and without correlations from these marginal distributions. Using a multivariate cumulative distribution (COPULA). Additionally the International Stroke Trial (IST) is included as an example dataset under ODC-By licence Sandercock et al. (2011) <doi:10.7488/ds/104>, Sandercock et al. (2011) <doi:10.1186/1745-6215-12-101>.

This package implements a high performance C++ parser for ActiGraph GT3X'/'GT3X+ data format (with extension .gt3x') for accelerometer samples. Activity samples can be easily read into a matrix or data.frame. This allows for storing the raw accelerometer samples in the original binary format to reserve space.

We utilize approximate Bayesian machinery to fit two-level conjugate hierarchical models on overdispersed Gaussian, Poisson, and Binomial data and evaluates whether the resulting approximate Bayesian interval estimates for random effects meet the nominal confidence levels via frequency coverage evaluation. The data that Rgbp assumes comprise observed sufficient statistic for each random effect, such as an average or a proportion of each group, without population-level data. The approximate Bayesian tool equipped with the adjustment for density maximization produces approximate point and interval estimates for model parameters including second-level variance component, regression coefficients, and random effect. For the Binomial data, the package provides an option to produce posterior samples of all the model parameters via the acceptance-rejection method. The package provides a quick way to evaluate coverage rates of the resultant Bayesian interval estimates for random effects via a parametric bootstrapping, which we call frequency method checking.

This package provides functions for calculating life history metrics using matrix population models ('MPMs'). Described in Jones et al. (2021) <doi:10.1101/2021.04.26.441330>.

Work with the PhyloPic Web Service (<http://api-docs.phylopic.org/v2/>) to fetch silhouette images of organisms. Includes functions for adding silhouettes to both base R plots and ggplot2 plots.

Assesses the robustness of the community structure of a network found by one or more community detection algorithm to give indications about their reliability. It detects if the community structure found by a set of algorithms is statistically significant and compares the different selected detection algorithms on the same network. robin helps to choose among different community detection algorithms the one that better fits the network of interest. Reference in Policastro V., Righelli D., Carissimo A., Cutillo L., De Feis I. (2021) <https://journal.r-project.org/archive/2021/RJ-2021-040/index.html>.

Make your workflow faster and easier. Easily customizable plots (via ggplot2'), nice APA tables (following the style of the *American Psychological Association*) exportable to Word (via flextable'), easily run statistical tests or check assumptions, and automatize various other tasks.

Checking the reliability of predictions via the CORP approach, which generates provably statistically C'onsistent, O'ptimally binned, and R'eproducible reliability diagrams using the P'ool-adjacent-violators algorithm. See Dimitriadis, Gneiting, Jordan (2021) <doi:10.1073/pnas.2016191118>.

This package provides methods from Yeh, Rice, and Dubin (2022) <doi:10.1080/00031305.2021.1967781> for comparing two continuously updated probabilistic forecasts under squared (Brier) loss: pointwise loss and variance, a global delta test (Monte Carlo p-values), simulation designs, and a naive pointwise band plot.