This package implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.

An R API providing easy access to a relational database with macroeconomic, financial and development related time series data for Uganda. Overall more than 5000 series at varying frequency (daily, monthly, quarterly, annual in fiscal or calendar years) can be accessed through the API. The data is provided by the Bank of Uganda, the Ugandan Ministry of Finance, Planning and Economic Development, the IMF and the World Bank. The database is being updated once a month.

Fast flattening of hierarchical data structures (e.g. JSON, XML) into data.frames with a flexible spec language.

The uc.check() function checks whether the roots of a given polynomial lie outside the Unit circle. You can also easily draw an unit circle.

Bindings to system utilities found in most Unix systems such as POSIX functions which are not part of the Standard C Library.

Detects values imported from spreadsheets that were auto-converted to Excel date serials and reconstructs the originally intended day.month decimals (for example, 30.3 that Excel displayed as 30/03/2025'). The functions work in a vectorized manner, preserve non-serial values, and support both the 1900 and 1904 date systems.

The udder quarter infection data set contains infection times of individual cow udder quarters with Corynebacterium bovis (Laevens et al. 1997 <DOI:10.3168/jds.S0022-0302(97)76295-7>). Obviously, the four udder quarters are clustered within a cow, and udder quarters are sampled only approximately monthly, generating interval-censored data. The data set contains both covariates that change within a cow (e.g., front and rear udder quarters) and covariates that change between cows (e.g., parity [the number of previous calvings]). The correlation between udder infection times within a cow also is of interest, because this is a measure of the infectivity of the agent causing the disease. Various models have been applied to address the problem of interdependence for right-censored event times. These models, as applied to this data set, can be found back in the publications found in the reference list.

This package provides a suite of utilities for working with the UK Biobank <https://www.ukbiobank.ac.uk/> Nuclear Magnetic Resonance spectroscopy (NMR) metabolomics data <https://biobank.ndph.ox.ac.uk/showcase/label.cgi?id=220>. Includes functions for extracting biomarkers from decoded UK Biobank field data, removing unwanted technical variation from biomarker concentrations, computing an extended set of lipid, fatty acid, and cholesterol fractions, and for re-deriving composite biomarkers and ratios after adjusting data for unwanted biological variation. For further details on methods see Ritchie SC et al. Sci Data (2023) <doi:10.1038/s41597-023-01949-y>.

Provide a set of wrappers to call all the endpoints of UptimeRobot API which includes various kind of ping, keep-alive and speed tests. See <https://uptimerobot.com/> for more information.

Historical voting data of the United Nations General Assembly. This includes votes for each country in each roll call, as well as descriptions and topic classifications for each vote.

Calculate unified measures that quantify the effect of a covariate on a binary dependent variable (e.g., for meta-analyses). This can be particularly important if the estimation results are obtained with different models/estimators (e.g., linear probability model, logit, probit, ...) and/or with different transformations of the explanatory variable of interest (e.g., linear, quadratic, interval-coded, ...). The calculated unified measures are: (a) semi-elasticities of linear, quadratic, or interval-coded covariates and (b) effects of linear, quadratic, interval-coded, or categorical covariates when a linear or quadratic covariate changes between distinct intervals, the reference category of a categorical variable or the reference interval of an interval-coded variable needs to be changed, or some categories of a categorical covariate or some intervals of an interval-coded covariate need to be grouped together. Approximate standard errors of the unified measures are also calculated. All methods that are implemented in this package are described in the vignette "Extracting and Unifying Semi-Elasticities and Effect Sizes from Studies with Binary Dependent Variables" that is included in this package.

We propose a new procedure, called model uncertainty variance, which can quantify the uncertainty of model selection on Autoregressive Moving Average models. The model uncertainty variance not pay attention to the accuracy of prediction, but focus on model selection uncertainty and providing more information of the model selection results. And to estimate the model measures, we propose an simplify and faster algorithm based on bootstrap method, which is proven to be effective and feasible by Monte-Carlo simulation. At the same time, we also made some optimizations and adjustments to the Model Confidence Bounds algorithm, so that it can be applied to the time series model selection method. The consistency of the algorithm result is also verified by Monte-Carlo simulation. We propose a new procedure, called model uncertainty variance, which can quantify the uncertainty of model selection on Autoregressive Moving Average models. The model uncertainty variance focuses on model selection uncertainty and providing more information of the model selection results. To estimate the model uncertainty variance, we propose an simplified and faster algorithm based on bootstrap method, which is proven to be effective and feasible by Monte-Carlo simulation. At the same time, we also made some optimizations and adjustments to the Model Confidence Bounds algorithm, so that it can be applied to the time series model selection method. The consistency of the algorithm result is also verified by Monte-Carlo simulation. Please see Li,Y., Luo,Y., Ferrari,D., Hu,X. and Qin,Y. (2019) Model Confidence Bounds for Variable Selection. Biometrics, 75:392-403.<DOI:10.1111/biom.13024> for more information.

This package provides a set of regular time-series datasets, describing the US electricity grid. That includes the total demand and supply, and as well as the demand by energy source (coal, solar, wind, etc.). Source: US Energy Information Administration (Dec 2019) <https://www.eia.gov/>.

Changes the column names of the inputted dataset to the correct names from the Uniform Crime Report codebook for the "Offenses Known and Clearance by Arrest" datasets from 1998-2014.

Elasticsearch is an open-source, distributed, document-based datastore (<https://www.elastic.co/products/elasticsearch>). It provides an HTTP API for querying the database and extracting datasets, but that API was not designed for common data science workflows like pulling large batches of records and normalizing those documents into a data frame that can be used as a training dataset for statistical models. uptasticsearch provides an interface for Elasticsearch that is explicitly designed to make these data science workflows easy and fun.

S3 classes and methods for manipulation with georeferenced raster data: reading/writing, processing, multi-panel visualization.

Construct a Hidden Markov Model with states learnt by unsupervised classification.

Format text (bold, italic, ...) and numbers using UTF-8. Offers functions to search for emojis and include them in your text.

Two Phase I designs are implemented in the package: the classical 3+3 and the Continual Reassessment Method (<doi:10.2307/2531628>). Simulations tools are also available to estimate the operating characteristics of the methods with several user-dependent options.

Make requests from the US Treasury Fiscal Data API endpoints.

This package contains a WGS84 datum map of the USA, which includes all Commonwealth and State boundaries & also includes Puerto Rico and the U.S. Virgin Islands. This map is a reprojection of the NAD83 datum map from the USGS National Map. This package contains a subset of the data included in the USA.state.boundaries.data package, which is available in a drat repository. To install that data package, please follow the instructions at <https://gitlab.com/iembry/usa.state.boundaries.data>.

This package provides a tool for checking how much information is disclosed when reporting summary statistics.

This package provides a collection of data sets to accompany the textbook "Using R for Introductory Statistics," second edition.

Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests.