Provide regularized principal component analysis incorporating smoothness, sparseness and orthogonality of eigen-functions by using the alternating direction method of multipliers algorithm (Wang and Huang, 2017, <DOI:10.1080/10618600.2016.1157483>). The method can be applied to either regularly or irregularly spaced data, including 1D, 2D, and 3D.

Allows users to produce diagnostic procedures and graphic tools for the evaluation of Small Area estimators.

Implement K-nearest neighbor classifier, weighted nearest neighbor classifier, bagged nearest neighbor classifier, optimal weighted nearest neighbor classifier and stabilized nearest neighbor classifier, and perform model selection via 5 fold cross-validation for them. This package also provides functions for computing the classification error and classification instability of a classification procedure.

This package provides a robust and powerful empirical Bayesian approach is developed for replicability analysis of two large-scale experimental studies. The method controls the false discovery rate by using the joint local false discovery rate based on the replicability null as the test statistic. An EM algorithm combined with a shape constraint nonparametric method is used to estimate unknown parameters and functions. [Li, Y. et al., (2024), <doi:10.1371/journal.pgen.1011423>].

This package provides a collection of tools for analyzing significance of assets, funds, and trading strategies, based on the Sharpe ratio and overfit of the same. Provides density, distribution, quantile and random generation of the Sharpe ratio distribution based on normal returns, as well as the optimal Sharpe ratio over multiple assets. Computes confidence intervals on the Sharpe and provides a test of equality of Sharpe ratios based on the Delta method. The statistical foundations of the Sharpe can be found in the author's Short Sharpe Course <doi:10.2139/ssrn.3036276>.

Estimates the proportion of treatment effect on a censored primary outcome that is explained by the treatment effect on a censored surrogate outcome/event. All methods are described in detail in Parast, et al (2020) "Assessing the Value of a Censored Surrogate Outcome" <doi:10.1007/s10985-019-09473-1> and Wang et al (2025) "Model-free Approach to Evaluate a Censored Intermediate Outcome as a Surrogate for Overall Survival" <doi:10.1002/sim.70268>. A tutorial for this package can be found at <https://www.laylaparast.com/surrogateoutcome>.

This package provides GIS and map utilities, plus additional modeling tools for developing cellular automata, dynamic raster models, and agent based models in SpaDES'. Included are various methods for spatial spreading, spatial agents, GIS operations, random map generation, and others. See ?SpaDES.tools for a categorized overview of these additional tools.

Determines Optimum Strata Boundaries (OSB) and Optimum Sample Sizes (OSS) for univariate stratified sampling designs under Neyman allocation. The stratification variable is described by a best-fitting parametric distribution, selected automatically by AIC from a set of continuous families (normal, log-normal, gamma, Weibull, exponential, Cauchy, uniform, Pareto, triangular and right-triangular), and the optimum boundaries are obtained by minimising the Neyman objective. Version 2.0 keeps the original globally optimal Dynamic Programming (DP) solver of Reddy and Khan (2020) as the default and adds two faster derivative-free alternatives for interactive and large-scale use: a multi-start COBYLA solver and a two-phase global solver that couples DIRECT-L with COBYLA refinement. It also provides cost-constrained allocation with unequal per-stratum costs, a design-efficiency comparison (compare_designs), two- and three-dimensional and interactive visualisations, solution-quality diagnostics (a Cauchy-Schwarz optimality gap and KKT first-order residuals for the derivative-free solvers) and a self-contained shiny application, while remaining backward compatible with the strata.data() and strata.distr() interface of version 1.x. The methodology follows Khan et al. (2008) <https://www150.statcan.gc.ca/n1/pub/12-001-x/2008002/article/10761-eng.pdf>, Reddy and Khan (2018) <doi:10.1111/anzs.12244> and Reddy and Khan (2020) <doi:10.1111/anzs.12301>.

Singular spectrum analysis (SSA) decomposes a time series into interpretable components like trends, oscillations, and noise without strict distributional and structural assumptions. For method details see Golyandina N, Zhigljavsky A (2013). <doi:10.1007/978-3-642-34913-3>.

This package provides functions common to members of the SISTM team.

This package provides a pilot matching design to automatically stratify and match large datasets. The manual_stratify() function allows users to manually stratify a dataset based on categorical variables of interest, while the auto_stratify() function does automatically by allocating a held-aside (pilot) data set, fitting a prognostic score (see Hansen (2008) <doi:10.1093/biomet/asn004>) on the pilot set, and stratifying the data set based on prognostic score quantiles. The strata_match() function then does optimal matching of the data set in parallel within strata.

This package contains functions for estimating the STARTS model of Kenny and Zautra (1995, 2001) <DOI:10.1037/0022-006X.63.1.52>, <DOI:10.1037/10409-008>. Penalized maximum likelihood estimation and Markov Chain Monte Carlo estimation are also provided, see Luedtke, Robitzsch and Wagner (2018) <DOI:10.1037/met0000155>.

This package provides a new reduced-rank LDA method which works for high dimensional multi-class data.

Lexicons and tools to perform sentiment analysis on Italian texts. Lexicons included: Sentix 3.0, MAL, ElIta VAD and basic emotions (Plutchik's wheel of emotions). For more details about the lexicons, see Basile & Nissim (2013), "Sentiment Analysis on Italian Tweets", <https://aclanthology.org/W13-1614/>; Vassallo et al. (2019), "The Tenuousness of Lemmatization in Lexicon-based Sentiment Analysis", <https://aclanthology.org/2019.clicit-1.79/>; Di Palma (2024), "ELIta: A New Italian Language Resource for Emotion Analysis", <https://aclanthology.org/2024.clicit-1.36/>.

Two-step and maximum likelihood estimation of Heckman-type sample selection models: standard sample selection models (Tobit-2), endogenous switching regression models (Tobit-5), sample selection models with binary dependent outcome variable, interval regression with sample selection (only ML estimation), and endogenous treatment effects models. These methods are described in the three vignettes that are included in this package and in econometric textbooks such as Greene (2011, Econometric Analysis, 7th edition, Pearson).

Graphical and computational methods that can be used to assess the stability of results from supervised statistical learning.

Generate syntax for use with the sparklines package for LaTeX.

Connecting to databases requires boilerplate code to specify connection parameters and to set up sessions properly with the DBMS. This package provides a simple tool to fill two purposes: abstracting connection details, including secret credentials, out of your source code and managing configuration for frequently-used database connections in a persistent and flexible way, while minimizing requirements on the runtime environment.

This package provides a tidy toolkit for distribution dynamics: analysing how a cross-sectional distribution of values evolves over time and where it settles in the long run. Provides discrete-time, spatial, rank and local indicator of spatial association ('LISA') Markov transition estimation, ergodic analysis (steady-state, mean first passage and sojourn times), rank-mobility measures (Kendall's tau and the Theta statistic) and Markov mobility indices. Methods use long-format id'/'time'/'value data rather than transition matrices and build on the distribution-dynamics literature (Quah (1993); Rey (2001) <doi:10.1111/j.1538-4632.2001.tb00444.x>). Results are validated for numerical parity against the reference giddy library.

Statistical methods for analyzing case-control point data. Methods include the ratio of kernel densities, the difference in K Functions, the spatial scan statistic, and q nearest neighbors of cases.

Detection of outliers and influential errors using a latent variable model.

This package provides methods for decomposing seasonal data: STR (a Seasonal-Trend time series decomposition procedure based on Regression) and Robust STR. In some ways, STR is similar to Ridge Regression and Robust STR can be related to LASSO. They allow for multiple seasonal components, multiple linear covariates with constant, flexible and seasonal influence. Seasonal patterns (for both seasonal components and seasonal covariates) can be fractional and flexible over time; moreover they can be either strictly periodic or have a more complex topology. The methods provide confidence intervals for the estimated components. The methods can also be used for forecasting.

This package provides tests for segregation distortion in F1 polyploid populations under different assumptions of meiosis. These tests can account for double reduction, partial preferential pairing, and genotype uncertainty through the use of genotype likelihoods. Parallelization support is provided. Details of these methods are described in Gerard et al. (2025a) <doi:10.1007/s00122-025-04816-z> and Gerard et al. (2025b) <doi:10.1101/2025.06.23.661114>. Part of this material is based upon work supported by the National Science Foundation under Grant No. 2132247. The opinions, findings, and conclusions or recommendations expressed are those of the author and do not necessarily reflect the views of the National Science Foundation.

Plots survival models from the survival package. Additionally, it plots curves of multistate models from the mstate package. Typically, a plot is drawn by the sequence survplot(), confIntArea(), survCurve() and nrAtRisk(). The separation of the plot in this 4 functions allows for great flexibility to make a custom plot for publication.