The spectral characteristics of a bivariate series (Marginal Spectra, Coherency- and Phase-Spectrum) determine whether there is a strong presence of short-, medium-, or long-term fluctuations (components of certain frequencies in the spectral representation of the series) in each one of them. These are induced by strong peaks of the marginal spectra of each series at the corresponding frequencies. The spectral characteristics also determine how strongly these short-, medium-, or long-term fluctuations of the two series are correlated between the two series. Information on this is provided by the Coherency spectrum at the corresponding frequencies. Finally, certain fluctuations of the two series may be lagged to each other. Information on this is provided by the Phase spectrum at the corresponding frequencies. The idea in this package is to define a VAR (Vector autoregression) model with desired spectral characteristics by specifying a number of polynomials, required to define the VAR. See Ioannidis(2007) <doi:10.1016/j.jspi.2005.12.013>. These are specified via their roots, instead of via their coefficients. This is an idea borrowed from the Time Series Library of R. Dahlhaus, where it is used for defining ARMA models for univariate time series. This way, one may e.g. specify a VAR inducing a strong presence of long-term fluctuations in series 1 and in series 2, which are weakly correlated, but lagged by a number of time units to each other, while short-term fluctuations in series 1 and in series 2, are strongly present only in one of the two series, while they are strongly correlated to each other between the two series. Simulation from such models allows studying the behavior of data-analysis tools, such as estimation of the spectra, under different circumstances, as e.g. peaks in the spectra, generating bias, induced by leakage.

This package provides tools for viewscape analysis from one or multiple viewpoints using a digital surface or elevation model. Core functionality includes computing viewsheds, quantifying visual magnitude, calculating a suite of viewscape configuration metrics (extent, depth, relief, Sky View Factor, skyline variation, and patch-based landscape structure), Shannon Diversity Index and land cover feature proportions within the visible area, pairwise intervisibility networks, panoramic view generation, and visualizing results as rasters or polygons. Viewscape configuration metrics follow the methods of Tabrizian et al. (2020) <doi:10.1016/j.landurbplan.2019.103704>. The viewshed algorithm is based on Franklin & Ray (1994) <https://api.semanticscholar.org/CorpusID:10680920> and Wang et al. (2000) <https://api.semanticscholar.org/CorpusID:131687018>. Visual magnitude is derived from Chamberlain & Meitner (2013) <doi:10.1016/j.landurbplan.2013.01.003>. Sky View Factor is computed following Oke (1981) <doi:10.1002/joc.3370010304> as implemented in the shadow package (Dorman et al. 2019) <doi:10.32614/RJ-2019-024>.

This package provides a general framework for constructing variable importance plots from various types of machine learning models in R. Aside from some standard model- specific variable importance measures, this package also provides model- agnostic approaches that can be applied to any supervised learning algorithm. These include 1) an efficient permutation-based variable importance measure, 2) variable importance based on Shapley values (Strumbelj and Kononenko, 2014) <doi:10.1007/s10115-013-0679-x>, and 3) the variance-based approach described in Greenwell et al. (2018) <doi:10.48550/arXiv.1805.04755>. A variance-based method for quantifying the relative strength of interaction effects is also included (see the previous reference for details).

Rule sets with validation rules may contain redundancies or contradictions. Functions for finding redundancies and problematic rules are provided, given a set a rules formulated with validate'.

Applies affine and similarity transformations on vector spatial data (sp objects). Transformations can be defined from control points or directly from parameters. If redundant control points are provided Least Squares is applied allowing to obtain residuals and RMSE.

Non-Domestic VAERS vaccine data for 01/01/2016 - 06/14/2016. If you want to explore the full VAERS data for 1990 - Present (data, symptoms, and vaccines), then check out the vaersND package from the URL below. The URL and BugReports below correspond to the vaersND package, of which vaersNDvax is a small subset (2016 only). vaersND is not hosted on CRAN due to the large size of the data set. To install the Suggested vaers and vaersND packages, use the following R code: devtools::install_git("https://gitlab.com/iembry/vaers.git", build_vignettes = TRUE) and devtools::install_git("https://gitlab.com/iembry/vaersND.git", build_vignettes = TRUE)'. "VAERS is a national vaccine safety surveillance program co-sponsored by the US Centers for Disease Control and Prevention (CDC) and the US Food and Drug Administration (FDA). VAERS is a post-marketing safety surveillance program, collecting information about adverse events (possible side effects) that occur after the administration of vaccines licensed for use in the United States." For more information about the data, visit <https://vaers.hhs.gov/index>. For information about vaccination/immunization hazards, visit <http://www.questionuniverse.com/rethink.html/#vaccine>.

Vector autoregressive (VAR) model is a fundamental and effective approach for multivariate time series analysis. Shrinkage estimation methods can be applied to high-dimensional VAR models with dimensionality greater than the number of observations, contrary to the standard ordinary least squares method. This package is an integrative package delivering nonparametric, parametric, and semiparametric methods in a unified and consistent manner, such as the multivariate ridge regression in Golub, Heath, and Wahba (1979) <doi:10.2307/1268518>, a James-Stein type nonparametric shrinkage method in Opgen-Rhein and Strimmer (2007) <doi:10.1186/1471-2105-8-S2-S3>, and Bayesian estimation methods using noninformative and informative priors in Lee, Choi, and S.-H. Kim (2016) <doi:10.1016/j.csda.2016.03.007> and Ni and Sun (2005) <doi:10.1198/073500104000000622>.

The algorithm implemented in this package was designed to quickly estimates the distribution of the log-rank especially for heavy unbalanced groups. VALORATE estimates the null distribution and the p-value of the log-rank test based on a recent formulation. For a given number of alterations that define the size of survival groups, the estimation involves a weighted sum of distributions that are conditional on a co-occurrence term where mutations and events are both present. The estimation of conditional distributions is quite fast allowing the analysis of large datasets in few minutes <https://bioinformatics.mx/index.php/bioinfo-tools/>.

This package contains logic for cell-specific gene set scoring of single cell RNA sequencing data.

This package provides a shiny app for accurate estimation of vaccine induced immunogenicity with bivariate linear modeling. Method is detailed in: Lhomme, Hejblum, Lacabaratz, Wiedemann, Lelievre, Levy, Thiebaut & Richert (2020). Journal of Immunological Methods, 477:112711. <doi:10.1016/j.jim.2019.112711>.

This package provides fitting routines for four versions of the Vitality family of mortality models.

Provide a collection of miscellaneous R functions related to the Vasicek distribution with the intent to make the lives of risk modelers easier.

Wrapper around the City of Vancouver Open Data API <https://opendata.vancouver.ca/api/v2/console> to simplify and standardize access to City of Vancouver open data. Functionality to list the data catalogue and access data and geographic records.

Visualizing of distributions of covariance matrices. The package implements the methodology described in Tokuda, T., Goodrich, B., Van Mechelen, I., Gelman, A., & Tuerlinckx, F. (2012) <https://sites.stat.columbia.edu/gelman/research/unpublished/Visualization.pdf>.

Craft polished tables and plots in Markdown reports. Simply choose whether to treat your data as counts or metrics, and the package will automatically generate well-designed default tables and plots for you. Boiled down to the basics, with labeling features and simple interactive reports. All functions are tidyverse compatible.

Collection of common methods to determine growing season length in a simple manner. Start and end dates of the vegetation periods are calculated solely based on daily mean temperatures and the day of the year.

Computes Value at risk and expected shortfall, two most popular measures of financial risk, for over one hundred parametric distributions, including all commonly known distributions. Also computed are the corresponding probability density function and cumulative distribution function. See Chan, Nadarajah and Afuecheta (2015) <doi:10.1080/03610918.2014.944658> for more details.

This package provides pedagogical tools for visualization and numerical computation in vector calculus. Includes functions for parametric curves, scalar and vector fields, gradients, divergences, curls, line and surface integrals, and dynamic 2D/3D graphical analysis to support teaching and learning. The implemented methods follow standard treatments in vector calculus and multivariable analysis as presented in Marsden and Tromba (2011) <ISBN:9781429215084>, Stewart (2015) <ISBN:9781285741550>, Thomas, Weir and Hass (2018) <ISBN:9780134438986>, Larson and Edwards (2016) <ISBN:9781285255869>, Apostol (1969) <ISBN:9780471000051>, Spivak (1971) <ISBN:9780805390216>, Schey (2005) <ISBN:9780071369080>, Colley (2019) <ISBN:9780321982384>, Lizarazo Osorio (2020) <ISBN:9789585450103>, Sievert (2020) <ISBN:9780367180165>, and Borowko (2013) <ISBN:9781439870791>.

Designed to help the user to determine the sensitivity of an proposed causal effect to unconsidered common causes. Users can create visualizations of sensitivity, effect sizes, and determine which pattern of effects would support a causal claim for between group differences. Number needed to treat formula from Kraemer H.C. & Kupfer D.J. (2006) <doi:10.1016/j.biopsych.2005.09.014>.

Bayesian variable selection using shrinkage priors to identify significant variables in high-dimensional datasets. The package includes methods for determining the number of significant variables through innovative clustering techniques of posterior distributions, specifically utilizing the 2-Means and Sequential 2-Means (S2M) approaches. The package aims to simplify the variable selection process with minimal tuning required in statistical analysis.

By creating crowd-sourcing tasks that can be easily posted and results retrieved using Amazon's Mechanical Turk (MTurk) API, researchers can use this solution to validate the quality of topics obtained from unsupervised or semi-supervised learning methods, and the relevance of topic labels assigned. This helps ensure that the topic modeling results are accurate and useful for research purposes. See Ying and others (2022) <doi:10.1101/2023.05.02.538599>. For more information, please visit <https://github.com/Triads-Developer/Topic_Model_Validation>.

This package provides a convenient interface for constructing plots to visualize the fit of regression models arising from a wide variety of models in R ('lm', glm', coxph', rlm', gam', locfit', lmer', randomForest', etc.).

The biomarker data set by Vermeulen et al. (2009) <doi:10.1016/S1470-2045(09)70154-8> is provided. The data source, however, is by Ruijter et al. (2013) <doi:10.1016/j.ymeth.2012.08.011>. The original data set may be downloaded from <https://medischebiologie.nl/wp-content/uploads/2019/02/qpcrdatamethods.zip>. This data set is for a real-time quantitative polymerase chain reaction (PCR) experiment that comprises the raw fluorescence data of 24,576 amplification curves. This data set comprises 59 genes of interest and 5 reference genes. Each gene was assessed on 366 neuroblastoma complementary DNA (cDNA) samples and on 18 standard dilution series samples (10-fold 5-point dilution series x 3 replicates + no template controls (NTC) x 3 replicates).

The variable importance is calculated using knock off variables. Then output can be provided in numerical and graphical form. Meredith L Wallace (2023) <doi:10.1186/s12874-023-01965-x>.