Modelling the yield curve with some parametric models. The models implemented are: Nelson, C.R., and A.F. Siegel (1987) <doi: 10.1086/296409>, Diebold, F.X. and Li, C. (2006) <doi: 10.1016/j.jeconom.2005.03.005> and Svensson, L.E. (1994) <doi: 10.3386/w4871>. The package also includes the data of the term structure of interest rate of Federal Reserve Bank and European Central Bank.

An alternative canonical correlation/redundancy analysis function, with associated print, plot, and summary methods. A method for generating helio plots is also included.

This package provides helper functions to perform Bayesian model averaging using Markov chain Monte Carlo samples from separate models. Calculates weights and obtains draws from the model-averaged posterior for quantities of interest specified by the user. Weight calculations can be done using marginal likelihoods or log-predictive likelihoods as in Ando, T., & Tsay, R. (2010) <doi:10.1016/j.ijforecast.2009.08.001>.

Simple and efficient access to Yahoo Finance's historical data API <https://finance.yahoo.com/> for querying and retrieval of financial data. The core functionality of the yfhist package abstracts the complexities of interacting with Yahoo Finance APIs, such as session management, crumb and cookie handling, query construction, date validation, and interval management. This abstraction allows users to focus on retrieving data rather than managing API details. Use cases include historical data across a range of security types including equities & ETFs, indices, and other tickers. The package supports flexible query capabilities, including customizable date ranges, multiple time intervals, and automatic data validation. It automatically manages interval-specific limitations, such as lookback periods for intraday data and maximum date ranges for minute-level intervals. The implementation leverages standard HTTP libraries to handle API interactions efficiently and provides support for both R and Python to ensure accessibility for a broad audience.

This package provides a fast JSON parser, generator and validator which converts JSON', NDJSON (Newline Delimited JSON') and GeoJSON (Geographic JSON') data to/from R objects. The standard R data types are supported (e.g. logical, numeric, integer) with configurable handling of NULL and NA values. Data frames, atomic vectors and lists are all supported as data containers translated to/from JSON'. GeoJSON data is read in as simple features objects. This implementation wraps the yyjson C library which is available from <https://github.com/ibireme/yyjson>.

For any spending function specified by the user, this package provides corresponding boundaries for interim testing using the adaptively weighted log-rank test developed by Yang and Prentice (2010 <doi:10.1111/j.1541-0420.2009.01243.x>). The package uses a re-sampling method to obtain stopping boundaries at the interim looks.The output consists of stopping boundaries and observed values of the test statistics at the interim looks, along with nominal p-values defined as the probability of the test exceeding the specific observed test statistic value or critical value, regardless of the test behavior at other looks. The asymptotic validity of the stopping boundaries is established in Yang (2018 <doi:10.1002/sim.7958>).

This package provides a collection of lightweight helper functions (imps) both for interactive use and for inclusion within other packages. These include functions for minimal input assertions, visualising colour palettes, quoting user input, searching rows of a data frame and capturing string tokens.

Analyzing performances of cricketers and cricket teams based on yaml match data from Cricsheet <https://cricsheet.org/>.

This package provides with parametric risk neutral densities and cumulative densities for futures prices on fixed-income products. It relies on options on Short Term Interest Rate futures contracts prices or options on bond futures contracts prices. It models the price of the underlying asset as a mixture of either two or three lognormal densities. It also brings new functions which provide with risk neutral densities and cumulative densities of the money market rate or the bond yield inferred from the futures contract's price, using the density of the futures price. The package leverages on the works of Melick, W. R. and Thomas, C. P. (1997) <doi:10.2307/2331318> and B. Bahra (1998) <doi:10.2139/ssrn.77429>.

Convert YMD format number or string to Date efficiently, using Rust's standard library. It also provides helper functions to handle Date, e.g., quick finding the beginning or end of the given period, adding months to Date, etc.

Simulation and Inference for SDEs and Other Stochastic Processes.

Inference procedures accommodate a flexible range of hazard ratio patterns with a two-sample semi-parametric model. This model contains the proportional hazards model and the proportional odds model as sub-models, and accommodates non-proportional hazards situations to the extreme of having crossing hazards and crossing survivor functions. Overall, this package has four major functions: 1) the parameter estimation, namely short-term and long-term hazard ratio parameters; 2) 95 percent and 90 percent point-wise confidence intervals and simultaneous confidence bands for the hazard ratio function; 3) p-value of the adaptive weighted log-rank test; 4) p-values of two lack-of-fit tests for the model. See the included "read_me_first.pdf" for brief instructions. In this version (1.1), there is no need to sort the data before applying this package.

Simple and efficient access to Yahoo Finance's screener API <https://finance.yahoo.com/research-hub/screener/> for querying and retrieval of financial data. The core functionality abstracts the complexities of interacting with Yahoo Finance APIs, such as session management, crumb and cookie handling, query construction, pagination, and JSON payload generation. This abstraction allows users to focus on filtering and retrieving data rather than managing API details. Use cases include screening across a range of security types including equities, mutual funds, ETFs, indices, and futures. The package supports advanced query capabilities, including logical operators, nested filters, and customizable payloads. It automatically handles pagination to ensure efficient retrieval of large datasets by fetching results in batches of up to 250 entries per request. Filters can be dynamically defined to accommodate a wide range of screening needs. The implementation leverages standard HTTP libraries to handle API interactions efficiently and provides support for both R and Python to ensure accessibility for a broad audience.

Semiparametric modeling of lifetime data with crossing survival curves via Yang and Prentice model with piecewise exponential baseline distribution. Details about the model can be found in Demarqui and Mayrink (2019) <arXiv:1910.02406>. Model fitting carried out via likelihood-based and Bayesian approaches. The package also provides point and interval estimation for the crossing survival times.

Estimation methods for zero-inflated Poisson factor analysis (ZIPFA) on sparse data. It provides estimates of coefficients in a new type of zero-inflated regression. It provides a cross-validation method to determine the potential rank of the data in the ZIPFA and conducts zero-inflated Poisson factor analysis based on the determined rank.

This package performs Zoom-Focus Algorithm (ZFA) to optimize testing regions for rare variant association tests in exome sequencing data.

Statistical models and utilities for the analysis of word frequency distributions. The utilities include functions for loading, manipulating and visualizing word frequency data and vocabulary growth curves. The package also implements several statistical models for the distribution of word frequencies in a population. (The name of this package derives from the most famous word frequency distribution, Zipf's law.).

This package implements a grid search algorithm with an adaptive zooming strategy for global optimisation problems with multiple local optima. The method recursively refines the search region around promising grid points, providing reliable initial values for subsequent optimisation procedures. The algorithm is computationally efficient in moderate- to high-dimensional settings.

Implementation of four extensions of the Zipf distribution: the Marshall-Olkin Extended Zipf (MOEZipf) Pérez-Casany, M., & Casellas, A. (2013) <arXiv:1304.4540>, the Zipf-Poisson Extreme (Zipf-PE), the Zipf-Poisson Stopped Sum (Zipf-PSS) and the Zipf-Polylog distributions. In log-log scale, the two first extensions allow for top-concavity and top-convexity while the third one only allows for top-concavity. All the extensions maintain the linearity associated with the Zipf model in the tail.

This package contains the US Census Bureau's 2020 ZCTA to County Relationship File, as well as convenience functions to translate between States, Counties and ZIP Code Tabulation Areas (ZCTAs).

Generates Realizations of First-Order Integer Valued Autoregressive Processes with Zero-Inflated Innovations (ZINAR(1)) and Estimates its Parameters as described in Garay et al. (2021) <doi:10.1007/978-3-030-82110-4_2>.

Fits Dirichlet regression and zero-and-one inflated Dirichlet regression with Bayesian methods implemented in Stan. These models are sometimes referred to as trinomial mixture models; covariates and overdispersion can optionally be included.

Geneâ based association tests to model count data with excessive zeros and rare variants using zero-inflated Poisson/zero-inflated negative Binomial regression framework. This method was originally described by Fan, Sun, and Li in Genetic Epidemiology 46(1):73-86 <doi:10.1002/gepi.22438>.

Graphical tools for visualizing high-dimensional data along a path of alternating one- and two-dimensional plots. Includes optional interactive graphics via loon (which uses tcltk from base R). Support is provided for constructing graph structures and, when available, plotting them with Bioconductor packages (e.g., graph', Rgraphviz'); these are optional and examples/vignettes are skipped if they are not installed. For algorithms and further details, see <doi:10.18637/jss.v095.i04>.