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

This package provides helper functions and wrappers to simplify authentication, data retrieval, and result processing from the VALD APIs'. Designed to streamline integration for analysts and researchers working with VALD's external APIs'. For further documentation on integrating with VALD APIs', see: <https://support.vald.com/hc/en-au/articles/23415335574553-How-to-integrate-with-VALD-APIs>. For a step-by-step guide to using this package, see: <https://support.vald.com/hc/en-au/articles/48730811824281-A-guide-to-using-the-valdr-R-package>.

New wavelet methodology (vector wavelet coherence) (Oygur, T., Unal, G, 2020 <doi:10.1007/s40435-020-00706-y>) to handle dynamic co-movements of multivariate time series via extending multiple and quadruple wavelet coherence methodologies. This package can be used to perform multiple wavelet coherence, quadruple wavelet coherence, and n-dimensional vector wavelet coherence analyses.

This package provides a graphical user interface to integrate, visualize and explore results from linkage and quantitative trait loci analysis, together with genomic information for autopolyploid species. The app is meant for interactive use and allows users to optionally upload different sources of information, including gene annotation and alignment files, enabling the exploitation and search for candidate genes in a genome browser. In its current version, VIEWpoly supports inputs from MAPpoly', polymapR', diaQTL', QTLpoly', polyqtlR', GWASpoly', and HIDECAN packages.

Collapsed Variational Inference for a Dirichlet Process (DP) mixture model with unknown covariance matrix structure and DP concentration parameter. It enables efficient clustering of high-dimensional data with significantly improved computational speed than traditional MCMC methods. The package incorporates 8 parameterisations and corresponding prior choices for the unknown covariance matrix, from which the user can choose and apply accordingly.

This package provides a variety of tools to allow the quantification of videos of the lymphatic vasculature taken under an operating microscope. Lymphatic vessels that have been injected with a variety of blue dyes can be tracked throughout the video to determine their width over time. Code is optimised for efficient processing of multiple large video files. Functions to calculate physiologically relevant parameters and generate graphs from these values are also included.

Extendable R6 file comparison classes, including a shiny app for combining the comparison functionality into a file comparison application. The package idea originates from pharma companies drug development processes, where statisticians and statistical programmers need to review and compare different versions of the same outputs and datasets. The package implementation itself is not tied to any specific industry and can be used in any context for easy file comparisons between different file version sets.

Extensions for ggplot2 that implement the "visualize as you randomize" principles of Coppock (2021) <doi:10.1017/9781108777919.022>, which can be especially useful when plotting experimental data. Provides position adjustments that arrange over-plotted points so that a statistical model can be shown in data-space, and a helper for graphing extreme value bounds when an experiment encounters attrition.

This package provides functions for importing, validating, and analyzing Viva Glint survey data exports, with optional API-based import via the Microsoft Graph API. Includes tools for data reshaping, question-level analysis, multi-cycle comparisons, organizational hierarchy analysis, factor analysis, and correlation analysis. Harman (1960, ISBN: 0226316513); Husser (2017) <doi:10.1002/9781118901731.iecrm0048>.

Automated test selection, visualised. visStatistics automatically selects and visualises statistical hypothesis tests comparing two vectors, based on their class and distribution. Visual outputs, including box plots, bar charts, regression lines with confidence bands, mosaic plots, residual plots, and Q-Q plots, are annotated with relevant test statistics, assumption checks, and post-hoc analyses where applicable. The algorithmic workflow shifts attention from ad-hoc test selection to visual diagnostic assessment and statistical interpretation. It is particularly suited for server-side R applications, where end users interact solely through a web interface to select data groups and receive a complete visual statistical analysis automatically. The same automation makes it useful in time-constrained contexts such as statistical consulting, where it reduces effort spent on test selection and leaves more room for interpretation. The implemented tests cover the most frequently applied inferential methods in biomedical research (Hayat et al. (2017) <doi:10.1371/journal.pone.0179032>). The test selection algorithm proceeds as follows: Input vectors of class numeric or integer are considered numerical; those of class factor are considered categorical; those of class ordered are considered ordinal. Assumptions of residual normality and homogeneity of variances are considered met if the corresponding test yields a p-value greater than the significance level alpha = 1 - conf.level. (1) When the response is numerical and the predictor is categorical, a test comparing central tendencies is selected. In the default setting (group_test = NULL), residual normality is assessed at every group size using shapiro.test() applied to the standardised residuals of lm(). If normality is not met, wilcox.test() is used when the predictor has two levels and kruskal.test() followed by pairwise.wilcox.test() otherwise. If normality is met, levene.test() assesses variance homogeneity. For two-level predictors, Student's t.test(var.equal = TRUE) is applied if variances are homogeneous and Welch's t.test() otherwise. For predictors with more than two levels, aov() followed by TukeyHSD() is applied if variances are homogeneous, and oneway.test() followed by games.howell() otherwise. Setting group_test to "welch" or "rank" bypasses these assumption tests and fixes the analysis to Welch-type or to rank-based tests, respectively. (2) When both vectors are numerical, lm() is fitted by default (correlation = FALSE). If correlation = TRUE, Spearman rank correlation is performed. (3) When the response is ordinal, it is converted to numeric ranks and the non-parametric path from (1) is followed (Wilcoxon or Kruskal-Wallis). When both variables are ordinal and correlation = TRUE, Kendall's tau_b is used instead. (4) When both vectors are categorical, Cochran's rule (Cochran (1954) <doi:10.2307/3001666>) is applied to test independence either by chisq.test() or fisher.test().

Compared with the similar graph embedding method such as Laplacian Eigenmaps, Vicus can exploit more local structures of graph data. For the details of the methods, see the reference section of GitHub README.md <https://github.com/rikenbit/Vicus>.

The qda() function from package MASS is extended to calculate a weighted linear (LDA) and quadratic discriminant analysis (QDA) by changing the group variances and group means based on cell-wise uncertainties. The uncertainties can be derived e.g. through relative errors for each individual measurement (cell), not only row-wise or column-wise uncertainties. The method can be applied compositional data (e.g. portions of substances, concentrations) and non-compositional data.

Fits Gaussian, Binomial, and Negative-Binomial varying-coefficient mixture-of-experts models with local-linear estimation, explicit label alignment, bandwidth selection, diagnostics, bootstrap inference, analytic-style confidence bands, coefficient-specific analytic generalized likelihood-ratio test (GLRT) diagnostics with optional bootstrap calibration, and local-grid or joint-path expectation-maximization fitting engines.

Predicate helper functions for testing atomic vectors in R. All functions take a single argument x and check whether it's of the target type of base-R atomic vector (i.e. no class extensions nor attributes other than names'), returning TRUE or FALSE. Some additionally check for value (e.g. absence of missing values, infinities, blank characters, or names attribute; or having length 1).

Estimates the predicted 10-year cardiovascular (CVD) risk score (in probability) for civilian women, women military service members and veterans by inputting patient profiles. The proposed women CVD risk score improves the accuracy of the existing American College of Cardiology/American Heart Association CVD risk assessment tool in predicting longâ term CVD risk for VA women, particularly in young and racial/ethnic minority women. See the reference: Jeonâ Slaughter, H., Chen, X., Tsai, S., Ramanan, B., & Ebrahimi, R. (2021) <doi:10.1161/JAHA.120.019217>.

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.

Estimates the type of variables in non-quality controlled data. The prediction is based on a random forest model, trained on over 5000 medical variables with accuracy of 99%. The accuracy can hardy depend on type and coding style of data.

Extending the functionalities of the VGAM package with additional functions and datasets. At present, VGAMextra comprises new family functions (ffs) to estimate several time series models by maximum likelihood using Fisher scoring, unlike popular packages in CRAN relying on optim(), including ARMA-GARCH-like models, the Order-(p, d, q) ARIMAX model (non- seasonal), the Order-(p) VAR model, error correction models for cointegrated time series, and ARMA-structures with Student-t errors. For independent data, new ffs to estimate the inverse- Weibull, the inverse-gamma, the generalized beta of the second kind and the general multivariate normal distributions are available. In addition, VGAMextra incorporates new VGLM-links for the mean-function, and the quantile-function (as an alternative to ordinary quantile modelling) of several 1-parameter distributions, that are compatible with the class of VGLM/VGAM family functions. Currently, only fixed-effects models are implemented. All functions are subject to change; see the NEWS for further details on the latest changes.

This package provides a collection of utilities that grew out of day-to-day non-life actuarial work at Com-PASS Advisory. Provides helpers for building chain-ladder triangles (cumulative, decumulative, run-off, development factors with optional weighting), constructing exposure columns from policy start/end dates, parsing Czech birth numbers ('rodné Ä Ã slo') into dates, generating smooth RGB color palettes for charts, and loading multi-sheet xlsx'/'xlsb files into a list of data frames. The chain-ladder helpers follow the standard methodology of Mack (1993) <doi:10.2143/AST.23.2.2005092>.

Replicates vectors using ALTREP (Alternative Representations for R Objects), avoiding unnecessary memory allocation. When a vector is repeated many times, only a reference to the original data is stored rather than copying the full expanded replicates into memory. The expanded data is only materialised if it is modified, making repeated vectors cheap to create and pass around. This is particularly useful when working with large repeated sequences, such as replicated index vectors, simulation inputs, or repeated reference values in data pipelines.

Abstract descriptions of (yet) unobserved variables.

Offers a comprehensive set of assertion tests to help users validate the integrity of their data. These tests can be used to check for specific conditions or properties within a dataset and help ensure that data is accurate and reliable. The package is designed to make it easy to add quality control checks to data analysis workflows and to aid in identifying and correcting any errors or inconsistencies in data.

The d3.js framework with the plugins d3-voronoi-map, d3-voronoi-treemap and d3-weighted-voronoi are used to generate Voronoi treemaps in R and in a shiny application. The computation of the Voronoi treemaps are based on Nocaj and Brandes (2012) <doi:10.1111/j.1467-8659.2012.03078.x>.

Fast algorithms for fitting Bayesian variable selection models and computing Bayes factors, in which the outcome (or response variable) is modeled using a linear regression or a logistic regression. The algorithms are based on the variational approximations described in "Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies" (P. Carbonetto & M. Stephens, 2012, <DOI:10.1214/12-BA703>). This software has been applied to large data sets with over a million variables and thousands of samples.