Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). The package provides implementations of optimisation heuristics (Differential Evolution, Genetic Algorithms, Particle Swarm Optimisation, Simulated Annealing and Threshold Accepting), and other optimisation tools, such as grid search and greedy search. There are also functions for the valuation of financial instruments such as bonds and options, for portfolio selection and functions that help with stochastic simulations.

Estimation of structural equation models with nonlinear effects and underlying nonnormal distributions.

This package provides routines to compute normalised prediction distribution errors, a metric designed to evaluate non-linear mixed effect models such as those used in pharmacokinetics and pharmacodynamics.

Generates LaTeX code for drawing well-formatted neural network diagrams with TikZ'. Users have to define number of neurons on each layer, and optionally define neuron connections they would like to keep or omit, layers they consider to be oversized and neurons they would like to draw with lighter color. They can also specify the title of diagram, color, opacity of figure, labels of layers, input and output neurons. In addition, this package helps to produce LaTeX code for drawing activation functions which are crucial in neural network analysis. To make the code work in a LaTeX editor, users need to install and import some TeX packages including TikZ in the setting of TeX file.

Perform a stratified weighted log-rank test in a randomized controlled trial. Tests can be visualized as a difference in average score on the two treatment arms. These methods are described in Magirr and Burman (2018) <doi:10.48550/arXiv.1807.11097>, Magirr (2020) <doi:10.48550/arXiv.2007.04767>, and Magirr and Jimenez (2022) <doi:10.48550/arXiv.2201.10445>.

Set of functions to estimate kidney function and other traits of interest in nephrology.

Interface to the open location server API of Publieke Diensten Op de Kaart (<http://www.pdok.nl>). It offers geocoding, address suggestions and lookup of geographical objects. Included is an utility function for displaying leaflet tiles restricted to the Netherlands.

This package implements the routines to compare the survival curves with recurrent events, including the estimations of survival curves. The first model is a model for recurrent event, when the data are correlated or not correlated. It was proposed by Wang and Chang (1999) <doi:10.2307/2669690>. In the independent case, the survival function can be estimated by the generalization of the limit product model of Pena (2001) <doi:10.1198/016214501753381922>.

Designed to be compatible with the R package DBI (Database Interface) when connecting to Amazon Web Service ('AWS') Athena <https://aws.amazon.com/athena/>. To do this the R AWS Software Development Kit ('SDK') paws <https://github.com/paws-r/paws> is used as a driver.

Near-far matching is a study design technique for preprocessing observational data to mimic a pair-randomized trial. Individuals are matched to be near on measured confounders and far on levels of an instrumental variable. Methods outlined in further detail in Rigdon, Baiocchi, and Basu (2018) <doi:10.18637/jss.v086.c05>.

This package provides a fast negative binomial mixed model for conducting association analysis of multi-subject single-cell data. It can be used for identifying marker genes, differential expression and co-expression analyses. The model includes subject-level random effects to account for the hierarchical structure in multi-subject single-cell data. See He et al. (2021) <doi:10.1038/s42003-021-02146-6>.

This package provides access to the Native Status Resolver (NSR) <https://github.com/ojalaquellueva/nsr> API through R. The user supplies plant taxonomic names and political divisions and the package returns information about their likely native status (e.g., native, non-native,endemic), along with information on how those decisions were made.

Optimizing regular numeric problems in optically stimulated luminescence dating, such as: equivalent dose calculation, dose rate determination, growth curve fitting, decay curve decomposition, statistical age model optimization, and statistical plot visualization.

This package provides computational tools for nonlinear longitudinal models, in particular the intrinsically nonlinear models, in four scenarios: (1) univariate longitudinal processes with growth factors, with or without covariates including time-invariant covariates (TICs) and time-varying covariates (TVCs); (2) multivariate longitudinal processes that facilitate the assessment of correlation or causation between multiple longitudinal variables; (3) multiple-group models for scenarios (1) and (2) to evaluate differences among manifested groups, and (4) longitudinal mixture models for scenarios (1) and (2), with an assumption that trajectories are from multiple latent classes. The methods implemented are introduced in Jin Liu (2023) <arXiv:2302.03237v2>.

Draw nested extreme value random variables, which are the variables that appear in the latent variable formulation of the nested logit model.

Measure the dependence structure between two random variables with a new correlation coefficient and extend it to hypothesis test, feature screening and false discovery rate control.

This package provides a network-guided penalized regression framework that integrates network characteristics from Gaussian graphical models with partial penalization, accounting for both network structure (hubs and non-hubs) and clinical covariates in high-dimensional omics data, including transcriptomics and proteomics. The full methodological details can be found in our publication by Ahn S and Oh EJ (2026) <doi:10.1093/bioadv/vbag038>.

Simulate DNA sequences for the node substitution model. In the node substitution model, substitutions accumulate additionally during a speciation event, providing a potential mechanistic explanation for substitution rate variation. This package provides tools to simulate such a process, simulate a reference process with only substitutions along the branches, and provides tools to infer phylogenies from alignments. More information can be found in Janzen (2021) <doi:10.1093/sysbio/syab085>.

R functions for (non)linear time series analysis with an emphasis on nonparametric autoregression and order estimation, and tests for linearity / additivity.

Normalize a given Hadamard matrix. A Hadamard matrix is said to be normalized when its first row and first column entries are all 1, see Hedayat, A. and Wallis, W. D. (1978) "Hadamard matrices and their applications. The Annals of Statistics, 1184-1238." <doi:10.1214/aos/1176344370>.

This package provides automated methods for generating initial parameter estimates in population pharmacokinetic modeling. The pipeline integrates adaptive single-point methods, naive pooled graphic approaches, noncompartmental analysis methods, and parameter sweeping across pharmacokinetic models. It estimates residual unexplained variability using either data-driven or fixed-fraction approaches and assigns pragmatic initial values for inter-individual variability. These strategies are designed to improve model robustness and convergence in nlmixr2 workflows. For more details see Huang Z, Fidler M, Lan M, Cheng IL, Kloprogge F, Standing JF (2025) <doi:10.1007/s10928-025-10000-z>.

This package provides a tool for drawing sassy UML (Unified Modeling Language) diagrams based on a simple syntax, see <https://www.nomnoml.com>. Supports styling, R Markdown and exporting diagrams in the PNG format. Note: you need a chromium based browser installed on your system.

This package provides methods to reduce confounding bias from unmeasured confounders in observational studies of vaccine efficacy using negative control outcomes.

This package provides an htmlwidgets <https://www.htmlwidgets.org/> interface to NGL.js <http://nglviewer.org/ngl/api/>. NGLvieweR can be used to visualize and interact with protein databank ('PDB') and structural files in R and Shiny applications. It includes a set of API functions to manipulate the viewer after creation in Shiny.