Executes simple parametric models for right-censored survival data. Functionality emulates capabilities in Minitab', including fitting right-censored data, assessing fit, plotting survival functions, and summary statistics and probabilities.

This package contains logic for computing the statistical association of variable groups, i.e., gene sets, with respect to the principal components of genomic data.

Simulation functions to assess or explore the power of a dataset to estimates significant random effects (intercept or slope) in a mixed model. The functions are based on the "lme4" and "lmerTest" packages.

Convenient structures for creating, sourcing, reading, writing and manipulating ordinal preference data. Methods for writing to/from PrefLib formats. See Nicholas Mattei and Toby Walsh "PrefLib: A Library of Preference Data" (2013) <doi:10.1007/978-3-642-41575-3_20>.

Quickly and easily generate plots of acoustic data aligned with transcriptions similar to those made in Praat using either derived signals generated directly in R with wrassp or imported derived signals from Praat'. Provides easy and fast out-of-the-box solutions but also a high extent of flexibility. Also provides options for embedding audio in figures and animating figures.

PACTA (Paris Agreement Capital Transition Assessment) for Banks is a tool that allows banks to calculate the climate alignment of their corporate lending portfolios. This package is designed to make it easy to install and load multiple PACTA for Banks packages in a single step. It also provides thorough documentation - the PACTA for Banks cookbook at <https://rmi-pacta.github.io/pacta.loanbook/articles/cookbook_overview.html> - on how to run a PACTA for Banks analysis. This covers prerequisites for the analysis, the separate steps of running the analysis, the interpretation of PACTA for Banks results, and advanced use cases.

Defines functions to describe regression models using only pre-computed summary statistics (i.e. means, variances, and covariances) in place of individual participant data. Possible models include linear models for linear combinations, products, and logical combinations of phenotypes. Implements methods presented in Wolf et al. (2021) <doi:10.3389/fgene.2021.745901> Wolf et al. (2020) <doi:10.1142/9789811215636_0063> and Gasdaska et al. (2019) <doi:10.1142/9789813279827_0036>.

Personalize drug regimens using individual pharmacokinetic (PK) and pharmacokinetic-pharmacodynamic (PK-PD) profiles. By combining therapeutic drug monitoring (TDM) data with a population model, posologyr offers accurate posterior estimates and helps compute optimal individualized dosing regimens. The empirical Bayes estimates are computed following the method described by Kang et al. (2012) <doi:10.4196/kjpp.2012.16.2.97>.

The population proportion using group testing can be estimated by different methods. Four functions including p.mle(), p.gart(), p.burrow() and p.order() are provided to implement four estimating methods including the maximum likelihood estimate, Gart's estimate, Burrow's estimate, and order statistic estimate.

Given a set of source zone polygons such as census tracts or city blocks alongside with population counts and a target zone of incogruent yet superimposed polygon features (such as individual buildings) populR transforms population counts from the former to the latter using Areal Interpolation methods.

This package provides a convenient framework for aggregating and disaggregating continuously varying parameters (for example, case fatality ratio, with age) for proper parametrization of lower-resolution compartmental models (for example, with broad age categories) and subsequent upscaling of model outputs to high resolution (for example, as needed when calculating age-sensitive measures like years-life-lost).

Obtener listado de datos, acceder y extender series del Portal de Datos de Hacienda.Las proyecciones se realizan con forecast', Hyndman RJ, Khandakar Y (2008) <doi:10.18637/jss.v027.i03>. Search, download and forecast time-series from the Ministry of Economy of Argentina. Forecasts are built with the forecast package, Hyndman RJ, Khandakar Y (2008) <doi:10.18637/jss.v027.i03>.

Computes probabilities of the bivariate normal distribution in a vectorized R function (Drezner & Wesolowsky, 1990, <doi:10.1080/00949659008811236>).

This package implements the Bi-objective Lexicographical Classification method and Performance Assessment Ratio at 10% metric for algorithm classification. Constructs matrices representing algorithm performance under multiple criteria, facilitating decision-making in algorithm selection and evaluation. Analyzes and compares algorithm performance based on various metrics to identify the most suitable algorithms for specific tasks. This package includes methods for algorithm classification and evaluation, with examples provided in the documentation. Carvalho (2019) presents a statistical evaluation of algorithmic computational experimentation with infeasible solutions <doi:10.48550/arXiv.1902.00101>. Moreira and Carvalho (2023) analyze power in preprocessing methodologies for datasets with missing values <doi:10.1080/03610918.2023.2234683>.

Create PostgreSQL statements/scripts from R, optionally executing the SQL statements. Common SQL operations are included, although not every configurable option is available at this time. SQL output is intended to be compliant with PostgreSQL syntax specifications. PostgreSQL documentation is available here <https://www.postgresql.org/docs/current/index.html>.

The main function, plot_mm(), is used for (gg)plotting output from mixture models, including both densities and overlaying mixture weight component curves from the fit models in line with the tidy principles. The package includes several additional functions for added plot customization. Supported model objects include: mixtools', EMCluster', and flexmix', with more from each in active dev. Supported mixture model specifications include mixtures of univariate Gaussians, multivariate Gaussians, Gammas, logistic regressions, linear regressions, and Poisson regressions.

Basic functions to fit and predict periodic autoregressive time series models. These models are discussed in the book P.H. Franses (1996) "Periodicity and Stochastic Trends in Economic Time Series", Oxford University Press. Data set analyzed in that book is also provided. NOTE: the package was orphaned during several years. It is now only maintained, but no major enhancements are expected, and the maintainer cannot provide any support.

This package implements a unified framework of parametric simplex method for a variety of sparse learning problems (e.g., Dantzig selector (for linear regression), sparse quantile regression, sparse support vector machines, and compressive sensing) combined with efficient hyper-parameter selection strategies. The core algorithm is implemented in C++ with Eigen3 support for portable high performance linear algebra. For more details about parametric simplex method, see Haotian Pang (2017) <https://papers.nips.cc/paper/6623-parametric-simplex-method-for-sparse-learning.pdf>.

This package provides a set of functions to efficiently recognize and clean the continuous dorsal pattern of a female brown anole lizard (Anolis sagrei) traced from ImageJ', an open platform for scientific image analysis (see <https://imagej.net> for more information), and extract common features such as the pattern sinuosity indices, coefficient of variation, and max-min width.

Conduct post-selection inference for regression coefficients in linear models after they have been selected by adjusted R squared. The p-values and confidence intervals are valid after model selection with the same data. This allows the user to use all data for both model selection and inference without losing control over the type I error rate. The provided tests are more powerful than data splitting, which bases inference on less data since it discards all information used for selection.

An implementation of Horn's technique for numerically and graphically evaluating the components or factors retained in a principle components analysis (PCA) or common factor analysis (FA). Horn's method contrasts eigenvalues produced through a PCA or FA on a number of random data sets of uncorrelated variables with the same number of variables and observations as the experimental or observational data set to produce eigenvalues for components or factors that are adjusted for the sample error-induced inflation. Components with adjusted eigenvalues greater than one are retained. paran may also be used to conduct parallel analysis following Glorfeld's (1995) suggestions to reduce the likelihood of over-retention.

This package provides classes to pre-process microarray gene expression data as part of the OOMPA collection of packages described at <http://oompa.r-forge.r-project.org/>.

This package provides functions to visualise sports data. Converts data into a format suitable for plotting charts. Helps to ease the process of working with messy sports data to a more user friendly format. Football data is accessed through worldfootballR <https://github.com/JaseZiv/worldfootballR> which gets data from FBref <https://fbref.com/en>, Transfermarkt <https://www.transfermarkt.com/>, Understat <https://understat.com/>, and fotmob <https://www.fotmob.com/>.

Automated backtesting of multiple portfolios over multiple datasets of stock prices in a rolling-window fashion. Intended for researchers and practitioners to backtest a set of different portfolios, as well as by a course instructor to assess the students in their portfolio design in a fully automated and convenient manner, with results conveniently formatted in tables and plots. Each portfolio design is easily defined as a function that takes as input a window of the stock prices and outputs the portfolio weights. Multiple portfolios can be easily specified as a list of functions or as files in a folder. Multiple datasets can be conveniently extracted randomly from different markets, different time periods, and different subsets of the stock universe. The results can be later assessed and ranked with tables based on a number of performance criteria (e.g., expected return, volatility, Sharpe ratio, drawdown, turnover rate, return on investment, computational time, etc.), as well as plotted in a number of ways with nice barplots and boxplots.