Two functions for financial portfolio optimization by linear programming are provided. One function implements Benders decomposition algorithm and can be used for very large data sets. The other, applicable for moderate sample sizes, finds optimal portfolio which has the smallest distance to a given benchmark portfolio.
Support for parallel computation with progress bar, and option to stop or proceed on errors. Also provides logging to console and disk, and the logging persists in the parallel threads. Additional functions support function call automation with delayed execution (e.g. for executing functions in parallel).
Markup allows the use of HTML syntax with in Common Lisp code. This has the advantage of being able to copy HTML snippets and have them instantly be functional, less double quotes than a s-expression approach, and designers will be able to understand the embedded HTML.
File::Remove::remove removes files and directories. It acts like /bin/rm, for the most part. Although unlink can be given a list of files, it will not remove directories; this module remedies that. It also accepts wildcards, * and ?, as arguments for file names.
This package provides the \setcounterref and \addtocounterref commands which use the section (or other) number from the reference as the value to put into the counter. It also provides \setcounterpageref and \addtocounterpageref that do the corresponding thing with the page reference of the label.
Provide addins for RStudio'. It currently contains 3 addins. The first to add a shortcut for the double pipe. The second is to add a shortcut for the same operator. And the third to simplify the creation of vectors from texts pasted from the computer transfer area.
It contains functions to apply blockmodeling of signed (positive and negative weights are assigned to the links), one-mode and valued one-mode and two-mode (two sets of nodes are considered, e.g. employees and organizations) networks (Brusco et al. (2019) <doi:10.1111/bmsp.12192>).
Simulating and conducting four phase 12 clinical trials with correlated binary bivariate outcomes described. Uses the Efftox (efficacy and toxicity tradeoff, <https://biostatistics.mdanderson.org/SoftwareDownload/SingleSoftware/Index/2>) and SPSO (Semi-Parametric Stochastic Ordering) models with Utility and Desirability based objective functions for dose finding.
The Patient Rule Induction Method (PRIM) is typically used for "bump hunting" data mining to identify regions with abnormally high concentrations of data with large or small values. This package extends this methodology so that it can be applied to binary classification problems and used for prediction.
Visual representations of model fit or predictive success in the form of "separation plots." See Greenhill, Brian, Michael D. Ward, and Audrey Sacks. "The separation plot: A new visual method for evaluating the fit of binary models." American Journal of Political Science 55.4 (2011): 991-1002.
This package provides a simple tool for numerical optimization on the unit sphere. This is achieved by combining the spherical coordinating system with L-BFGS-B optimization. This algorithm is implemented in Kolkiewicz, A., Rice, G., & Xie, Y. (2020) <doi:10.1016/j.jspi.2020.07.001>.
The function TailClassifier() suggests one of the following types of tail for your discrete data: 1) Power decaying tail; 2) Sub-exponential decaying tail; and 3) Near-exponential decaying tail. The function also provides an estimate of the parameter for the classified-distribution as a reference.
This package provides an alternative interface to Bioconductor annotation resources, in particular the gene identifier mapping functionality of the org packages (e.g., org.Hs.eg.db) and the genome coordinate functionality of the TxDb packages (e.g., TxDb.Hsapiens.UCSC.hg38.knownGene).
Graph alignment is an extension package for the R programming environment which provides functions for finding an alignment between two networks based on link and node similarity scores. (J. Berg and M. Laessig, "Cross-species analysis of biological networks by Bayesian alignment", PNAS 103 (29), 10967-10972 (2006)).
Several tools for analyzing diagnostic tests and 2x2 contingency tables are provided. In particular, positive and negative predictive values for a diagnostic tests can be calculated from prevalence, sensitivity and specificity values. For contingency tables, relative risk and odds ratio measures are estimated. Furthermore, confidence intervals are provided.
Markov chain Monte Carlo (MCMC) sampler for fully Bayesian estimation of latent factor stochastic volatility models with interweaving <doi:10.1080/10618600.2017.1322091>. Sparsity can be achieved through the usage of Normal-Gamma priors on the factor loading matrix <doi:10.1016/j.jeconom.2018.11.007>.
The weighted scores method and composite likelihood information criteria as an intermediate step for variable/correlation selection for longitudinal ordinal and count data in Nikoloulopoulos, Joe and Chaganty (2011) <doi:10.1093/biostatistics/kxr005>, Nikoloulopoulos (2016) <doi:10.1002/sim.6871> and Nikoloulopoulos (2017) <arXiv:1510.07376>.
This package includes size measurements, clutch observations, and blood isotope ratios for adult foraging Adélie, Chinstrap, and Gentoo penguins observed on islands in the Palmer Archipelago near Palmer Station, Antarctica. Data were collected and made available by Dr. Kristen Gorman and the Palmer Station Long Term Ecological Research (LTER) Program.
This gem provides the classes LinkHeader and LinkHeader::Link, which represent HTTP Link headers conforming to RFC 5988. Objects can be constructed from and converted to text or a JSON-friendly Array representation. They can also be used to generate corresponding HTML link elements.
Oedipus Lex is a lexer generator in the same family as Rexical and Rex. It is based primarily on generating code much like you would a hand-written lexer. It uses StrScanner within a multi-level case statement. As such, Oedipus matches on the first match, not the longest.
The ragged2e package defines new commands \Centering, \RaggedLeft, and \RaggedRight and new environments Center, FlushLeft, and FlushRight, which set ragged text and are easily configurable to allow hyphenation (the corresponding commands in LaTeX, all of whose names are lower-case, prevent hyphenation altogether).
This package contains a collection of trans-omics datasets generated using various sequencing technologies such as RNA-seq, Mass spectrometry and ChIP-seq. Modalities include the bulk profiling of the phosphoproteome, proteome, transcriptome and epigenome. Data reflects the timecourses of different developmental systems from the mouse or human.
This package implements the semiparametric efficient estimators of continuous-time causal models for time-varying treatments and confounders in the presence of dependent censoring (including structural failure time model and Cox proportional hazards marginal structural model). S. Yang, K. Pieper, and F. Cools (2019) <doi:10.1111/biom.12845>.
Econometric analysis of multiple-input-multiple-output production technologies with ray-based input distance functions as suggested by Price and Henningsen (2022): "A Ray-Based Input Distance Function to Model Zero-Valued Output Quantities: Derivation and an Empirical Application", <https://ideas.repec.org/p/foi/wpaper/2022_03.html>.