Bayesian dynamic borrowing is an approach to incorporating external data to supplement a randomized, controlled trial analysis in which external data are incorporated in a dynamic way (e.g., based on similarity of outcomes); see Viele 2013 <doi:10.1002/pst.1589> for an overview. This package implements the hierarchical commensurate prior approach to dynamic borrowing as described in Hobbes 2011 <doi:10.1111/j.1541-0420.2011.01564.x>. There are three main functionalities. First, psborrow2 provides a user-friendly interface for applying dynamic borrowing on the study results handles the Markov Chain Monte Carlo sampling on behalf of the user. Second, psborrow2 provides a simulation framework to compare different borrowing parameters (e.g. full borrowing, no borrowing, dynamic borrowing) and other trial and borrowing characteristics (e.g. sample size, covariates) in a unified way. Third, psborrow2 provides a set of functions to generate data for simulation studies, and also allows the user to specify their own data generation process. This package is designed to use the sampling functions from cmdstanr which can be installed from <https://stan-dev.r-universe.dev>.

Support functions, data sets, and vignettes for the psych package. Contains several of the biggest data sets for the psych package as well as four vignettes. A few helper functions for file manipulation are included as well. For more information, see the <https://personality-project.org/r/> web page.

Data and statistics of Pakistan Social and Living Standards Measurement (PSLM) survey 2014-15 from Pakistan Bureau of Statistics (<http://www.pbs.gov.pk/>).

Bland (2009) <doi:10.1136/bmj.b3985> recommended to base study sizes on the width of the confidence interval rather the power of a statistical test. The goal of presize is to provide functions for such precision based sample size calculations. For a given sample size, the functions will return the precision (width of the confidence interval), and vice versa.

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.

Applying the global sensitivity analysis workflow to investigate the parameter uncertainty and sensitivity in physiologically based kinetic (PK) models, especially the physiologically based pharmacokinetic/toxicokinetic model with multivariate outputs. The package also provides some functions to check the convergence and sensitivity of model parameters. The workflow was first mentioned in Hsieh et al., (2018) <doi:10.3389/fphar.2018.00588>, then further refined (Hsieh et al., 2020 <doi:10.1016/j.softx.2020.100609>).

Seq2seq time-feature analysis based on variational model, with a wide range of distributions available for the latent variable.

Clustering is unsupervised and exploratory in nature. Yet, it can be performed through penalized regression with grouping pursuit. In this package, we provide two algorithms for fitting the penalized regression-based clustering (PRclust) with non-convex grouping penalties, such as group truncated lasso, MCP and SCAD. One algorithm is based on quadratic penalty and difference convex method. Another algorithm is based on difference convex and ADMM, called DC-ADD, which is more efficient. Generalized cross validation and stability based method were provided to select the tuning parameters. Rand index, adjusted Rand index and Jaccard index were provided to estimate the agreement between estimated cluster memberships and the truth.

This package provides a comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various estimation methods suggested in the literature are included. Additional compelling features comprise posterior probabilities, an implementation of an expectation-maximization (EM) algorithm, and PIN decomposition into layers, and into bad/good components. Versatile data simulation tools, and trade classification algorithms are among the supplementary utilities. The package provides fast, compact, and precise utilities to tackle the sophisticated, error-prone, and time-consuming estimation procedure of informed trading, and this solely using the raw trade-level data.

This package provides a Boolean network is a particular kind of discrete dynamical system where the variables are simple binary switches. Despite its simplicity, Boolean network modeling has been a successful method to describe the behavioral pattern of various phenomena. Applying stochastic noise to Boolean networks is a useful approach for representing the effects of various perturbing stimuli on complex systems. A number of methods have been developed to control noise effects on Boolean networks using parameters integrated into the update rules. This package provides functions to examine three such methods: Boolean network with perturbations (BNp), described by Trairatphisan et al. (2013) <doi:10.1186/1478-811X-11-46>, stochastic discrete dynamical systems (SDDS), proposed by Murrugarra et al. (2012) <doi:10.1186/1687-4153-2012-5>, and Boolean network with probabilistic edge weights (PEW), presented by Deritei et al. (2022) <doi:10.1371/journal.pcbi.1010536>. This package includes source code derived from the BoolNet package, which is licensed under the Artistic License 2.0.

Explore the world of R graphics with fun and interesting plot functions! Use make_LED() to create dynamic LED screens, draw interconnected rings with Olympic_rings(), and make festive Chinese couplets with chunlian(). Unleash your creativity and turn data into exciting visuals!

R interface to PRIMME <https://www.cs.wm.edu/~andreas/software/>, a C library for computing a few eigenvalues and their corresponding eigenvectors of a real symmetric or complex Hermitian matrix, or generalized Hermitian eigenproblem. It can also compute singular values and vectors of a square or rectangular matrix. PRIMME finds largest, smallest, or interior singular/eigenvalues and can use preconditioning to accelerate convergence. General description of the methods are provided in the papers Stathopoulos (2010, <doi:10.1145/1731022.1731031>) and Wu (2017, <doi:10.1137/16M1082214>). See citation("PRIMME") for details.

Translating messages in R packages is managed using the po top-level directory and the gettext program. This package provides some helper functions for building this support in R packages, e.g. common validation & I/O tasks.

Sankey diagrams are a powerfull and visually attractive way to visualize the flow of conservative substances through a system. They typically consists of a network of nodes, and fluxes between them, where the total balance in each internal node is 0, i.e. input equals output. Sankey diagrams are typically used to display energy systems, material flow accounts etc. Unlike so-called alluvial plots, Sankey diagrams also allow for cyclic flows: flows originating from a single node can, either direct or indirect, contribute to the input of that same node. This package, named after the Greek aphorism Panta Rhei (everything flows), provides functions to create publication-quality diagrams, using data in tables (or spread sheets) and a simple syntax.

This package implements an n-dimensional parameter space partitioning algorithm for evaluating the global behaviour of formal computational models as described by Pitt, Kim, Navarro and Myung (2006) <doi:10.1037/0033-295X.113.1.57>.

Conduct internal validation of a clinical prediction model for a binary outcome. Produce bias corrected performance metrics (c-statistic, Brier score, calibration intercept/slope) via bootstrap (simple bootstrap, bootstrap optimism, .632 optimism) and cross-validation (CV optimism, CV average). Also includes functions to assess model stability via bootstrap resampling. See Steyerberg et al. (2001) <doi:10.1016/s0895-4356(01)00341-9>; Harrell (2015) <doi:10.1007/978-3-319-19425-7>; Riley and Collins (2023) <doi:10.1002/bimj.202200302>.

This package provides a set of tools to implement the non-parametric bounds and Bayesian methods for assessing post-treatment bias developed in Blackwell, Brown, Hill, Imai, and Yamamoto (2025) <doi:10.1017/pan.2025.3>.

This package provides a central decision in a parametric regression is how to specify the relation between an dependent variable and each explanatory variable. This package provides a semi-parametric tool for comparing different transformations of an explanatory variables in a parametric regression. The functions is relevant in a situation, where you would use a box-cox or Box-Tidwell transformations. In contrast to the classic power-transformations, the methods in this package allows for theoretical driven user input and the possibility to compare with a non-parametric transformation.

Create an automated regression table that is well-suited for models that are estimated with multiple dependent variables. panelsummary extends modelsummary (Arel-Bundock, V. (2022) <doi:10.18637/jss.v103.i01>) by allowing regression tables to be split into multiple sections with a simple function call. Utilize familiar arguments such as fmt, estimate, statistic, vcov, conf_level, stars, coef_map, coef_omit, coef_rename, gof_map, and gof_omit from modelsummary to clean the table, and additionally, add a row for the mean of the dependent variable without external manipulation.

This package performs genomic prediction of hybrid performance using eight GS methods including GBLUP, BayesB, RKHS, PLS, LASSO, Elastic net, XGBoost and LightGBM. GBLUP: genomic best liner unbiased prediction, RKHS: reproducing kernel Hilbert space, PLS: partial least squares regression, LASSO: least absolute shrinkage and selection operator, XGBoost: extreme gradient boosting, LightGBM: light gradient boosting machine. It also provides fast cross-validation and mating design scheme for training population (Xu S et al (2016) <doi:10.1111/tpj.13242>; Xu S (2017) <doi:10.1534/g3.116.038059>). A complete manual for this package is provided in the manual folder of the package installation directory. You can locate the manual by running the following command in R: system.file("manual", package = "predhy.GUI").

This package implements the copula-based estimator for univariate long-range dependent processes, introduced in Pumi et al. (2023) <doi:10.1007/s00362-023-01418-z>. Notably, this estimator is capable of handling missing data and has been shown to perform exceptionally well, even when up to 70% of data is missing (as reported in <arXiv:2303.04754>) and has been found to outperform several other commonly applied estimators.

This package provides the tools needed to benchmark the R2 value corresponding to a certain acceptable noise level while also providing a rescaling function based on that noise level yielding a new value of R2 we refer to as R2k which is independent of both the number of degrees of freedom and the noise distribution function.

Set the R prompt dynamically, from a function. The package contains some examples to include various useful dynamic information in the prompt: the status of the last command (success or failure); the amount of memory allocated by the current R process; the name of the R package(s) loaded by pkgload and/or devtools'; various git information: the name of the active branch, whether it is dirty, if it needs pushes pulls. You can also create your own prompt if you don't like the predefined examples.

Enables researchers to visualize the prediction performance of any algorithm on the individual level (or close to it), given that the predicted outcome is either binary or continuous. Visual results are instantly comprehensible.