Given a dataset, the user is invited to utilize the Empirical Cumulative Distribution Function (ECDF) to guess interactively the mean and the mean deviation. Thereafter, using the quadratic curve the user can guess the Root Mean Squared Deviation (RMSD) and visualize the standard deviation (SD). For details, see Sarkar and Rashid (2019)<doi:10.3126/njs.v3i0.25574>, Have You Seen the Standard Deviaton?, Nepalese Journal of Statistics, Vol. 3, 1-10.

Computes noncompartmental pharmacokinetic parameters for drug concentration profiles. For each profile, data imputations and adjustments are made as necessary and basic parameters are estimated. Supports single dose, multi-dose, and multi-subject data. Supports steady-state calculations and various routes of drug administration. See ?qpNCA and vignettes. Methodology follows Rowland and Tozer (2011, ISBN:978-0-683-07404-8), Gabrielsson and Weiner (1997, ISBN:978-91-9765-100-4), and Gibaldi and Perrier (1982, ISBN:978-0824710422).

This package implements the Quantile Composite-based Path Modeling approach (Davino and Vinzi, 2016 <doi:10.1007/s11634-015-0231-9>; Dolce et al., 2021 <doi:10.1007/s11634-021-00469-0>). The method complements the traditional PLS Path Modeling approach, analyzing the entire distribution of outcome variables and, therefore, overcoming the classical exploration of only average effects. It exploits quantile regression to investigate changes in the relationships among constructs and between constructs and observed variables.

This package provides functions and data sets for reproducing selected results from the book "Quantitative Risk Management: Concepts, Techniques and Tools". Furthermore, new developments and auxiliary functions for Quantitative Risk Management practice.

The main goal is to make descriptive evaluations easier to create bigger and more complex outputs in less time with less code. Introducing format containers with multilabels <https://documentation.sas.com/doc/en/pgmsascdc/v_067/proc/p06ciqes4eaqo6n0zyqtz9p21nfb.htm>, a more powerful summarise which is capable to output every possible combination of the provided grouping variables in one go <https://documentation.sas.com/doc/en/pgmsascdc/v_067/proc/p0jvbbqkt0gs2cn1lo4zndbqs1pe.htm>, tabulation functions which can create any table in different styles <https://documentation.sas.com/doc/en/pgmsascdc/v_067/proc/n1ql5xnu0k3kdtn11gwa5hc7u435.htm> and other more readable functions. The code is optimized to work fast even with datasets of over a million observations.

Plotting functions for visualising textual data. Extends quanteda and related packages with plot methods designed specifically for text data, textual statistics, and models fit to textual data. Plot types include word clouds, lexical dispersion plots, scaling plots, network visualisations, and word keyness plots.

Given inputs A,B and C, this package solves the matrix equation A*X^2 - B*X - C = 0.

This package provides a sigmoidal quantile function estimator based on a newly defined generalized expectile function. The generalized sigmoidal quantile function can estimate quantiles beyond the range of the data, which is important for certain applications given smaller sample sizes. The package is based on the method introduced in Hutson (2024) <doi:10.1080/03610918.2022.2032161>.

This package provides three Quarto website templates as an R project, which are commonly used by academics. Templates for personal websites and course/workshop websites are included, as well as a template with minimal content for customization.

Datasets for the book, A Guide to QTL Mapping with R/qtl. Broman and Sen (2009) <doi:10.1007/978-0-387-92125-9>.

Estimation and inference methods for the cross-quantilogram. The cross-quantilogram is a measure of nonlinear dependence between two variables, based on either unconditional or conditional quantile functions. It can be considered an extension of the correlogram, which is a correlation function over multiple lag periods that mainly focuses on linear dependency. One can use the cross-quantilogram to detect the presence of directional predictability from one time series to another. This package provides a statistical inference method based on the stationary bootstrap. For detailed theoretical and empirical explanations, see Linton and Whang (2007) for univariate time series analysis and Han, Linton, Oka and Whang (2016) for multivariate time series analysis. The full references for these key publications are as follows: (1) Linton, O., and Whang, Y. J. (2007). The quantilogram: with an application to evaluating directional predictability. Journal of Econometrics, 141(1), 250-282 <doi:10.1016/j.jeconom.2007.01.004>; (2) Han, H., Linton, O., Oka, T., and Whang, Y. J. (2016). The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. Journal of Econometrics, 193(1), 251-270 <doi:10.1016/j.jeconom.2016.03.001>.

Various quantile-based clustering algorithms: algorithm CU (Common theta and Unscaled variables), algorithm CS (Common theta and Scaled variables through lambda_j), algorithm VU (Variable-wise theta_j and Unscaled variables) and algorithm VW (Variable-wise theta_j and Scaled variables through lambda_j). Hennig, C., Viroli, C., Anderlucci, L. (2019) "Quantile-based clustering." Electronic Journal of Statistics. 13 (2) 4849 - 4883 <doi:10.1214/19-EJS1640>.

This function performs QR factorization without pivoting to a real or complex matrix. It is based on Anderson. E. and ten others (1999) "LAPACK Users Guide". Third Edition. SIAM.

This package provides functions to compute quasi variances and associated measures of approximation error.

Conduct multiple quantitative trait loci (QTL) and QTL-by-environment interaction (QEI) mapping via ordinary or compressed variance component mixed models with random- or fixed QTL/QEI effects. First, each position on the genome is detected in order to obtain a negative logarithm P-value curve against genome position. Then, all the peaks on each effect (additive or dominant) curve or on each locus curve are viewed as potential main-effect QTLs and QEIs, all their effects are included in a multi-locus model, their effects are estimated by both least angle regression and empirical Bayes (or adaptive lasso) in backcross and F2 populations, and true QTLs and QEIs are identified by likelihood radio test. See Zhou et al. (2022) <doi:10.1093/bib/bbab596> and Wen et al. (2018) <doi:10.1093/bib/bby058>.

We implement an adaptation of Jiang & Zeng's (1995) <https://www.genetics.org/content/140/3/1111> likelihood ratio test for testing the null hypothesis of pleiotropy against the alternative hypothesis, two separate quantitative trait loci. The test differs from that in Jiang & Zeng (1995) <https://www.genetics.org/content/140/3/1111> and that in Tian et al. (2016) <doi:10.1534/genetics.115.183624> in that our test accommodates multiparental populations.

This package provides comprehensive methods for testing, estimating, and conducting uniform inference on quantile treatment effects (QTEs) in sharp regression discontinuity (RD) designs, incorporating covariates and implementing robust bias correction methods of Qu, Yoon, Perron (2024) <doi:10.1162/rest_a_01168>.

Example data used in package Qindex'.

This package provides functions for interacting directly with the Quandl API to offer data in a number of formats usable in R, downloading a zip with all data from a Quandl database, and the ability to search. This R package uses the Quandl API. For more information go to <https://docs.quandl.com>. For more help on the package itself go to <https://www.quandl.com/tools/r>.

Routines in qtl2 to study allele patterns in quantitative trait loci (QTL) mapping over a chromosome. Useful in crosses with more than two alleles to identify how sets of alleles, genetically different strands at the same locus, have different response levels. Plots show profiles over a chromosome. Can handle multiple traits together. See <https://github.com/byandell/qtl2pattern>.

The approach is based on the closed testing procedure to control familywise error rate in a strong sense. The local tests implemented are Wald-type and rank-score. The method is described in De Santis, et al., (2026), <doi:10.48550/arXiv.2511.07999>.

Functionality for generating (randomized) quasi-random numbers in high dimensions.

This package provides methods for detecting structural breaks, determining the number of breaks, and estimating break locations in linear quantile regression, using one or multiple quantiles, based on Qu (2008) and Oka and Qu (2011). Applicable to both time series and repeated cross-sectional data. The main function is rq.break(). . References for detailed theoretical and empirical explanations: . (1) Qu, Z. (2008). "Testing for Structural Change in Regression Quantiles." Journal of Econometrics, 146(1), 170-184 <doi:10.1016/j.jeconom.2008.08.006> . (2) Oka, T., and Qu, Z. (2011). "Estimating Structural Changes in Regression Quantiles." Journal of Econometrics, 162(2), 248-267 <doi:10.1016/j.jeconom.2011.01.005>.

In the spirit of Anscombe's quartet, this package includes datasets that demonstrate the importance of visualizing your data, the importance of not relying on statistical summary measures alone, and why additional assumptions about the data generating mechanism are needed when estimating causal effects. The package includes "Anscombe's Quartet" (Anscombe 1973) <doi:10.1080/00031305.1973.10478966>, D'Agostino McGowan & Barrett (2023) "Causal Quartet" <doi:10.48550/arXiv.2304.02683>, "Datasaurus Dozen" (Matejka & Fitzmaurice 2017), "Interaction Triptych" (Rohrer & Arslan 2021) <doi:10.1177/25152459211007368>, "Rashomon Quartet" (Biecek et al. 2023) <doi:10.48550/arXiv.2302.13356>, and Gelman "Variation and Heterogeneity Causal Quartets" (Gelman et al. 2023) <doi:10.48550/arXiv.2302.12878>.