Enter the query into the form above. You can look for specific version of a package by using @ symbol like this: gcc@10.
API method:
GET /api/packages?search=hello&page=1&limit=20
where search is your query, page is a page number and limit is a number of items on a single page. Pagination information (such as a number of pages and etc) is returned
in response headers.
If you'd like to join our channel search send a patch to ~whereiseveryone/toys@lists.sr.ht adding your channel as an entry in channels.scm.
Manages, builds and computes statistics and datasets for the construction of quarterly (sub-annual) life tables by exploiting micro-data from either a general or an insured population. References: Pavà a and Lledó (2022) <doi:10.1111/rssa.12769>. Pavà a and Lledó (2023) <doi:10.1017/asb.2023.16>. Pavà a and Lledó (2025) <doi:10.1371/journal.pone.0315937>. Acknowledgements: The authors wish to thank Conselleria de Educación, Universidades y Empleo, Generalitat Valenciana (grants AICO/2021/257; CIAICO/2024/031), Ministerio de Ciencia e Innovación (grant PID2021-128228NB-I00) and Fundación Mapfre (grant Modelización espacial e intra-anual de la mortalidad en España. Una herramienta automática para el calculo de productos de vida') for supporting this research.
We implement an adaptation of Jiang & Zeng's (1995) <doi:10.1093/genetics/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) and that in Tian et al. (2016) <doi:10.1534/genetics.115.183624> in that our test accommodates multiparental populations.
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>.
Quasi-Cauchy quantile regression, proposed by de Oliveira, Ospina, Leiva, Figueroa-Zuniga and Castro (2023) <doi:10.3390/fractalfract7090667>. This regression model is useful for the case where you want to model data of a nature limited to the intervals [0,1], (0,1], [0,1) or (0,1) and you want to use a quantile approach.
This package provides a tool that can be customized to aid in the clean up of ecological data collected using quadrats and can crop quadrats to ensure comparability between quadrats collected under different methodologies.
This package provides methods for statistical analysis of count data and quantal data. For the analysis of count data an implementation of the Closure Principle Computational Approach Test ("CPCAT") is provided (Lehmann, R et al. (2016) <doi:10.1007/s00477-015-1079-4>), as well as an implementation of a "Dunnett GLM" approach using a Quasi-Poisson regression (Hothorn, L, Kluxen, F (2020) <doi:10.1101/2020.01.15.907881>). For the analysis of quantal data an implementation of the Closure Principle Fisherâ Freemanâ Halton test ("CPFISH") is provided (Lehmann, R et al. (2018) <doi:10.1007/s00477-017-1392-1>). P-values and no/lowest observed (adverse) effect concentration values are calculated. All implemented methods include further functions to evaluate the power and the minimum detectable difference using a bootstrapping approach.
An implementation of two interaction indices between extractive activity and groundwater resources based on hazard and vulnerability parameters used in the assessment of natural hazards. One index is based on a discrete choice model and the other is relying on an artificial neural network.
Function that implements the Quantum Genetic Algorithm, first proposed by Han and Kim in 2000. This is an R implementation of the python application developed by Lahoz-Beltra (<https://github.com/ResearchCodesHub/QuantumGeneticAlgorithms>). Each optimization problem is represented as a maximization one, where each solution is a sequence of (qu)bits. Following the quantum paradigm, these qubits are in a superposition state: when measuring them, they collapse in a 0 or 1 state. After measurement, the fitness of the solution is calculated as in usual genetic algorithms. The evolution at each iteration is oriented by the application of two quantum gates to the amplitudes of the qubits: (1) a rotation gate (always); (2) a Pauli-X gate (optionally). The rotation is based on the theta angle values: higher values allow a quicker evolution, and lower values avoid local maxima. The Pauli-X gate is equivalent to the classical mutation operator and determines the swap between alfa and beta amplitudes of a given qubit. The package has been developed in such a way as to permit a complete separation between the engine, and the particular problem subject to combinatorial optimization.
This package provides a multivariate copula-based dependence measure. For more information, see Griessenberger, Junker, Trutschnig (2022), On a multivariate copula-based dependence measure and its estimation, Electronic Journal of Statistics, 16, 2206-2251.
Helps to perform linear regression analysis by reducing manual effort. Reduces the independent variables based on specified p-value and Variance Inflation Factor (VIF) level.
Evaluates moments of ratios (and products) of quadratic forms in normal variables, specifically using recursive algorithms developed by Bao and Kan (2013) <doi:10.1016/j.jmva.2013.03.002> and Hillier et al. (2014) <doi:10.1017/S0266466613000364>. Also provides distribution, quantile, and probability density functions of simple ratios of quadratic forms in normal variables with several algorithms. Originally developed as a supplement to Watanabe (2023) <doi:10.1007/s00285-023-01930-8> for evaluating average evolvability measures in evolutionary quantitative genetics, but can be used for a broader class of statistics. Generating functions for these moments are also closely related to the top-order zonal and invariant polynomials of matrix arguments.
An implementation of Quantitative Fatty Acid Signature Analysis (QFASA) in R. QFASA is a method of estimating the diet composition of predators. The fundamental unit of information in QFASA is a fatty acid signature (signature), which is a vector of proportions describing the composition of fatty acids within lipids. Signature data from at least one predator and from samples of all potential prey types are required. Calibration coefficients, which adjust for the differential metabolism of individual fatty acids by predators, are also required. Given those data inputs, a predator signature is modeled as a mixture of prey signatures and its diet estimate is obtained as the mixture that minimizes a measure of distance between the observed and modeled signatures. A variety of estimation options and simulation capabilities are implemented. Please refer to the vignette for additional details and references.
Conduct multiple quantitative trait loci (QTL) mapping under the framework of random-QTL-effect linear mixed model. 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 are viewed as potential QTL, all the effects of the potential QTL are included in a multi-QTL model, their effects are estimated by empirical Bayes in doubled haploid population or by adaptive lasso in F2 population, and true QTL are identified by likelihood radio test. See Wen et al. (2018) <doi:10.1093/bib/bby058>.
It provides versatile tools for analysis of birth and death based Markovian Queueing Models and Single and Multiclass Product-Form Queueing Networks. It implements M/M/1, M/M/c, M/M/Infinite, M/M/1/K, M/M/c/K, M/M/c/c, M/M/1/K/K, M/M/c/K/K, M/M/c/K/m, M/M/Infinite/K/K, Multiple Channel Open Jackson Networks, Multiple Channel Closed Jackson Networks, Single Channel Multiple Class Open Networks, Single Channel Multiple Class Closed Networks and Single Channel Multiple Class Mixed Networks. Also it provides a B-Erlang, C-Erlang and Engset calculators. This work is dedicated to the memory of D. Sixto Rios Insua.
For fitting N-mixture models using either FFT or asymptotic approaches. FFT N-mixture models extend the work of Cowen et al. (2017) <doi:10.1111/biom.12701>. Asymptotic N-mixture models extend the work of Dail and Madsen (2011) <doi:10.1111/j.1541-0420.2010.01465.x>, to consider asymptotic solutions to the open population N-mixture models. The FFT models are derived and described in "Parker, M.R.P., Elliott, L., Cowen, L.L.E. (2022). Computational efficiency and precision for replicated-count and batch-marked hidden population models [Manuscript in preparation]. Department of Statistics and Actuarial Sciences, Simon Fraser University.". The asymptotic models are derived and described in: "Parker, M.R.P., Elliott, L., Cowen, L.L.E., Cao, J. (2022). Fast asymptotic solutions for N-mixtures on large populations [Manuscript in preparation]. Department of Statistics and Actuarial Sciences, Simon Fraser University.".
This package provides a quantum computer simulator framework with up to 24 qubits. It allows to define general single qubit gates and general controlled single qubit gates. For convenience, it currently provides the most common gates (X, Y, Z, H, Z, S, T, Rx, Ry, Rz, CNOT, SWAP, Toffoli or CCNOT, Fredkin or CSWAP). qsimulatR also implements noise models. qsimulatR supports plotting of circuits and is able to export circuits to Qiskit <https://qiskit.org/>, a python package which can be used to run on IBM's hardware <https://quantum-computing.ibm.com/>.
Density, distribution function, quantile function and random generation for the q-gaussian distribution with parameters mu and sig.
Estimates QAPE using bootstrap procedures. The residual, parametric and double bootstrap is used. The test of normality using Cholesky decomposition is added. Y pop is defined.
Enables the user to calculate Value at Risk (VaR) and Expected Shortfall (ES) by means of various types of historical simulation. Currently plain-, age-, volatility-weighted- and filtered historical simulation are implemented in this package. Volatility weighting can be carried out via an exponentially weighted moving average model (EWMA) or other GARCH-type models. The performance can be assessed via Traffic Light Test, Coverage Tests and Loss Functions. The methods of the package are described in Gurrola-Perez, P. and Murphy, D. (2015) <https://EconPapers.repec.org/RePEc:boe:boeewp:0525> as well as McNeil, J., Frey, R., and Embrechts, P. (2015) <https://ideas.repec.org/b/pup/pbooks/10496.html>.
Joint estimation of quantile specific intercept and slope parameters in a linear regression setting.
This package provides helper functions to work programmatically within a quarto document. It allows the user to create section headers, tabsets, divs, and spans, and formats these objects into quarto syntax when printed into a document.
This package provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.
Converts R scripts (.R) into Quarto markdown documents (.qmd) with automatic formatting. Recognizes RStudio code sections, preserves comments as narrative text, extracts metadata from special comments, and provides both programmatic functions and an interactive RStudio add-in for easy conversion.
The modeling and prediction of graph-associated time series(GATS) based on continuous time quantum walk. This software is mainly used for feature extraction, modeling, prediction and result evaluation of GATS, including continuous time quantum walk simulation, feature selection, regression analysis, time series prediction, and series fit calculation. A paper is attached to the package for reference.