This package provides a framework for undertaking space and time varying coefficient models (varying parameter models) using a Generalized Additive Model (GAM) with smooths approach. The framework suggests the need to investigate for the presence and nature of any space-time dependencies in the data. It proposes a workflow that creates and refines an initial space-time GAM and includes tools to create and evaluate multiple model forms. The workflow sequence is to: i) Prepare the data by lengthening it to have a single location and time variables for each observation. ii) Create all possible space and/or time models in which each predictor is specified in different ways in smooths. iii) Evaluate each model via their AIC value and pick the best one. iv) Create the final model. v) Calculate the varying coefficient estimates to quantify how the relationships between the target and predictor variables vary over space, time or space-time. vi) Create maps, time series plots etc. The number of knots used in each smooth can be specified directly or iteratively increased. This is illustrated with a climate point dataset of the dry rain forest in South America. This builds on work in Comber et al (2024) <doi:10.1080/13658816.2023.2270285> and Comber et al (2026) <doi:10.1080/13658816.2026.2671964>.

This is the implementation of the novel structural Bayesian information criterion by Zhou, 2020 (under review). In this method, the prior structure is modeled and incorporated into the Bayesian information criterion framework. Additionally, we also provide the implementation of a two-step algorithm to generate the candidate model pool.

Computation of sparse portfolios for financial index tracking, i.e., joint selection of a subset of the assets that compose the index and computation of their relative weights (capital allocation). The level of sparsity of the portfolios, i.e., the number of selected assets, is controlled through a regularization parameter. Different tracking measures are available, namely, the empirical tracking error (ETE), downside risk (DR), Huber empirical tracking error (HETE), and Huber downside risk (HDR). See vignette for a detailed documentation and comparison, with several illustrative examples. The package is based on the paper: K. Benidis, Y. Feng, and D. P. Palomar, "Sparse Portfolios for High-Dimensional Financial Index Tracking," IEEE Trans. on Signal Processing, vol. 66, no. 1, pp. 155-170, Jan. 2018. <doi:10.1109/TSP.2017.2762286>.

Este paquete tiene la finalidad de ayudar a aprender de una forma interactiva, teniendo ejemplos y la posibilidad de resolver nuevos al mismo tiempo. Apuntes de clase interactivos.

Specifying lavaan models manually can be time consuming when multiple similar models are required. The semFromKeys package streamlines the process of running lavaan models by generating model code from simple keys lists and running entire collections of models at once. The package was inspired by the process used in the code for Bainbridge, T. F., Ludeke, S. G., & Smillie, L. D. (2022) <doi:10.1037/pspp0000395>. The package also optionally checks that identical models have not been run on the same data, which saves time when code needs to be run again.

This package provides functions for tabulating and summarizing categorical, multiple response, ordinal, and continuous variables in R data frames. Makes it easy to create clear, structured summary tables, so you spend less time wrangling data and more time interpreting it.

This package implements atom-based regression models (ABRM) for analyzing spatially misaligned data. Provides functions for simulating misaligned spatial data, preparing NIMBLE model inputs, running MCMC diagnostics, and providing results. All main functions return S3 objects with print(), summary(), and plot() methods for intuitive result exploration. Methods originally described in Mugglin et al. (2000) <doi:10.1080/01621459.2000.10474279>, further investigated in Trevisani & Gelfand (2013), and applied in Nethery et al. (2023) <doi:10.1101/2023.01.10.23284410>.

Simulate complex data from a given directed acyclic graph and information about each individual node. Root nodes are simply sampled from the specified distribution. Child Nodes are simulated according to one of many implemented regressions, such as logistic regression, linear regression, poisson regression or any other function. Also includes a comprehensive framework for discrete-time simulation, discrete-event simulation, and networks-based simulation which can generate even more complex longitudinal and dependent data. For more details, see Robin Denz, Nina Timmesfeld (2026) <doi:10.18637/jss.v116.i02>.

Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.

Cluster user-supplied somatic read counts with corresponding allele-specific copy number and tumor purity to infer feasible underlying intra-tumor heterogeneity in terms of number of subclones, multiplicity, and allocation (Little et al. (2019) <doi:10.1186/s13073-019-0643-9>).

This package implements the Stable Balancing Weights by Zubizarreta (2015) <DOI:10.1080/01621459.2015.1023805>. These are the weights of minimum variance that approximately balance the empirical distribution of the observed covariates. For an overview, see Chattopadhyay, Hase and Zubizarreta (2020) <DOI:10.1002/sim.8659>. To solve the optimization problem in sbw', the default solver is quadprog', which is readily available through CRAN. The solver osqp is also posted on CRAN. To enhance the performance of sbw', users are encouraged to install other solvers such as gurobi and Rmosek', which require special installation. For the installation of gurobi and pogs, please follow the instructions at <https://docs.gurobi.com/projects/optimizer/en/current/reference/r.html> and <http://foges.github.io/pogs/stp/r>.

Simulation methods to study the effect of management policies on efforts to restore populations back to their original genetic composition. Allows for single-scenario simulation and for optimization of specific chosen scenarios. Further information can be found in Hernandez, Janzen and Lavretsky (2023) <doi:10.1111/1755-0998.13892>.

Sparsity Oriented Importance Learning (SOIL) provides a new variable importance measure for high dimensional linear regression and logistic regression from a sparse penalization perspective, by taking into account the variable selection uncertainty via the use of a sensible model weighting. The package is an implementation of Ye, C., Yang, Y., and Yang, Y. (2017+).

It computes the solutions to a generic stochastic growth model for a given set of user supplied parameters. It includes the solutions to the model, plots of the solution, a summary of the features of the model, a function that covers different types of consumption preferences, and a function that computes the moments of a Markov process. Merton, Robert C (1971) <doi:10.1016/0022-0531(71)90038-X>, Tauchen, George (1986) <doi:10.1016/0165-1765(86)90168-0>, Wickham, Hadley (2009, ISBN:978-0-387-98140-6 ).

Generate Stochastic Branching Networks ('SBNs'). Used to model the branching structure of rivers.

Estimation of copula using ranks and subsampling. The main feature of this method is that simulation studies show a low sensitivity to dimension, on realistic cases.

Estimates the restricted mean survival time (RMST) with the time window [0, tau], where tau is adaptively selected from the procedure, proposed by Horiguchi et al. (2018) <doi:10.1002/sim.7661>. It also estimates the RMST with the time window [tau1, tau2], where tau1 is adaptively selected from the procedure, proposed by Horiguchi et al. (2023) <doi:10.1002/sim.9662>.

This package provides a framework for visualizing and exploring results of a Management Strategy Evaluation (MSE). The publication quality figures and tables can be developed directly from the R console, or interactively explored with the Slick App. For more details, see the Slick website <https://slick.bluematterscience.com>.

Select the most suitable shape to describe the relationship between the exposure and the outcome among increasing, decreasing, convex, and concave shapes (Yin et al. (2021) <DOI:10.1007/s13571-020-00246-7>); estimate the direct and indirect effects with prior knowledge on the relationship between the mediator and the outcome with binary exposure (Yin et al. (2024) <DOI:10.1007/s13571-024-00336-w>); estimate the direct and indirect effects using linear regression-based approach (VanderWeele (2015, ISBN:9780199325870)).

Computes the entire regularization path for the two-class svm classifier with essentially the same cost as a single SVM fit.

Several functions and S3 methods to predict survival by using neural networks. We implemented Partial Logistic Artificial Neural Networks (PLANN) as proposed by Biganzoli et al. (1998) <https://pubmed.ncbi.nlm.nih.gov/9618776>.

This package provides distribution-free, model-agnostic prediction intervals for spatially and spatio-temporally dependent data using localized conformal calibration. Implements locally weighted split conformal prediction for geostatistical (point-referenced) data based on spatial-distance kernels, and a neighbourhood-weighted conformal procedure for areal (lattice) data based on graph adjacency structures. Relaxes the standard exchangeability assumption using spatial proximity, following the localized conformal framework of Mao, Martin and Reich (2024) <doi:10.1080/01621459.2022.2147531>. Includes comprehensive spatial diagnostic tools to audit empirical coverage, conditional spatial strata, and boundary proximity effects.

This package provides a set of functions for computing potential evapotranspiration and several widely used drought indices including the Standardized Precipitation-Evapotranspiration Index (SPEI).

This package provides a meta-package that aims to make R easier for everyone, especially programmers who have a background in SAS® software. This set of packages brings many useful concepts to R', including data libraries, data dictionaries, formats and format catalogs, a data step, and a traceable log. The system also includes a package that replicates several commonly-used SAS® procedures, like PROC FREQ', PROC MEANS', and PROC REG'.