An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).

Computationally efficient tools for high dimensional predictive modeling (regression and classification). SAM is short for sparse additive modeling, and adopts the computationally efficient basis spline technique. We solve the optimization problems by various computational algorithms including the block coordinate descent algorithm, fast iterative soft-thresholding algorithm, and newton method. The computation is further accelerated by warm-start and active-set tricks.

This package provides a comprehensive suite of portfolio spanning tests for asset pricing, such as Huberman and Kandel (1987) <doi:10.1111/j.1540-6261.1987.tb03917.x>, Gibbons et al. (1989) <doi:10.2307/1913625>, Kempf and Memmel (2006) <doi:10.1007/BF03396737>, Pesaran and Yamagata (2024) <doi:10.1093/jjfinec/nbad002>, and Gungor and Luger (2016) <doi:10.1080/07350015.2015.1019510>.

Simulation tools for planning Vitamin D studies. Individual vitamin D status profiles are simulated, modelling population heterogeneity in trial arms. Exposures to infectious agents are generated, with infection depending on vitamin D status.

Estimate the four parameters of stable laws using maximum likelihood method, generalised method of moments with finite and continuum number of points, iterative Koutrouvelis regression and Kogon-McCulloch method. The asymptotic properties of the estimators (covariance matrix, confidence intervals) are also provided.

The developed function generates soil salinity indices using satellite data, utilizing multiple spectral bands such as Blue, Green, Red, Near-Infrared (NIR), and Shortwave Infrared (SWIR1, SWIR2). It computes 24 different salinity indices crucial for monitoring and analyzing salt-affected soils efficiently. For more details see, Rani, et al. (2022). <DOI: 10.1007/s12517-022-09682-3>. One of the key features of the developed function is its flexibility. Users can provide any combination of the required spectral bands, and the function will automatically calculate only the relevant indices based on the available data. This dynamic capability ensures that users can maximize the utility of their data without the need for all spectral bands, making the package versatile and user-friendly. Outputs are provided as GeoTIFF file format, facilitating easy integration with GIS workflows.

This package provides a framework for performing simulations such as those common in methodological statistics papers. The design principles of this package are described in greater depth in Bien, J. (2016) "The simulator: An Engine to Streamline Simulations," which is available at <arXiv:1607.00021>.

This package implements the Changes-in-Changes (CIC) estimator of Athey and Imbens (2006) <doi:10.1111/j.1468-0262.2006.00668.x> combined with synthetic control methods. Provides both the continuous CIC estimator (Theorem 3.1) and the discrete CIC estimator (Theorem 4.1) for integer-valued outcomes, with analytic and bootstrap inference. Also provides nonparametric estimation of the entire counterfactual distribution of outcomes for a treated group, allowing evaluation of average, quantile, and distributional treatment effects. Synthetic control weights are constructed via elastic net regularization to handle settings with many potential control units.

The implementation to perform the geometric spatial point analysis developed in Hernández & Solàs (2022) <doi:10.1007/s00180-022-01244-1>. It estimates the geometric goodness-of-fit index for a set of variables against a response one based on the sf package. The package has methods to print and plot the results.

Computes a proportional trimmed mean that resolves the integer truncation problem of base R's mean(..., trim). When k = trim * n is non-integer, a fractional discount (1 - delta) is applied to boundary observations, where delta = k - floor(k). The resulting estimator is continuous in alpha for any fixed n, syntactically identical to mean(..., trim), and compatible with the Statgraphics implementation. See Gaviria Chaverra (2026) <doi:10.32614/CRAN.package.sgmean>.

This package implements estimators for structured covariance matrices in the presence of pairwise and spatial covariates. Metodiev, Perrot-Dockès, Ouadah, Fosdick, Robin, Latouche & Raftery (2026) <doi:10.1214/26-AOAS2183>.

This package provides a tool for bootstrapping new packages with useful defaults, including a test suite outline that passes checks and helpers for running tests, checking test coverage, building vignettes, and more. Package skeletons it creates are set up for pushing your package to GitHub and using other hosted services for building and test automation.

The Slow Digestibility Index (SDI) is a tool that helps users evaluate the slow-digestion properties of crops or food matrices by combining multiple factors into a single score. It considers parameters related to starch composition [total starch (TS), amylose/amylopectin ratio (Aratio), total amylose content (TAC), and total amylopectin content (TAPC)], starch digestibility [rapidly digestible starch (RDS), slowly digestible starch (SDS) and resistant starch (RS)], structural properties [relative crystallinity (RC)], non-starch components [total protein, total oil content (TOC), and total phenolic content (TPC)], and pasting behaviour [peak viscosity (PV), pasting temperature (PT), holding strength (HS), and final viscosity (FV)].The SDI is flexible and allows users to calculate the index using all parameters or only selected ones, depending on the data available. Users can also compute a starch-based SDI (using only starch-related parameters) or a principal component analysis (PCA)-based SDI, where weights are determined automatically from the data. Thus, the SDI provides a simple way to compare and rank crops or food samples based on their slow digestion potential. The package implements SDI(),starchSDI(), genSDI(), scoreSDI(), and pcaSDI() for estimating slow digestibility index using predefined weighted TOPSIS, starch-specific TOPSIS, user-defined weighted TOPSIS, score-based normalization, and PCA based approaches, respectively. The package has been developed using the algorithm of Pandey et al. (2026) <doi:10.1016/j.jff.2026.107208>.

This package implements L0-constrained Multi-Task Learning and domain generalization algorithms. The algorithms are coded in Julia allowing for fast implementations of the coordinate descent and local combinatorial search algorithms. For more details, see a preprint of the paper: Loewinger et al., (2022) <arXiv:2212.08697>.

An interactive shiny application for sample size and power calculation under general conditions for clinical trials with survival endpoints. Implements the weighted log-rank method of Lu (2021) <doi:10.1002/pst.2069> via the lrstat package, supporting non-proportional hazards, delayed treatment effects, unequal allocation and dropout, as well as the classic method of Freedman (1982) <doi:10.1002/sim.4780010204> via the powerSurvEpi package. Results are presented interactively with survival curves and event-prediction timelines.

This package provides functions and utilities to perform Statistical Analyses in the Six Sigma way. Through the DMAIC cycle (Define, Measure, Analyze, Improve, Control), you can manage several Quality Management studies: Gage R&R, Capability Analysis, Control Charts, Loss Function Analysis, etc. Data frames used in the books "Six Sigma with R" [ISBN 978-1-4614-3652-2] and "Quality Control with R" [ISBN 978-3-319-24046-6], are also included in the package.

User tools for working with The STOICH (Stoichiometric Traits of Organisms in their Chemical Habitats) Project database <https://snr-stoich.unl.edu/>. This package is designed to aid in data discovery, filtering, pairing water samples with organism samples, and merging data tables to assist users in preparing data for analyses. For additional examples see "Additional Examples" and the readme file at <https://github.com/STOICH-project/STOICH-utilities>.

This package provides computational tools for estimating inverse regions and constructing the corresponding simultaneous outer and inner confidence regions. Acceptable input includes both one-dimensional and two-dimensional data for linear, logistic, functional, and spatial generalized least squares regression models. Functions are also available for constructing simultaneous confidence bands (SCBs) for these models. The definition of simultaneous confidence regions (SCRs) follows Sommerfeld et al. (2018) <doi:10.1080/01621459.2017.1341838>. Methods for estimating inverse regions, SCRs, and the nonparametric bootstrap are based on Ren et al. (2024) <doi:10.1093/jrsssc/qlae027>. Methods for constructing SCBs are described in Crainiceanu et al. (2024) <doi:10.1201/9781003278726> and Telschow et al. (2022) <doi:10.1016/j.jspi.2021.05.008>.

Obtaining accurate and stable estimates of regression coefficients can be challenging when the suggested statistical model has issues related to multicollinearity, convergence, or overfitting. One solution is to use principal component analysis (PCA) results in the regression, as discussed in Chan and Park (2005) <doi:10.1080/01446190500039812>. The swaprinc() package streamlines comparisons between a raw regression model with the full set of raw independent variables and a principal component regression model where principal components are estimated on a subset of the independent variables, then swapped into the regression model in place of those variables. The swaprinc() function compares one raw regression model to one principal component regression model, while the compswap() function compares one raw regression model to many principal component regression models. Package functions include parameters to center, scale, and undo centering and scaling, as described by Harvey and Hansen (2022) <https://cran.r-project.org/package=LearnPCA/vignettes/Vig_03_Step_By_Step_PCA.pdf>. Additionally, the package supports using Gifi methods to extract principal components from categorical variables, as outlined by Rossiter (2021) <https://www.css.cornell.edu/faculty/dgr2/_static/files/R_html/NonlinearPCA.html#2_Package>.

This package provides SPSS- and SAS-like output for least squares multiple regression, logistic regression, and count variable regressions. Detailed output is also provided for OLS moderated regression, interaction plots, and Johnson-Neyman regions of significance. The output includes standardized coefficients, partial and semi-partial correlations, collinearity diagnostics, plots of residuals, and detailed information about simple slopes for interactions. The output for some functions includes Bayes Factors and, if requested, regression coefficients from Bayesian Markov Chain Monte Carlo analyses. There are numerous options for model plots. The REGIONS_OF_SIGNIFICANCE function also provides Johnson-Neyman regions of significance and plots of interactions for both lm and lme models. There is also a function for partial and semipartial correlations and a function for conducting Cohen's set correlation analyses.

Offers a fast algorithm for fitting solution paths of sparse SVM models with lasso or elastic-net regularization. Reference: Congrui Yi and Jian Huang (2017) <doi:10.1080/10618600.2016.1256816>.

Semi-supervised Gaussian finite mixture models for partially labelled data under complete-case, missing completely at random (MCAR), entropy-dependent missing at random (MAR), and mixed MCAR/MAR label-missingness formulations. For the mixed formulation, the source of a missing label may be observed or latent. The package supports equal and component-specific covariance matrices, model fitting, simulation, initialization, prediction, classification performance assessment, and entropy-based diagnostics. A semi-synthetic Blood Transfusion data set is included to illustrate the applied workflow.

We visualize the standard deviation of a data set as the size of a prism whose volume equals the total volume of several prisms made from the Empirical Cumulative Distribution Function.

Implementation of the structural model for variances in order to detect differentially expressed genes from gene expression data.