This package provides with parametric Risk Neutral Densities (RNDs) and cumulative densities of futures prices on fixed-income products. It relies on options on Short Term Interest Rate futures or options on government bond futures. It models the futures price as a mixture of lognormal densities. It also provides with the RNDs and cumulative densities of the money market rate or the government bond yield inferred from the futures price, using the RND of the futures price. It eventually provides with the probability attached to each bond in the delivery basket of a government bond futures to be the cheapest at maturity, using the RND of the bond futures price. The package leverages on the works of Melick, W. R. and Thomas, C. P. (1997) <doi:10.2307/2331318> and B. Bahra (1998) <doi:10.2139/ssrn.77429>.

Determines the sum of squares of the (2^n)-1 factorial effects in a 2^n factorial experiment using Yates algorithm.

This package provides a collection of lightweight helper functions (imps) both for interactive use and for inclusion within other packages. These include functions for minimal input assertions, visualising colour palettes, quoting user input, searching rows of a data frame and capturing string tokens.

Test of linearity originally proposed by Yatchew (1997) <doi:10.1016/S0165-1765(97)00218-8> and improved by de Chaisemartin & D'Haultfoeuille (2024) <doi:10.2139/ssrn.4284811> to be robust under heteroskedasticity.

This package contains a mixture of functions and data sets referred to in the introductory e-book "YaRrr!: The Pirate's Guide to R". The latest version of the e-book is available for free at <https://bookdown.org/ndphillips/YaRrr/>.

This package provides a YAML-based mechanism for working with table metadata. Supports compact syntax for creating, modifying, viewing, exporting, importing, displaying, and plotting metadata coded as column attributes. The yamlet dialect is valid YAML with defaults and conventions chosen to improve readability. See ?yamlet, ?decorate, ?modify, ?io_csv, and ?ggplot.decorated.

Write YAML front matter for R Markdown and related documents. Work with YAML objects more naturally and write the resulting YAML to your clipboard or to YAML files related to your project.

This package provides covariate-adjusted comparison of two groups of right censored data, where the binary group variable has separate short-term and long-term effects on the hazard function, while effects of covariates such as age, blood pressure, etc. are proportional on the hazard. The model was studied in Yang and Prentice (2015) <doi:10.1002/sim.6453> and it extends the two sample version of the short-term and long-term hazard ratio model proposed in Yang and Prentice (2005) <doi:10.1093/biomet/92.1.1>. The model extends the usual Cox proportional hazards model to allow more flexible hazard ratio patterns, such as gradual onset of effect, diminishing effect, and crossing hazard or survival functions. This package provides the following: 1) point estimates and confidence intervals for model parameters; 2) point estimate and confidence interval of the average hazard ratio; and 3) plots of estimated hazard ratio function with point-wise and simultaneous confidence bands.

This package provides helper functions to perform Bayesian model averaging using Markov chain Monte Carlo samples from separate models. Calculates weights and obtains draws from the model-averaged posterior for quantities of interest specified by the user. Weight calculations can be done using marginal likelihoods or log-predictive likelihoods as in Ando, T., & Tsay, R. (2010) <doi:10.1016/j.ijforecast.2009.08.001>.

Analyzing performances of cricketers and cricket teams based on yaml match data from Cricsheet <https://cricsheet.org/>.

Modelling the yield curve with some parametric models. The models implemented are: Nelson, C.R., and A.F. Siegel (1987) <doi: 10.1086/296409>, Diebold, F.X. and Li, C. (2006) <doi: 10.1016/j.jeconom.2005.03.005> and Svensson, L.E. (1994) <doi: 10.3386/w4871>. The package also includes the data of the term structure of interest rate of Federal Reserve Bank and European Central Bank.

This package provides a fast, correct, safe, and ergonomic YAML 1.2 parser and generator written in Rust'. Convert between YAML and simple R objects with full support for multi-document streams, tags, anchors, and aliases. Offers opt-in handlers for custom tag behavior and round-trips common R data structures. Implements the YAML 1.2.2 specification from the YAML Language Development Team (2021) <https://yaml.org/spec/1.2.2/>. Proudly supported by Posit.

Semiparametric modeling of lifetime data with crossing survival curves via Yang and Prentice model with baseline hazard/odds modeled with Bernstein polynomials. Details about the model can be found in Demarqui et al. (2019) <arXiv:1910.04475>. Model fitting can be carried out via both maximum likelihood and Bayesian approaches. The package also provides point and interval estimation for the crossing survival times.

Simple and efficient access to Yahoo Finance's historical data API <https://finance.yahoo.com/> for querying and retrieval of financial data. The core functionality of the yfhist package abstracts the complexities of interacting with Yahoo Finance APIs, such as session management, crumb and cookie handling, query construction, date validation, and interval management. This abstraction allows users to focus on retrieving data rather than managing API details. Use cases include historical data across a range of security types including equities & ETFs, indices, and other tickers. The package supports flexible query capabilities, including customizable date ranges, multiple time intervals, and automatic data validation. It automatically manages interval-specific limitations, such as lookback periods for intraday data and maximum date ranges for minute-level intervals. The implementation leverages standard HTTP libraries to handle API interactions efficiently and provides support for both R and Python to ensure accessibility for a broad audience.

Convert YMD format number or string to Date efficiently, using Rust's standard library. It also provides helper functions to handle Date, e.g., quick finding the beginning or end of the given period, adding months to Date, etc.

An alternative canonical correlation/redundancy analysis function, with associated print, plot, and summary methods. A method for generating helio plots is also included.

This package provides a fast JSON parser, generator and validator which converts JSON', NDJSON (Newline Delimited JSON') and GeoJSON (Geographic JSON') data to/from R objects. The standard R data types are supported (e.g. logical, numeric, integer) with configurable handling of NULL and NA values. Data frames, atomic vectors and lists are all supported as data containers translated to/from JSON'. GeoJSON data is read in as simple features objects. This implementation wraps the yyjson C library which is available from <https://github.com/ibireme/yyjson>.

Dataset from the young elite swimmers study.

Simple and efficient access to Yahoo Finance's screener API <https://finance.yahoo.com/research-hub/screener/> for querying and retrieval of financial data. The core functionality abstracts the complexities of interacting with Yahoo Finance APIs, such as session management, crumb and cookie handling, query construction, pagination, and JSON payload generation. This abstraction allows users to focus on filtering and retrieving data rather than managing API details. Use cases include screening across a range of security types including equities, mutual funds, ETFs, indices, and futures. The package supports advanced query capabilities, including logical operators, nested filters, and customizable payloads. It automatically handles pagination to ensure efficient retrieval of large datasets by fetching results in batches of up to 250 entries per request. Filters can be dynamically defined to accommodate a wide range of screening needs. The implementation leverages standard HTTP libraries to handle API interactions efficiently and provides support for both R and Python to ensure accessibility for a broad audience.

The purpose of this package is to provide methods to interpret multiple linear regression and canonical correlation results including beta weights,structure coefficients, validity coefficients, product measures, relative weights, all-possible-subsets regression, dominance analysis, commonality analysis, and adjusted effect sizes.

Simulation and Inference for SDEs and Other Stochastic Processes.

This package provides a graphical user interface for the yuima package.

Obtain historical and near real time data related to stocks, index and currencies from the Yahoo Finance API. This package is community maintained and is not officially supported by Yahoo'. The accuracy of data is only as correct as provided on <https://finance.yahoo.com/>.

Procedures to perform consensus clustering starting from a dissimilarity matrix or a data matrix. It's allowed to select if the subsampling has to be by samples or features. In case of computational heavy load, the procedures can run in parallel.