This package provides a collection of classes and methods for working with indexed rectangular data. The index values can be calendar (timeSeries class) or numeric (signalSeries class). Methods are included for aggregation, alignment, merging, and summaries. The code was originally available in S-PLUS'.

Estimates Hessian of a scalar-valued function, and returns it in a sparse Matrix format. The sparsity pattern must be known in advance. The algorithm is especially efficient for hierarchical models with a large number of heterogeneous units. See Braun, M. (2017) <doi:10.18637/jss.v082.i10>.

This package provides tools to compute and assess significance of early-warnings signals (EWS) of ecosystem degradation on raster data sets. EWS are spatial metrics derived from raster data -- e.g. spatial autocorrelation -- that increase before an ecosystem undergoes a non-linear transition (Genin et al. (2018) <doi:10.1111/2041-210X.13058>).

This package provides tools for the statistical modelling of spatial extremes using max-stable processes, copula or Bayesian hierarchical models. More precisely, this package allows (conditional) simulations from various parametric max-stable models, analysis of the extremal spatial dependence, the fitting of such processes using composite likelihoods or least square (simple max-stable processes only), model checking and selection and prediction.

Apply the spectral residual algorithm to data, such as a time series, to detect anomalies. Anomaly scores can be used to determine outliers based upon a threshold or fed into more sophisticated prediction models. Methods are based upon "Time-Series Anomaly Detection Service at Microsoft", Ren, H., Xu, B., Wang, Y., et al., (2019) <doi:10.48550/arXiv.1906.03821>.

Online data collection tools like Google Forms often export multiple-response questions with data concatenated in cells. The concat.split (cSplit) family of functions provided by this package splits such data into separate cells. This package also includes functions to stack groups of columns and to reshape wide data, even when the data are "unbalanced"---something which reshape (from base R) does not handle, and which melt and dcast from reshape2 do not easily handle.

This package provides functionality for random generation of spatial data in the spatstat family of packages. It generates random spatial patterns of points according to many simple rules (complete spatial randomness, Poisson, binomial, random grid, systematic, cell), randomised alteration of patterns (thinning, random shift, jittering), simulated realisations of random point processes (simple sequential inhibition, Matern inhibition models, Matern cluster process, Neyman-Scott cluster processes, log-Gaussian Cox processes, product shot noise cluster processes) and simulation of Gibbs point processes (Metropolis-Hastings birth-death-shift algorithm, alternating Gibbs sampler).

This package implements functionality for exploratory data analysis and nonparametric analysis of spatial data, mainly spatial point patterns, in the spatstat family of packages. Methods include quadrat counts, K-functions and their simulation envelopes, nearest neighbour distance and empty space statistics, Fry plots, pair correlation function, kernel smoothed intensity, relative risk estimation with cross-validated bandwidth selection, mark correlation functions, segregation indices, mark dependence diagnostics, and kernel estimates of covariate effects. Formal hypothesis tests of random pattern (chi-squared, Kolmogorov-Smirnov, Monte Carlo, Diggle-Cressie-Loosmore-Ford, Dao-Genton, two-stage Monte Carlo) and tests for covariate effects (Cox-Berman-Waller-Lawson, Kolmogorov-Smirnov, ANOVA) are also supported.

This package provides high performance functions for row and column operations on sparse matrices. Currently, the optimizations are limited to data in the column sparse format.

This package provides a collection of forecast verification routines developed for the SPECS FP7 project. The emphasis is on comparative verification of ensemble forecasts of weather and climate.

This package provides several methods to integrate functions over the unit sphere and ball in n-dimensional Euclidean space. Routines for converting to/from multivariate polar/spherical coordinates are also provided.

This package defines an S4 class for storing data from spatial -omics experiments. The class extends SingleCellExperiment to support storage and retrieval of additional information from spot-based and molecule-based platforms, including spatial coordinates, images, and image metadata. A specialized constructor function is included for data from the 10x Genomics Visium platform.

This package provides functions that compute the spatial covariance matrix for the matern and power classes of spatial models, for data that arise on rectangular units. This code can also be used for the change of support problem and for spatial data that arise on irregularly shaped regions like counties or zipcodes by laying a fine grid of rectangles and aggregating the integrals in a form of Riemann integration.

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>.