User-friendly general package providing standard methods for meta-analysis and supporting Schwarzer, Carpenter, and Rücker <DOI:10.1007/978-3-319-21416-0>, "Meta-Analysis with R" (2015): - common effect and random effects meta-analysis; - several plots (forest, funnel, Galbraith / radial, L'Abbe, Baujat, bubble); - three-level meta-analysis model; - generalised linear mixed model; - logistic regression with penalised likelihood for rare events; - Hartung-Knapp method for random effects model; - Kenward-Roger method for random effects model; - prediction interval and density of the prediction distribution; - expected proportion of comparable studies with clinically important benefit or harm; - statistical tests for funnel plot asymmetry; - trim-and-fill method to evaluate bias in meta-analysis; - meta-regression; - cumulative meta-analysis and leave-one-out meta-analysis; - import data from RevMan 5'; - produce forest plot summarising several (subgroup) meta-analyses.
Supplementary functions for item response models aiming to complement existing R packages. The functionality includes among others multidimensional compensatory and noncompensatory IRT models (Reckase, 2009, <doi:10.1007/978-0-387-89976-3>), MCMC for hierarchical IRT models and testlet models (Fox, 2010, <doi:10.1007/978-1-4419-0742-4>), NOHARM (McDonald, 1982, <doi:10.1177/014662168200600402>), Rasch copula model (Braeken, 2011, <doi:10.1007/s11336-010-9190-4>; Schroeders, Robitzsch & Schipolowski, 2014, <doi:10.1111/jedm.12054>), faceted and hierarchical rater models (DeCarlo, Kim & Johnson, 2011, <doi:10.1111/j.1745-3984.2011.00143.x>), ordinal IRT model (ISOP; Scheiblechner, 1995, <doi:10.1007/BF02301417>), DETECT statistic (Stout, Habing, Douglas & Kim, 1996, <doi:10.1177/014662169602000403>), local structural equation modeling (LSEM; Hildebrandt, Luedtke, Robitzsch, Sommer & Wilhelm, 2016, <doi:10.1080/00273171.2016.1142856>).
Fits archetypal analysis models, including Euclidean, probabilistic, kernel, and directional variants. Methods include classical archetypal analysis from Cutler and Breiman (1994) <doi:10.1080/00401706.1994.10485840>, PCHA and kernel variants from Mørup and Hansen (2012) <doi:10.1016/j.neucom.2011.06.033>, probabilistic archetypal analysis from Seth and Eugster (2016) <doi:10.1007/s10994-015-5498-8>, directional archetypal analysis from Olsen et al. (2022) <doi:10.3389/fnins.2022.911034>, AA++ initialization from Mair and Sjölund (2023) <doi:10.48550/arXiv.2301.13748>, coreset-style initialization from Mair and Brefeld (2019) <https://proceedings.neurips.cc/paper_files/paper/2019/file/7f278ad602c7f47aa76d1bfc90f20263-Paper.pdf>, and adapted AIC from Suleman (2017) <doi:10.1109/FUZZ-IEEE.2017.8015385>. Provides initialization helpers, model selection paths, plotting methods, broom methods, and a tidymodels recipe step.
Ruqola is a Rocket.Chat client for KDE desktop. It supports:
direct and thread messaging,
OTR messages,
individual and group channels,
autotranslate support,
emojis,
videos,
GIFs,
uploading auttachments,
searching messages in a room,
showing unread message information,
discussion rooms and configuring them,
storing messages in a local database,
exporting messages,
importing/exporting accounts,
registering and configuring accounts,
two-factor authentication via TOTP or email,
multiple accounts,
auto-away,
blocking/unblocking users,
administrator settings,
console moderation,
message URL previews,
channel list styles,
forwarding messages,
Rocket.Chat marketplace,
notifications,
replying directly from the notification and
DND image to websites or local folder.
Enhanced False Discovery Rate (EFDR) is a tool to detect anomalies in an image. The image is first transformed into the wavelet domain in order to decorrelate any noise components, following which the coefficients at each resolution are standardised. Statistical tests (in a multiple hypothesis testing setting) are then carried out to find the anomalies. The power of EFDR exceeds that of standard FDR, which would carry out tests on every wavelet coefficient: EFDR choose which wavelets to test based on a criterion described in Shen et al. (2002). The package also provides elementary tools to interpolate spatially irregular data onto a grid of the required size. The work is based on Shen, X., Huang, H.-C., and Cressie, N. Nonparametric hypothesis testing for a spatial signal. Journal of the American Statistical Association 97.460 (2002): 1122-1140.
The initial basic feasible solution (IBFS) is a significant step to achieve the minimal total cost (optimal solution) of the transportation problem. However, the existing methods of IBFS do not always provide a good feasible solution which can reduce the number of iterations to find the optimal solution. This initial basic feasible solution can be obtained by using any of the following methods. a) North West Corner Method. b) Least Cost Method. c) Row Minimum Method. d) Column Minimum Method. e) Vogel's Approximation Method. etc. For more technical details about the algorithms please refer below URLs. <https://theintactone.com/2018/05/24/ds-u2-topic-8-transportation-problems-initial-basic-feasible-solution/>. <https://www.brainkart.com/article/Methods-of-finding-initial-Basic-Feasible-Solutions_39037/>. <https://myhomeworkhelp.com/row-minima-method/>. <https://myhomeworkhelp.com/column-minima-method/>.
The Preference Selection Index Method was created in (2010) and provides an innovative approach to determining the relative importance of criteria without pairwise comparisons, unlike the Analytic Hierarchy Process. The Preference Selection Index Method uses statistical methods to calculate the criteria weights and reflects their relative importance in the final decision-making process, offering an objective and non-subjective solution. This method is beneficial in multi-criteria decision analysis. The PSIM package provides a practical and accessible tool for implementing the Preference Selection Index Method in R. It calculates the weights of criteria and makes the method available to researchers, analysts, and professionals without the need to develop complex calculations manually. More details about the Preference Selection Index Method can be found in Maniya K. and Bhatt M. G.(2010) <doi:10.1016/j.matdes.2009.11.020>.
Bayesian network learning using the PCHC, FEDHC, MMHC and variants of these algorithms. PCHC stands for PC Hill-Climbing, a new hybrid algorithm that uses PC to construct the skeleton of the BN and then applies the Hill-Climbing greedy search. More algorithms and variants have been added, such as MMHC, FEDHC, and the Tabu search variants, PCTABU, MMTABU and FEDTABU. The relevant papers are: a) Tsagris M. (2021). "A new scalable Bayesian network learning algorithm with applications to economics". Computational Economics, 57(1): 341-367. <doi:10.1007/s10614-020-10065-7>. b) Tsagris M. (2022). "The FEDHC Bayesian Network Learning Algorithm". Mathematics 2022, 10(15): 2604. <doi:10.3390/math10152604>. c) Sevinc V. and Tsagris M. (2024). "On the Hyperparameters of PCTABU and PCHC Bayesian Network Learning Algorithms". <doi:10.21203/rs.3.rs-5137132/v1>.
This package implements the Proximal Hamiltonian Monte Carlo (p-HMC) algorithm for Bayesian sampling and estimation from non-differentiable target densities. The method decomposes a target potential into a smooth component f(x) and a non-smooth convex component g(x), approximating only g(x) via its Moreau-Yosida envelope while retaining exact gradient information for f(x). This approach, based on the methodology described in Shukla, Vats, and Chi (2025) <doi:10.48550/arXiv.2510.22252>, yields improved Hamiltonian conservation over full-potential smoothing approaches. The package provides generalized routines accepting user-defined probability density functions, log-likelihoods, priors, and proximal operators, together with automated hyperparameter tuning for the Moreau-Yosida regularization parameter, Markov chain Monte Carlo convergence diagnostics, effective sample size computation, and model evaluation metrics including the Akaike information criterion and Bayesian information criterion.
This package provides tools for conditional and spatially dependent density estimation using Spatial Logistic Gaussian Processes (SLGPs). The approach represents probability densities through finite-rank Gaussian process priors transformed via a spatial logistic density transformation, enabling flexible non-parametric modeling of heterogeneous data. Functionality includes density prediction, quantile and moment estimation, sampling methods, and preprocessing routines for basis functions. Applications arise in spatial statistics, machine learning, and uncertainty quantification. The methodology builds on the framework of Leonard (1978) <doi:10.1111/j.2517-6161.1978.tb01655.x>, Lenk (1988) <doi:10.1080/01621459.1988.10478625>, Tokdar (2007) <doi:10.1198/106186007X210206>, Tokdar (2010) <doi:10.1214/10-BA605>, and is further aligned with recent developments in Bayesian non-parametric modelling: see Gautier (2023) <https://boristheses.unibe.ch/4377/>, and Gautier (2025) <doi:10.48550/arXiv.2110.02876>).
This package implements a spatially varying change point model with unique intercepts, slopes, variance intercepts and slopes, and change points at each location. Inference is within the Bayesian setting using Markov chain Monte Carlo (MCMC). The response variable can be modeled as Gaussian (no nugget), probit or Tobit link and the five spatially varying parameter are modeled jointly using a multivariate conditional autoregressive (MCAR) prior. The MCAR is a unique process that allows for a dissimilarity metric to dictate the local spatial dependencies. Full details of the package can be found in the accompanying vignette. Furthermore, the details of the package can be found in the corresponding paper published in Spatial Statistics by Berchuck et al (2019): "A spatially varying change points model for monitoring glaucoma progression using visual field data", <doi:10.1016/j.spasta.2019.02.001>.
Four ensemble-based methods (SMOTEBoost, RUSBoost, UnderBagging, and SMOTEBagging) for class imbalance problem are implemented for binary classification. Such methods adopt ensemble methods and data re-sampling techniques to improve model performance in presence of class imbalance problem. One special feature offers the possibility to choose multiple supervised learning algorithms to build weak learners within ensemble models. References: Nitesh V. Chawla, Aleksandar Lazarevic, Lawrence O. Hall, and Kevin W. Bowyer (2003) <doi:10.1007/978-3-540-39804-2_12>, Chris Seiffert, Taghi M. Khoshgoftaar, Jason Van Hulse, and Amri Napolitano (2010) <doi:10.1109/TSMCA.2009.2029559>, R. Barandela, J. S. Sanchez, R. M. Valdovinos (2003) <doi:10.1007/s10044-003-0192-z>, Shuo Wang and Xin Yao (2009) <doi:10.1109/CIDM.2009.4938667>, Yoav Freund and Robert E. Schapire (1997) <doi:10.1006/jcss.1997.1504>.
The Inductive Subgroup Comparison Approach ('ISCA') offers a way to compare groups that are internally differentiated and heterogeneous. It starts by identifying the social structure of a reference group against which a minority or another group is to be compared, yielding empirical subgroups to which minority members are then matched based on how similar they are. The modelling of specific outcomes then occurs within specific subgroups in which majority and minority members are matched. ISCA is characterized by its data-driven, probabilistic, and iterative approach and combines fuzzy clustering, Monte Carlo simulation, and regression analysis. ISCA_random_assignments() assigns subjects probabilistically to subgroups. ISCA_clustertable() provides summary statistics of each cluster across iterations. ISCA_modeling() provides Ordinary Least Squares regression results for each cluster across iterations. For further details please see Drouhot (2021) <doi:10.1086/712804>.
This package implements a regularization method for cumulative link models using the Smooth-Effect-on-Response Penalty (SERP). This method allows flexible modeling of ordinal data by enabling a smooth transition from a general cumulative link model to a simplified version of the same model. As the tuning parameter increases from zero to infinity, the subject-specific effects for each variable converge to a single global effect. The approach addresses common issues in cumulative link models, such as parameter unidentifiability and numerical instability, by maximizing a penalized log-likelihood instead of the standard non-penalized version. Fitting is performed using a modified Newton's method. Additionally, the package includes various model performance metrics and descriptive tools. For details on the implemented penalty method, see Ugba (2021) <doi:10.21105/joss.03705> and Ugba et al. (2021) <doi:10.3390/stats4030037>.
Inference concerning equilibrium and random mating in autopolyploids. Methods are available to test for equilibrium and random mating at any even ploidy level (>2) in the presence of double reduction at biallelic loci. For autopolyploid populations in equilibrium, methods are available to estimate the degree of double reduction. We also provide functions to calculate genotype frequencies at equilibrium, or after one or several rounds of random mating, given rates of double reduction. The main function is hwefit(). This material is based upon work supported by the National Science Foundation under Grant No. 2132247. The opinions, findings, and conclusions or recommendations expressed are those of the author and do not necessarily reflect the views of the National Science Foundation. For details of these methods, see Gerard (2023a) <doi:10.1111/biom.13722> and Gerard (2023b) <doi:10.1111/1755-0998.13856>.
This package provides functions for analyzing the association between one single response categorical variable (SRCV) and one multiple response categorical variable (MRCV), or between two or three MRCVs. A modified Pearson chi-square statistic can be used to test for marginal independence for the one or two MRCV case, or a more general loglinear modeling approach can be used to examine various other structures of association for the two or three MRCV case. Bootstrap- and asymptotic-based standardized residuals and model-predicted odds ratios are available, in addition to other descriptive information. Statisical methods implemented are described in Bilder et al. (2000) <doi:10.1080/03610910008813665>, Bilder and Loughin (2004) <doi:10.1111/j.0006-341X.2004.00147.x>, Bilder and Loughin (2007) <doi:10.1080/03610920600974419>, and Koziol and Bilder (2014) <https://journal.r-project.org/articles/RJ-2014-014/>.
Nonnegative matrix factorization (NMF) is a technique to factorize a matrix with nonnegative values into the product of two matrices. Covariates are also allowed. Parallel computing is an option to enhance the speed and high-dimensional and large scale (and/or sparse) data are allowed. Relevant papers include: Sevinc V., Kontemeniotis N., Perdikis T. and Tsagris M. (2026). Non-negative matrix factorization using the R package nnmf <doi:10.48550/arXiv.2607.20084>, Wang Y. X. and Zhang Y. J. (2012). Nonnegative matrix factorization: A comprehensive review. IEEE Transactions on Knowledge and Data Engineering, 25(6): 1336-1353 <doi:10.1109/TKDE.2012.51> and Kim H. and Park H. (2008). Nonnegative matrix factorization based on alternating nonnegativity constrained least squares and active set method. SIAM Journal on Matrix Analysis and Applications, 30(2): 713-730 <doi:10.1137/07069239X>.
The Sequence of Physical Processes (SPP) framework is a way of interpreting the transient data derived from oscillatory rheological tests. It is designed to allow both the linear and non-linear deformation regimes to be understood within a single unified framework. This code provides a convenient way to determine the SPP framework metrics for a given sample of oscillatory data. It will produce a text file containing the SPP metrics, which the user can then plot using their software of choice. It can also produce a second text file with additional derived data (components of tangent, normal, and binormal vectors), as well as pre-plotted figures if so desired. It is the R version of the Package SPP by Simon Rogers Group for Soft Matter (Simon A. Rogers, Brian M. Erwin, Dimitris Vlassopoulos, Michel Cloitre (2011) <doi:10.1122/1.3544591>).
Mixture Nested Effects Models (mnem) is an extension of Nested Effects Models and allows for the analysis of single cell perturbation data provided by methods like Perturb-Seq (Dixit et al., 2016) or Crop-Seq (Datlinger et al., 2017). In those experiments each of many cells is perturbed by a knock-down of a specific gene, i.e. several cells are perturbed by a knock-down of gene A, several by a knock-down of gene B, ... and so forth. The observed read-out has to be multi-trait and in the case of the Perturb-/Crop-Seq gene are expression profiles for each cell. mnem uses a mixture model to simultaneously cluster the cell population into k clusters and and infer k networks causally linking the perturbed genes for each cluster. The mixture components are inferred via an expectation maximization algorithm.
This package implements the EM algorithm with one-step Gradient Descent method to estimate the parameters of the Block-Basu bivariate Pareto distribution with location and scale. We also found parametric bootstrap and asymptotic confidence intervals based on the observed Fisher information of scale and shape parameters, and exact confidence intervals for location parameters. Details are in Biplab Paul and Arabin Kumar Dey (2023) <doi:10.48550/arXiv.1608.02199> "An EM algorithm for absolutely continuous Marshall-Olkin bivariate Pareto distribution with location and scale"; E L Lehmann and George Casella (1998) <doi:10.1007/b98854> "Theory of Point Estimation"; Bradley Efron and R J Tibshirani (1994) <doi:10.1201/9780429246593> "An Introduction to the Bootstrap"; A P Dempster, N M Laird and D B Rubin (1977) <www.jstor.org/stable/2984875> "Maximum Likelihood from Incomplete Data via the EM Algorithm".
The recovery of visual sensitivity in a dark environment is known as dark adaptation. In a clinical or research setting the recovery is typically measured after a dazzling flash of light and can be described by the Mahroo, Lamb and Pugh (MLP) model of dark adaptation. The functions in this package take dark adaptation data and use nonlinear regression to find the parameters of the model that best describe the data. They do this by firstly, generating rapid initial objective estimates of data adaptation parameters, then a multi-start algorithm is used to reduce the possibility of a local minimum. There is also a bootstrap method to calculate parameter confidence intervals. The functions rely upon a dark list or object. This object is created as the first step in the workflow and parts of the object are updated as it is processed.
This package provides a collection of functions developed to support the tutorial on using Exploratory Structural Equiation Modeling (ESEM) (Asparouhov & Muthén, 2009) <https://www.statmodel.com/download/EFACFA810.pdf>) with Longitudinal Study of Australian Children (LSAC) dataset (Mohal et al., 2023) <doi:10.26193/QR4L6Q>. The package uses tidyverse','psych', lavaan','semPlot and provides additional functions to conduct ESEM. The package provides general functions to complete ESEM, including esem_c(), creation of target matrix (if it is used) make_target(), generation of the Confirmatory Factor Analysis (CFA) model syntax esem_cfa_syntax(). A sample data is provided - the package includes a sample data of the Strengths and Difficulties Questionnaire of the Longitudinal Study of Australian Children (SDQ LSAC) in sdq_lsac(). ESEM package vignette presents the tutorial demonstrating the use of ESEM on SDQ LSAC data.
This package provides functions to conduct a model-agnostic asymptotic hypothesis test for the identification of interaction effects in black-box machine learning models. The null hypothesis assumes that a given set of covariates does not contribute to interaction effects in the prediction model. The test statistic is based on the difference of variances of partial dependence functions (Friedman (2008) <doi:10.1214/07-AOAS148> and Welchowski (2022) <doi:10.1007/s13253-021-00479-7>) with respect to the original black-box predictions and the predictions under the null hypothesis. The hypothesis test can be applied to any black-box prediction model, and the null hypothesis of the test can be flexibly specified according to the research question of interest. Furthermore, the test is computationally fast to apply as the null distribution does not require resampling or refitting black-box prediction models.
This package provides new data-structure support for multi-precision computing for R users. The package supports 16-bit, 32-bit, and 64-bit operations. To the best of our knowledge, MPCR differs from the currently available packages in the following: MPCR introduces a new data structure that supports three different precisions (16-bit, 32-bit, and 64-bit), allowing for optimized memory allocation based on the desired precision. This feature offers significant advantages in memory optimization. MPCR extends support to all basic linear algebra methods across different precisions. Optional GPU acceleration via CUDA is available for 32-bit and 64-bit operations when CUDA Toolkit is detected during installation, while 16-bit operations are GPU-only and limited to matrix-matrix multiplication. MPCR maintains a consistent interface with normal R functions, allowing for seamless code integration and a user-friendly experience.