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This is a collection of econometric functions for performance and risk analysis. This package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams. In general, it is most tested on return (rather than price) data on a regular scale, but most functions will work with irregular return data as well, and increasing numbers of functions will work with P&L or price data where possible.
Learn vector representations of words by continuous bag of words and skip-gram implementations of the word2vec algorithm. The techniques are detailed in the paper "Distributed Representations of Words and Phrases and their Compositionality" by Mikolov et al. (2013), available at <arXiv:1310.4546>.
This package includes functions to compute the area under the curve of selected measures: the area under the sensitivity curve (AUSEC), the area under the specificity curve (AUSPC), the area under the accuracy curve (AUACC), and the area under the receiver operating characteristic curve (AUROC). The curves can also be visualized. Support for partial areas is provided.
This package provides a fast parallelized alternative to R's native dist function to calculate distance matrices for continuous, binary, and multi-dimensional input matrices, which supports a broad variety of predefined distance functions from other R packages, as well as user- defined functions written in C++. For ease of use, the parDist function extends the signature of the dist function and uses the same parameter naming conventions as distance methods of existing R packages.
This package provides a %dopar% adapter such that any type of futures can be used as backends for the foreach framework.
This package provides tools for the analysis and visualization of bilateral asymmetry in parasitic infections.
Tools to clean and process text. Tools are geared at checking for substrings that are not optimal for analysis and replacing or removing them (normalizing) with more analysis friendly substrings (see Sproat, Black, Chen, Kumar, Ostendorf, & Richards (2001) doi:10.1006/csla.2001.0169) or extracting them into new variables. For example, emoticons are often used in text but not always easily handled by analysis algorithms. The replace_emoticon() function replaces emoticons with word equivalents.
This package provides a collection of clean R Markdown HTML document templates using classless CSS styles. These documents use a minimal set of dependencies but still look great, making them suitable for use a package vignettes or for sharing results via email.
This package provides infrastructure for seriation with an implementation of several seriation/sequencing techniques to reorder matrices, dissimilarity matrices, and dendrograms. It also provides (optimally) reordered heatmaps, color images and clustering visualizations like dissimilarity plots, and visual assessment of cluster tendency plots (VAT and iVAT).
This package provides the tools necessary to do non-standard evaluation (NSE) in R.
The package converts the input in any one of character, integer, numeric, factor, or an ordered type into POSIXct (or Date) objects, using one of a number of predefined formats, and relying on Boost facilities for date and time parsing.
This package contains all the datasets for the spatstat package.
Phangorn is a package for phylogenetic analysis in R. It supports estimation of phylogenetic trees and networks using Maximum Likelihood, Maximum Parsimony, distance methods and Hadamard conjugation.
This package supports the analysis of count data exhibiting autoregressive properties, using the Autoregressive Conditional Poisson model (ACP(p,q)) proposed by Heinen (2003).
This package implements generalized Deming regression, Theil-Sen regression and Passing-Bablock regression functions.
This package provides functions and data to construct technical trading rules with R.
This package provides
pseudo random generators, such as general linear congruential generators, multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister algorithm and WELL generators)
quasi random generators, such as the Torus algorithm, the Sobol sequence, the Halton sequence (including the Van der Corput sequence), and
some generator tests: the gap test, the serial test, the poker test.
See e.g. Gentle (2003) doi:10.1007/b97336.
Tidygeocoder makes getting data from geocoding services easy. A unified high-level interface is provided for a selection of supported geocoding services and results are returned in tibble format.
This package implements an opinionated framework for building a production- ready Shiny application. Golem contains a series of tools like dependency management, version management, easy installation and deployment or documentation management.
This package is a collection of functions and layers to enhance ggplot2. The flagship function is ggMarginal(), which can be used to add marginal histograms/boxplots/density plots to ggplot2 scatterplots.
This package provides a collection of functions to visualize spatial data and models on top of static maps from various online sources (e.g Google Maps and Stamen Maps). It includes tools common to those tasks, including functions for geolocation and routing.
This package provides a recursively partitioned mixture model for Beta and Gaussian mixtures. This is a model-based clustering algorithm that returns a hierarchy of classes, similar to hierarchical clustering, but also similar to finite mixture models.
The r-phylogram package is a tool for for developing phylogenetic trees as deeply-nested lists known as "dendrogram" objects. It provides functions for conversion between "dendrogram" and "phylo" class objects, as well as several tools for command-line tree manipulation and import/export via Newick parenthetic text. This improves accessibility to the comprehensive range of object-specific analytical and tree-visualization functions found across a wide array of bioinformatic R packages.
This package contains data structures and algorithms for sparse arrays and matrices, based on index arrays and simple triplet representations, respectively.