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>.

This package provides datasets from Vigen (2015) <https://web.archive.org/web/20230607181247/https%3A/tylervigen.com/spurious-correlations> rescued from the Internet Wayback Machine. These should be preserved for statistics introductory courses as these make it very clear that correlation is not causation.

Seamlessly create interactive online catalogues for geospatial data. Items can be mapped as points or areas and retrieved using either a map or a dynamic table with search form and optional column filters.

This package provides a new S4 class integrating Simple Features with the R package sf to bring geospatial data analysis methods based on vector data to spatial transcriptomics. Also implements management of spatial neighborhood graphs and geometric operations. This pakage builds upon SpatialExperiment and SingleCellExperiment, hence methods for these parent classes can still be used.