Projects mean squared out-of-sample error for a linear regression based upon the methodology developed in Rohlfs (2022) <doi:10.48550/arXiv.2209.01493>. It consumes as inputs the lm object from an estimated OLS regression (based on the "training sample") and a data.frame of out-of-sample cases (the "test sample") that have non-missing values for the same predictors. The test sample may or may not include data on the outcome variable; if it does, that variable is not used. The aim of the exercise is to project what what mean squared out-of-sample error can be expected given the predictor values supplied in the test sample. Output consists of a list of three elements: the projected mean squared out-of-sample error, the projected out-of-sample R-squared, and a vector of out-of-sample "hat" or "leverage" values, as defined in the paper.

Random Forest Spatial Interpolation (RFSI, SekuliÄ et al. (2020) <doi:10.3390/rs12101687>) and spatio-temporal geostatistical (spatio-temporal regression Kriging (STRK)) interpolation for meteorological (Kilibarda et al. (2014) <doi:10.1002/2013JD020803>, SekuliÄ et al. (2020) <doi:10.1007/s00704-019-03077-3>) and other environmental variables. Contains global spatio-temporal models calculated using publicly available data.

Function multiroc() can be used for computing and visualizing Receiver Operating Characteristics (ROC) and Area Under the Curve (AUC) for multi-class classification problems. It supports both One-vs-One approach by M.Bishop, C. (2006, ISBN:978-0-387-31073-2) and One-vs-All approach by Murphy P., K. (2012, ISBN:9780262018029).

Reads, plots, and manipulates large taxonomic data sets, like those generated from modern high-throughput sequencing, such as metabarcoding (i.e. amplification metagenomics, 16S metagenomics, etc). It provides a tree-based visualization called "heat trees" used to depict statistics for every taxon in a taxonomy using color and size. It also provides various functions to do common tasks in microbiome bioinformatics on data in the taxmap format defined by the taxa package. The metacoder package is described in the publication by Foster et al. (2017) <doi:10.1371/journal.pcbi.1005404>.

Meta-analysis traditionally assigns more weight to studies with lower standard errors, assuming higher precision. However, in observational research, precision must be estimated and is vulnerable to manipulation, such as p-hacking, to achieve statistical significance. This can lead to spurious precision, invalidating inverse-variance weighting and bias-correction methods like funnel plots. Common methods for addressing publication bias, including selection models, often fail or exacerbate the problem. This package introduces an instrumental variable approach to limit bias caused by spurious precision in meta-analysis. Methods are described in Irsova et al. (2025) <doi:10.1038/s41467-025-63261-0>.

Estimators for multivariate symmetrical uncertainty based on the work of Gustavo Sosa et al. (2016) <arXiv:1709.08730>, total correlation, information gain and symmetrical uncertainty of categorical variables.

This package implements order selection for Vector Autoregressive (VAR) models using the Mean Square Information Criterion (MIC). Unlike standard methods such as AIC and BIC, MIC is likelihood-free. This method consistently estimates VAR order and has robust performance under model misspecification. For more details, see Hellstern and Shojaie (2025) <doi:10.48550/arXiv.2511.19761>.

This package provides tools for fitting spatial Mixed Data Sampling (MIDAS) regression models using Integrated Nested Laplace Approximation (INLA). The package is designed for settings where responses and explanatory variables are observed at different temporal frequencies and supports both constant and spatially varying regression coefficients.

Implementation of the methodology of Aleshin-Guendel & Sadinle (2022) <doi:10.1080/01621459.2021.2013242>. It handles the general problem of multifile record linkage and duplicate detection, where any number of files are to be linked, and any of the files may have duplicates.

An implementation of the multilevel (also known as mixed or random effects) hidden Markov model using Bayesian estimation in R. The multilevel hidden Markov model (HMM) is a generalization of the well-known hidden Markov model, for the latter see Rabiner (1989) <doi:10.1109/5.18626>. The multilevel HMM is tailored to accommodate (intense) longitudinal data of multiple individuals simultaneously, see e.g., de Haan-Rietdijk et al. <doi:10.1080/00273171.2017.1370364>. Using a multilevel framework, we allow for heterogeneity in the model parameters (transition probability matrix and conditional distribution), while estimating one overall HMM. The model can be fitted on multivariate data with either a categorical, normal, or Poisson distribution, and include individual level covariates (allowing for e.g., group comparisons on model parameters). Parameters are estimated using Bayesian estimation utilizing the forward-backward recursion within a hybrid Metropolis within Gibbs sampler. Missing data (NA) in the dependent variables is accommodated assuming MAR. The package also includes various visualization options, a function to simulate data, and a function to obtain the most likely hidden state sequence for each individual using the Viterbi algorithm.

Relatively easy access is provided to 2023 version of the Maddison project data downloaded 2025-08-28. This project collates all the credible data on population and GDP for 169 countries, with some dating back to the year 1 of the current era. One function makes it easy to find the leaders for each year, allowing users to delete countries like OPEC with narrow economies to focus on technology leaders. Another function makes it easy to plot data for only selected countries or years. Another function makes it relatively easy to obtain references to the original sources, which must be cited per the copyright rules of the Maddison Project for different uses of their data.

Software to aid in modeling and analyzing mass-spectrometry-based proteome melting data. Quantitative data is imported and normalized and thermal behavior is modeled at the protein level. Methods exist for normalization, modeling, visualization, and export of results. For a general introduction to MS-based thermal profiling, see Savitski et al. (2014) <doi:10.1126/science.1255784>.

This package provides a formula-driven framework for maximizing target functions via the minorization-maximization (MM) algorithm. The package represents the target as a symbolic expression tree, infers its curvature via disciplined-convex-programming rules, and constructs a separable surrogate at each iterate using only Jensen's inequality and the supporting hyperplane. The driver maximizes the surrogate via block-coordinate Newton with line search, falling back to a multivariate step on any non-separable residue. A formula interface accepts standard R expressions (including `sum()` reductions and `X %*% theta` design-matrix products) so statistical models such as Poisson regression can be written in one line.

For the purposes of teaching, it is often desirable to show examples of working with messy data and how to clean it. This R package creates messy data from clean, tidy data frames so that students have a clean example to work towards.

This package provides a companion to the Chinese book ``Modern Statistical Graphics''.

Estimates average treatment effects at the cutoff based on sharp regression discontinuity designs (RDD) and multiple imputation regression discontinuity designs (MIRDD). It provides diagnostic tools for RDD by comparing results with those from MIRDD, as proposed in Takahashi (2023) <doi:10.1080/03610918.2021.1960374>. The package includes datasets from Takahashi (2023) and Takahashi (2026) <doi:10.1016/j.softx.2026.102707>.

This package provides methods for estimating minimal important change (MIC) and interpretation thresholds for multi-item questionnaires and single-item continuous or ordinal measures. Methods include predictive modelling, adjusted predictive modelling, improved adjusted predictive modelling using anchor reliability, confirmatory factor analysis for anchor reliability, longitudinal confirmatory factor analysis for MIC estimation, longitudinal confirmatory factor analysis-based MIC estimation for single-item measures, and confirmatory factor analysis-based threshold estimation for single-item and multi-item measures. Implemented methods include those developed by Terluin et al. (2015) <doi:10.1016/j.jclinepi.2015.03.015>, Terluin et al. (2017) <doi:10.1016/j.jclinepi.2016.12.015>, Terluin et al. (2022) <doi:10.1016/j.jclinepi.2022.04.018>, Terluin et al. (2023) <doi:10.1007/s11136-023-03355-8>, Terluin et al. (2024) <doi:10.1007/s11136-023-03577-w>, Terluin et al. (2024) <doi:10.1007/s11136-024-03763-4>, and Terluin et al. (2026) <doi:10.1007/s11136-025-04134-3>.

The Mutual Information Index (M) introduced to social science literature by Theil and Finizza (1971) <doi:10.1080/0022250X.1971.9989795> is a multigroup segregation measure that is highly decomposable and that according to Frankel and Volij (2011) <doi:10.1016/j.jet.2010.10.008> and Mora and Ruiz-Castillo (2011) <doi:10.1111/j.1467-9531.2011.01237.x> satisfies the Strong Unit Decomposability and Strong Group Decomposability properties. This package allows computing and decomposing the total index value into its "between" and "within" terms. These last terms can also be decomposed into their contributions, either by group or unit characteristics. The factors that produce each "within" term can also be displayed at the user's request. The results can be computed considering a variable or sets of variables that define separate clusters.

This package provides the ability to perform "Marginal Mediation"--mediation wherein the indirect and direct effects are in terms of the average marginal effects (Bartus, 2005, <https://EconPapers.repec.org/RePEc:tsj:stataj:v:5:y:2005:i:3:p:309-329>). The style of the average marginal effects stems from Thomas Leeper's work on the "margins" package. This framework allows the use of categorical mediators and outcomes with little change in interpretation from the continuous mediators/outcomes. See <doi:10.13140/RG.2.2.18465.92001> for more details on the method.

Estimation and inference for multiple kink quantile regression for longitudinal data and the i.i.d data. A bootstrap restarting iterative segmented quantile algorithm is proposed to estimate the multiple kink quantile regression model conditional on a given number of change points. The number of kinks is also allowed to be unknown. In such case, the backward elimination algorithm and the bootstrap restarting iterative segmented quantile algorithm are combined to select the number of change points based on a quantile BIC. For longitudinal data, we also develop the GEE estimator to incorporate the within-subject correlations. A score-type based test statistic is also developed for testing the existence of kink effect. The package is based on the paper, ``Wei Zhong, Chuang Wan and Wenyang Zhang (2022). Estimation and inference for multikink quantile regression, JBES and ``Chuang Wan, Wei Zhong, Wenyang Zhang and Changliang Zou (2022). Multi-kink quantile regression for longitudinal data with application to progesterone data analysis, Biometrics".

This package provides readers for easy and consistent importing of Mouse Genome Informatics (MGI) report files: <https://www.informatics.jax.org/downloads/reports/index.html>. These data are provided by Baldarelli RM, Smith CL, Ringwald M, Richardson JE, Bult CJ, Mouse Genome Informatics Group (2024) <doi:10.1093/genetics/iyae031>.

Maximum likelihood Gaussian process modeling for univariate and multi-dimensional outputs with diagnostic plots following Santner et al (2003) <doi:10.1007/978-1-4757-3799-8>. Contact the maintainer for a package version that includes sensitivity analysis.

This package provides functions for carrying out nonparametric hypothesis tests of the MCAR hypothesis based on the theory of Frechet classes and compatibility. Also gives functions for computing halfspace representations of the marginal polytope and related geometric objects.

This package provides tools for phase-type distributions including the following variants: continuous, discrete, multivariate, in-homogeneous, right-censored, and regression. Methods for functional evaluation, simulation and estimation using the expectation-maximization (EM) algorithm are provided for all models. The methods of this package are based on the following references. Asmussen, S., Nerman, O., & Olsson, M. (1996). Fitting phase-type distributions via the EM algorithm, Olsson, M. (1996). Estimation of phase-type distributions from censored data, Albrecher, H., & Bladt, M. (2019) <doi:10.1017/jpr.2019.60>, Albrecher, H., Bladt, M., & Yslas, J. (2022) <doi:10.1111/sjos.12505>, Albrecher, H., Bladt, M., Bladt, M., & Yslas, J. (2022) <doi:10.1016/j.insmatheco.2022.08.001>, Bladt, M., & Yslas, J. (2022) <doi:10.1080/03461238.2022.2097019>, Bladt, M. (2022) <doi:10.1017/asb.2021.40>, Bladt, M. (2023) <doi:10.1080/10920277.2023.2167833>, Albrecher, H., Bladt, M., & Mueller, A. (2023) <doi:10.1515/demo-2022-0153>, Bladt, M. & Yslas, J. (2023) <doi:10.1016/j.insmatheco.2023.02.008>.