Implementations of MOSUM-based statistical procedures and algorithms for detecting multiple changes in the mean. This comprises the MOSUM procedure for estimating multiple mean changes from Eichinger and Kirch (2018) <doi:10.3150/16-BEJ887> and the multiscale algorithmic extension from Cho and Kirch (2022) <doi:10.1007/s10463-021-00811-5>, as well as the bootstrap procedure for generating confidence intervals about the locations of change points as proposed in Cho and Kirch (2022) <doi:10.1016/j.csda.2022.107552>. See also Meier, Kirch and Cho (2021) <doi:10.18637/jss.v097.i08> which accompanies the R package.
This package provides a collection of statistical tools for objective (non-supervised) applications of the Regional Frequency Analysis methods in hydrology. The package refers to the index-value method and, more precisely, helps the hydrologist to: (1) regionalize the index-value; (2) form homogeneous regions with similar growth curves; (3) fit distribution functions to the empirical regional growth curves. Most of the methods are those described in the Flood Estimation Handbook (Centre for Ecology & Hydrology, 1999, ISBN:9781906698003). Homogeneity tests from Hosking and Wallis (1993) <doi:10.1029/92WR01980> and Viglione et al. (2007) <doi:10.1029/2006WR005095> are available.
This package provides a tool for survival analysis using a discrete time approach with ensemble binary classification. spect provides a simple interface consistent with commonly used R data analysis packages, such as caret', a variety of parameter options to help facilitate search automation, a high degree of transparency to the end-user - all intermediate data sets and parameters are made available for further analysis and useful, out-of-the-box visualizations of model performance. Methods for transforming survival data into discrete-time are adapted from the autosurv package by Suresh et al., (2022) <doi:10.1186/s12874-022-01679-6>.
There are several functions to implement the method for analysis in a randomized clinical trial with strata with following key features. A stratified Mann-Whitney estimator addresses the comparison between two randomized groups for a strictly ordinal response variable. The multivariate vector of such stratified Mann-Whitney estimators for multivariate response variables can be considered for one or more response variables such as in repeated measurements and these can have missing completely at random (MCAR) data. Non-parametric covariance adjustment is also considered with the minimal assumption of randomization. The p-value for hypothesis test and confidence interval are provided.
This package provides comprehensive tools for blinded sample size re-estimation (BSSR) in two-arm clinical trials with binary endpoints. Unlike traditional fixed-sample designs, BSSR allows adaptive sample size adjustments during trials while maintaining statistical integrity and study blinding. Implements five exact statistical tests: Pearson chi-squared, Fisher exact, Fisher mid-p, Z-pooled exact unconditional, and Boschloo exact unconditional tests. Supports restricted, unrestricted, and weighted BSSR approaches with exact Type I error control. Statistical methods based on Mehrotra et al. (2003) <doi:10.1111/1541-0420.00051> and Kieser (2020) <doi:10.1007/978-3-030-49528-2_21>.
This package implements a very fast C++ algorithm to quickly bootstrap receiver operating characteristics (ROC) curves and derived performance metrics, including the area under the curve (AUC) and the partial area under the curve as well as the true and false positive rate. The analysis of paired receiver operating curves is supported as well, so that a comparison of two predictors is possible. You can also plot the results and calculate confidence intervals. On a typical desktop computer the time needed for the calculation of 100000 bootstrap replicates given 500 observations requires time on the order of magnitude of one second.
Density, distribution function, quantile function, and random generation for the generalized Beta and Beta prime distributions. The family of generalized Beta distributions is conjugate for the Bayesian binomial model, and the generalized Beta prime distribution is the posterior distribution of the relative risk in the Bayesian two Poisson samples model when a Gamma prior is assigned to the Poisson rate of the reference group and a Beta prime prior is assigned to the relative risk. References: Laurent (2012) <doi:10.1214/11-BJPS139>, Hamza & Vallois (2016) <doi:10.1016/j.spl.2016.03.014>, Chen & Novick (1984) <doi:10.3102/10769986009002163>.
Run simple direct gravitational N-body simulations. The package can access different external N-body simulators (e.g. GADGET-4 by Springel et al. (2021) <doi:10.48550/arXiv.2010.03567>
), but also has a simple built-in simulator. This default simulator uses a variable block time step and lets the user choose between a range of integrators, including 4th and 6th order integrators for high-accuracy simulations. Basic top-hat smoothing is available as an option. The code also allows the definition of background particles that are fixed or in uniform motion, not subject to acceleration by other particles.
This package provides small area estimation for count data type and gives option whether to use covariates in the estimation or not. By implementing Empirical Bayes (EB) Poisson-Gamma model, each function returns EB estimators and mean squared error (MSE) estimators for each area. The EB estimators without covariates are obtained using the model proposed by Clayton & Kaldor (1987) <doi:10.2307/2532003>, the EB estimators with covariates are obtained using the model proposed by Wakefield (2006) <doi:10.1093/biostatistics/kxl008> and the MSE estimators are obtained using Jackknife method by Jiang et. al. (2002) <doi:10.1214/aos/1043351257>.
This package provides a suite of auxiliary functions that enhance time series estimation and forecasting, including a robust anomaly detection routine based on Chen and Liu (1993) <doi:10.2307/2290724> (imported and wrapped from the tsoutliers package), utilities for managing calendar and time conversions, performance metrics to assess both point forecasts and distributional predictions, advanced simulation by allowing the generation of time series componentsâ such as trend, seasonal, ARMA, irregular, and anomaliesâ in a modular fashion based on the innovations form of the state space model and a number of transformation methods including Box-Cox, Logit, Softplus-Logit and Sigmoid.
Designed for simplicity, a mirai evaluates an R expression asynchronously in a parallel process, locally or distributed over the network. The result is automatically available upon completion. Modern networking and concurrency, built on nanonext and NNG (Nanomsg Next Gen), ensures reliable and efficient scheduling over fast inter-process communications or TCP/IP secured by TLS. Distributed computing can launch remote resources via SSH or cluster managers. An inherently queued architecture handles many more tasks than available processes, and requires no storage on the file system. Innovative features include support for otherwise non-exportable reference objects, event-driven promises, and asynchronous parallel map.
This package provides utilities to process, organize and explore protein structure, sequence and dynamics data. Features include the ability to read and write structure, sequence and dynamic trajectory data, perform sequence and structure database searches, data summaries, atom selection, alignment, superposition, rigid core identification, clustering, torsion analysis, distance matrix analysis, structure and sequence conservation analysis, normal mode analysis, principal component analysis of heterogeneous structure data, and correlation network analysis from normal mode and molecular dynamics data. In addition, various utility functions are provided to enable the statistical and graphical power of the R environment to work with biological sequence and structural data.
Fit restricted mean models for the conditional association between an exposure and an outcome, given covariates. Three methods are implemented: O-estimation, where a nuisance model for the association between the covariates and the outcome is used; E-estimation where a nuisance model for the association between the covariates and the exposure is used, and doubly robust (DR) estimation where both nuisance models are used. In DR-estimation, the estimates will be consistent when at least one of the nuisance models is correctly specified, not necessarily both. For more information, see Zetterqvist and Sjölander (2015) <doi:10.1515/em-2014-0021>.
This package provides a friendly (flexible) Markov Chain Monte Carlo (MCMC) framework for implementing Metropolis-Hastings algorithm in a modular way allowing users to specify automatic convergence checker, personalized transition kernels, and out-of-the-box multiple MCMC chains using parallel computing. Most of the methods implemented in this package can be found in Brooks et al. (2011, ISBN 9781420079425). Among the methods included, we have: Haario (2001) <doi:10.1007/s11222-011-9269-5> Adaptive Metropolis, Vihola (2012) <doi:10.1007/s11222-011-9269-5> Robust Adaptive Metropolis, and Thawornwattana et al. (2018) <doi:10.1214/17-BA1084> Mirror transition kernels.
This is a set of functions to retrieve information about GIMMS NDVI3g files currently available online; download (and re-arrange, in the case of NDVI3g.v0) the half-monthly data sets; import downloaded files from ENVI binary (NDVI3g.v0) or NetCDF
format (NDVI3g.v1) directly into R based on the widespread raster package; conduct quality control; and generate monthly composites (e.g., maximum values) from the half-monthly input data. As a special gimmick, a method is included to conveniently apply the Mann-Kendall trend test upon Raster* images, optionally featuring trend-free pre-whitening to account for lag-1 autocorrelation.
This package provides a method for detecting outliers with a Kalman filter on impulsed noised outliers and prediction on cleaned data. kfino is a robust sequential algorithm allowing to filter data with a large number of outliers. This algorithm is based on simple latent linear Gaussian processes as in the Kalman Filter method and is devoted to detect impulse-noised outliers. These are data points that differ significantly from other observations. ML (Maximization Likelihood) and EM (Expectation-Maximization algorithm) algorithms were implemented in kfino'. The method is described in full details in the following arXiv
e-Print: <arXiv:2208.00961>
.
This package provides methods for estimating and utilizing the multivariate generalized propensity score (mvGPS
) for multiple continuous exposures described in Williams, J.R, and Crespi, C.M. (2020) <arxiv:2008.13767>. The methods allow estimation of a dose-response surface relating the joint distribution of multiple continuous exposure variables to an outcome. Weights are constructed assuming a multivariate normal density for the marginal and conditional distribution of exposures given a set of confounders. Confounders can be different for different exposure variables. The weights are designed to achieve balance across all exposure dimensions and can be used to estimate dose-response surfaces.
Estimates random effect latent measurement models, wherein the loadings, residual variances, intercepts, latent means, and latent variances all vary across groups. The random effect variances of the measurement parameters are then modeled using a hierarchical inclusion model, wherein the inclusion of the variances (i.e., whether it is effectively zero or non-zero) is informed by similar parameters (of the same type, or of the same item). This additional hierarchical structure allows the evidence in favor of partial invariance to accumulate more quickly, and yields more certain decisions about measurement invariance. Martin, Williams, and Rast (2020) <doi:10.31234/osf.io/qbdjt>.
This R package provides an implementation of multivariate extensions of a well-known fractal analysis technique, Detrended Fluctuations Analysis (DFA; Peng et al., 1995<doi:10.1063/1.166141>), for multivariate time series: multivariate DFA (mvDFA
). Several coefficients are implemented that take into account the correlation structure of the multivariate time series to varying degrees. These coefficients may be used to analyze long memory and changes in the dynamic structure that would by univariate DFA. Therefore, this R package aims to extend and complement the original univariate DFA (Peng et al., 1995) for estimating the scaling properties of nonstationary time series.
The library allows to perform a multivariate time series classification based on the use of Discrete Wavelet Transform for feature extraction, a step wise discriminant to select the most relevant features and finally, the use of a linear or quadratic discriminant for classification. Note that all these steps can be done separately which allows to implement new steps. Velasco, I., Sipols, A., de Blas, C. S., Pastor, L., & Bayona, S. (2023) <doi:10.1186/S12938-023-01079-X>. Percival, D. B., & Walden, A. T. (2000,ISBN:0521640687). Maharaj, E. A., & Alonso, A. M. (2014) <doi:10.1016/j.csda.2013.09.006>.
The analysis of environmental data often requires the detection of trends and change-points. This package includes tests for trend detection (Cox-Stuart Trend Test, Mann-Kendall Trend Test, (correlated) Hirsch-Slack Test, partial Mann-Kendall Trend Test, multivariate (multisite) Mann-Kendall Trend Test, (Seasonal) Sen's slope, partial Pearson and Spearman correlation trend test), change-point detection (Lanzante's test procedures, Pettitt's test, Buishand Range Test, Buishand U Test, Standard Normal Homogeinity Test), detection of non-randomness (Wallis-Moore Phase Frequency Test, Bartels rank von Neumann's ratio test, Wald-Wolfowitz Test) and the two sample Robust Rank-Order Distributional Test.
Exclusion-based parentage assignment is essential for studies in biodiversity conservation and breeding programs - Kang Huang, Rui Mi, Derek W Dunn, Tongcheng Wang, Baoguo Li, (2018), <doi:10.1534/genetics.118.301592>. The tool compares multilocus genotype data of potential parents and offspring, identifying likely parentage relationships while accounting for genotyping errors, missing data, and duplicate genotypes. acoRn
includes two algorithms: one generates synthetic genotype data based on user-defined parameters, while the other analyzes existing genotype data to identify parentage patterns. The package is versatile, applicable to diverse organisms, and offers clear visual outputs, making it a valuable resource for researchers.
The amplitude-dependent exponential autoregressive (EXPAR) time series model, initially proposed by Haggan and Ozaki (1981) <doi:10.2307/2335819> has been implemented in this package. Throughout various studies, the model has been found to adequately capture the cyclical nature of datasets. Parameter estimation of such family of models has been tackled by the approach of minimizing the residual sum of squares (RSS). Model selection among various candidate orders has been implemented using various information criteria, viz., Akaike information criteria (AIC), corrected Akaike information criteria (AICc) and Bayesian information criteria (BIC). An illustration utilizing data of egg price indices has also been provided.
This package provides a gate-keeping procedure to test a primary and a secondary endpoint in a group sequential design with multiple interim looks. Computations related to group sequential primary and secondary boundaries. Refined secondary boundaries are calculated for a gate-keeping test on a primary and a secondary endpoint in a group sequential design with multiple interim looks. The choices include both the standard boundaries and the boundaries using error spending functions. See Tamhane et al. (2018), "A gatekeeping procedure to test a primary and a secondary endpoint in a group sequential design with multiple interim looks", Biometrics, 74(1), 40-48.