Marine fisheries governance and management rely heavily on reliable indicators of stock abundance and fishing pressure to ensure the sustainable utilization of marine resources. Catch Per Unit Effort (CPUE) is widely used as an index of relative abundance, but direct comparison of catch rates is often affected by differences in fishing effort, vessel characteristics, gear efficiency, and operational practices. The FESta package provides methods for fishing effort and CPUE standardization, including vessel-based, gear-based, relative effort, derived effort, generalized linear models, generalized additive models, generalized linear mixed models, ordered quantile transformation models, and multi-gear standardization techniques for fisheries stock assessment and monitoring. To cite our package run this command, citation("FESta").

Computes the test statistic and p-value of the Cramer-von Mises and Anderson-Darling test for some continuous distribution functions proposed by Chen and Balakrishnan (1995) <http://asq.org/qic/display-item/index.html?item=11407>. In addition to our classic distribution functions here, we calculate the Goodness of Fit (GoF) test to dataset which follows the extreme value distribution function, without remembering the formula of distribution/density functions. Calculates the Value at Risk (VaR) and Average VaR are another important risk factors which are estimated by using well-known distribution functions. Pflug and Romisch (2007, ISBN: 9812707409) is a good reference to study the properties of risk measures.

This package provides a set of functions to compute the Hodrick-Prescott (HP) filter and spline smoothing with automatically selected jumps. The original HP filter and spline smoothing extract a smooth signal, and our version allows for a small number of automatically identified jumps. Smoothing splines with discontinuities are obtained either by time warping, or by the dynamic-programming algorithm of Storath and Weinmann (2024) <doi:10.1080/10618600.2023.2262000>. See Pelagatti, Maranzano and Gatto Ronchieri (2026) <doi:10.48550/arXiv.2610.33137> for details on the smoothing splines with discontinuities, and Maranzano and Pelagatti (2025) <doi:10.1016/j.econmod.2025.107132> for details on the HP filter with jumps.

This package provides accessible, interactive visualizations through the MAIDR (Multimodal Access and Interactive Data Representation) system. Converts ggplot2 and Base R plots into accessible HTML/SVG formats with keyboard navigation, screen reader support, and sonification capabilities. Supports bar charts (simple, grouped, stacked), pie charts, histograms, line plots, step plots, scatter plots, box plots, violin plots, candlestick (OHLC) charts, heat maps, density/smooth curves, faceted plots, multi-panel layouts (including patchwork), and multi-layered plot combinations. Also makes plotly', highcharter and echarts4r htmlwidgets accessible by attaching the matching MAIDR JavaScript adapter. Enables data exploration for users with visual impairments through multiple sensory modalities. For more details see the MAIDR project <https://maidr.ai/>.

Replacement for nls() tools for working with nonlinear least squares problems. The calling structure is similar to, but much simpler than, that of the nls() function. Moreover, where nls() specifically does NOT deal with small or zero residual problems, nlmrt is quite happy to solve them. It also attempts to be more robust in finding solutions, thereby avoiding singular gradient messages that arise in the Gauss-Newton method within nls(). The Marquardt-Nash approach in nlmrt generally works more reliably to get a solution, though this may be one of a set of possibilities, and may also be statistically unsatisfactory. Added print and summary as of August 28, 2012.

Computes feature-specific R-squared (R2) contributions for boosting tree models using a Shapley-value-based decomposition of the total R-squared in polynomial time. Supports models fitted with XGBoost', LightGBM', and CatBoost', with optimized backend-specific implementations and cached tree summaries suitable for large-scale problems. Multiple visualization tools are included for interpreting and communicating feature contributions. The methodology is described in Jiang, Zhang, and Zhang (2025) <doi:10.48550/arXiv.2407.03515>. Optional CatBoost support uses the R package catboost', which is not distributed on CRAN; installation instructions and released binaries are provided by the CatBoost project at <https://catboost.ai/docs/en/concepts/r-installation>.

This package implements the distance-adjusted propensity score with interference (iDAPS) and recoverU+ methods for estimating the average treatment effect on the treated (ATT) from spatial observational data in the presence of both spatial confounding and spatial interference. iDAPS matches units on a data-driven composite of propensity-score distance, spatial proximity and neighbourhood-exposure distance. recoverU+ is a doubly robust estimator that augments the propensity-score and control-outcome models with a partially recovered spatial confounder and a neighbourhood-exposure term. The package also provides the naive propensity score, DAPS and recoverU comparators, a simulator for the spatial confounding/interference data-generating process and spatial inference tools.

This package provides tools to compute and analyze the set of statistically-equivalent (Gaussian, linear) path models which generate the input precision or (partial) correlation matrix. This procedure is useful for understanding how statistical network models such as the Gaussian Graphical Model (GGM) perform as causal discovery tools. The statistical-equivalence set of a given GGM expresses the uncertainty we have about the sign, size and direction of directed relationships based on the weights matrix of the GGM alone. The derivation of the equivalence set and its use for understanding GGMs as causal discovery tools is described by Ryan, O., Bringmann, L.F., & Schuurman, N.K. (2022) <doi: 10.31234/osf.io/ryg69>.

Simulation methods for the Fisher Bingham distribution on the unit sphere, the matrix Bingham distribution on a Grassmann manifold, the matrix Fisher distribution on SO(3), and the bivariate von Mises sine model on the torus. The methods use an acceptance/rejection simulation algorithm for the Bingham distribution and are described fully by Kent, Ganeiber and Mardia (2018) <doi:10.1080/10618600.2017.1390468>. These methods supersede earlier MCMC simulation methods and are more general than earlier simulation methods. The methods can be slower in specific situations where there are existing non-MCMC simulation methods (see Section 8 of Kent, Ganeiber and Mardia (2018) <doi:10.1080/10618600.2017.1390468> for further details).

DVB-T dongles based on the Realtek RTL2832U can be used as a cheap software defined radio, since the chip allows transferring the raw I/Q samples to the host. rtl-sdr provides drivers for this purpose.

The default Linux driver managing DVB-T dongles as TV devices doesn't work for SDR purposes and clashes with this package. Therefore you must prevent the kernel from loading it automatically by adding the following line to your system configuration:

(kernel-arguments '("modprobe.blacklist=dvb_usb_rtl28xxu"))

To install the rtl-sdr udev rules, you must extend 'udev-service-type' with this package. E.g.: (udev-rules-service 'rtl-sdr rtl-sdr)

This package provides functions for implementing the Generalized Bayesian Optimal Phase II (G-BOP2) design using various Particle Swarm Optimization (PSO) algorithms, including: - PSO-Default, based on Kennedy and Eberhart (1995) <doi:10.1109/ICNN.1995.488968>, "Particle Swarm Optimization"; - PSO-Quantum, based on Sun, Xu, and Feng (2004) <doi:10.1109/ICCIS.2004.1460396>, "A Global Search Strategy of Quantum-Behaved Particle Swarm Optimization"; - PSO-Dexp, based on Stehlà k et al. (2024) <doi:10.1016/j.asoc.2024.111913>, "A Double Exponential Particle Swarm Optimization with Non-Uniform Variates as Stochastic Tuning and Guaranteed Convergence to a Global Optimum with Sample Applications to Finding Optimal Exact Designs in Biostatistics"; - and PSO-GO.

Combining genomic prediction with Monte Carlo simulation, three different strategies are implemented to select parental lines for multiple traits in plant breeding. The selection strategies include (i) GEBV-O considers only genomic estimated breeding values (GEBVs) of the candidate individuals; (ii) GD-O considers only genomic diversity (GD) of the candidate individuals; and (iii) GEBV-GD considers both GEBV and GD. The above method can be seen in Chung PY, Liao CT (2020) <doi:10.1371/journal.pone.0243159>. Multi-trait genomic best linear unbiased prediction (MT-GBLUP) model is used to simultaneously estimate GEBVs of the target traits, and then a selection index is adopted to evaluate the composite performance of an individual.

Hidden Markov Model (HMM) based on symmetric lambda distribution framework is implemented for the study of return time-series in the financial market. Major features in the S&P500 index, such as regime identification, volatility clustering, and anti-correlation between return and volatility, can be extracted from HMM cleanly. Univariate symmetric lambda distribution is essentially a location-scale family of exponential power distribution. Such distribution is suitable for describing highly leptokurtic time series obtained from the financial market. It provides a theoretically solid foundation to explore such data where the normal distribution is not adequate. The HMM implementation follows closely the book: "Hidden Markov Models for Time Series", by Zucchini, MacDonald, Langrock (2016).

Microbial growth is often measured by growth curves i.e. a table of population sizes and times of measurements. This package allows to use such growth curve data to determine the duration of "microbial lag phase" i.e. the time needed for microbes to restart divisions. It implements the most commonly used methods to calculate the lag duration, these methods are discussed and described in Opalek et.al. 2022. Citation: Smug, B. J., Opalek, M., Necki, M., & Wloch-Salamon, D. (2024). Microbial lag calculator: A shiny-based application and an R package for calculating the duration of microbial lag phase. Methods in Ecology and Evolution, 15, 301â 307 <doi:10.1111/2041-210X.14269>.

Generates chronological and ordered p-plots for data vectors or vectors of p-values. The p-plot visualizes the evolution of the p-value of a significance test across the sampled data. It allows for assessing the consistency of the observed effects, for detecting the presence of potential moderator variables, and for estimating the influence of outlier values on the observed results. For non-significant findings, it can diagnose patterns indicative of underpowered study designs. The p-plot can thus either back the binary accept-vs-reject decision of common null-hypothesis significance tests, or it can qualify this decision and stimulate additional empirical work to arrive at more robust and replicable statistical inferences.

COCOA is a method for understanding epigenetic variation among samples. COCOA can be used with epigenetic data that includes genomic coordinates and an epigenetic signal, such as DNA methylation and chromatin accessibility data. To describe the method on a high level, COCOA quantifies inter-sample variation with either a supervised or unsupervised technique then uses a database of "region sets" to annotate the variation among samples. A region set is a set of genomic regions that share a biological annotation, for instance transcription factor (TF) binding regions, histone modification regions, or open chromatin regions. COCOA can identify region sets that are associated with epigenetic variation between samples and increase understanding of variation in your data.

Perform hierarchical Bayesian Aldrich-McKelvey scaling using Hamiltonian Monte Carlo via Stan'. Aldrich-McKelvey ('AM') scaling is a method for estimating the latent positions of survey respondents and external objects on a common scale using positional survey data. The hierarchical versions of the Bayesian AM model included in this package outperform other versions both in terms of yielding meaningful posterior distributions for respondent positions and in terms of recovering true respondent positions in simulations. The package contains functions for preparing data, fitting models, extracting estimates, plotting key results, and comparing models using cross-validation. The original version of the default model is described in Bølstad (2024) <doi:10.1017/pan.2023.18>.

Optimal k Nearest Neighbours Ensemble is an ensemble of base k nearest neighbour models each constructed on a bootstrap sample with a random subset of features. k closest observations are identified for a test point "x" (say), in each base k nearest neighbour model to fit a stepwise regression to predict the output value of "x". The final predicted value of "x" is the mean of estimates given by all the models. The implemented model takes training and test datasets and trains the model on training data to predict the test data. Ali, A., Hamraz, M., Kumam, P., Khan, D.M., Khalil, U., Sulaiman, M. and Khan, Z. (2020) <DOI:10.1109/ACCESS.2020.3010099>.

This package provides functions for pooling/combining the results (i.e., p-values) from (dependent) hypothesis tests. Included are Fisher's method, Stouffer's method, the inverse chi-square method, the Bonferroni method, Tippett's method, and the binomial test. Each method can be adjusted based on an estimate of the effective number of tests or using empirically derived null distribution using pseudo replicates. For Fisher's, Stouffer's, and the inverse chi-square method, direct generalizations based on multivariate theory are also available (leading to Brown's method, Strube's method, and the generalized inverse chi-square method). An introduction can be found in Cinar and Viechtbauer (2022) <doi:10.18637/jss.v101.i01>.

Fits spatial item factor analysis models for binary responses, following Chacón-Montalván, E. A., Parry, L., Giorgi, E., Torres, P., Orellana, J. D. Y., Moraga, P., and Taylor, B. M. (2025) <doi:10.1214/25-AOAS2072>, using full Bayesian inference via adaptive Metropolis-Hastings within Gibbs sampling and auxiliary variables with a probit link function. The latent factors are modelled as the sum of a predictor effect, a multivariate Gaussian process capturing spatial dependence, and a multivariate non-spatial term, allowing users to fit and predict spatially-referenced constructs such as food insecurity or socioeconomic indices. Standard exploratory and confirmatory item factor analysis are supported as particular cases, simply by dropping the spatial structure.

This package provides functions for simulating Markov chains using the Barker proposal to compute Markov chain Monte Carlo (MCMC) estimates of expectations with respect to a target distribution on a real-valued vector space. The Barker proposal, described in Livingstone and Zanella (2022) <doi:10.1111/rssb.12482>, is a gradient-based MCMC algorithm inspired by the Barker accept-reject rule. It combines the robustness of simpler MCMC schemes, such as random-walk Metropolis, with the efficiency of gradient-based methods, such as the Metropolis adjusted Langevin algorithm. The key function provided by the package is sample_chain(), which allows sampling a Markov chain with a specified target distribution as its stationary distribution. The chain is sampled by generating proposals and accepting or rejecting them using a Metropolis-Hasting acceptance rule. During an initial warm-up stage, the parameters of the proposal distribution can be adapted, with adapters available to both: tune the scale of the proposals by coercing the average acceptance rate to a target value; tune the shape of the proposals to match covariance estimates under the target distribution. As well as the default Barker proposal, the package also provides implementations of alternative proposal distributions, such as (Gaussian) random walk and Langevin proposals. Optionally, if BridgeStan's R interface <https://roualdes.us/bridgestan/latest/languages/r.html>, available on GitHub <https://github.com/roualdes/bridgestan>, is installed, then BridgeStan can be used to specify the target distribution to sample from.

Set of tools for fitting the additive partial linear models with symmetric autoregressive errors of order p, or APLMS-AR(p). This setup enables the modeling of a time series response variable using linear and nonlinear structures of a set of explanatory variables, with nonparametric components approximated by natural cubic splines or P-splines. It also accounts for autoregressive error terms with distributions that have lighter or heavier tails than the normal distribution. The package includes various error distributions, such as normal, generalized normal, Student's t, generalized Student's t, power-exponential, and Cauchy distributions. Chou-Chen, S.W., Oliveira, R.A., Raicher, I., Gilberto A. Paula (2024) <doi:10.1007/s00362-024-01590-w>.

This package provides methods for (auto)covariance/correlation function estimation in change point regression with stationary errors circumventing the pre-estimation of the underlying signal of the observations. Generic, first-order, (m+1)-gapped, difference-based autocovariance function estimator is based on M. Levine and I. Tecuapetla-Gómez (2023) <doi:10.48550/arXiv.1905.04578>. Bias-reducing, second-order, (m+1)-gapped, difference-based estimator is based on I. Tecuapetla-Gómez and A. Munk (2017) <doi:10.1111/sjos.12256>. Robust autocovariance estimator for change point regression with autoregressive errors is based on S. Chakar et al. (2017) <doi:10.3150/15-BEJ782>. It also includes a general projection-based method for covariance matrix estimation.

In the USA, companies file different forms with the U.S. Securities and Exchange Commission (SEC) through EDGAR (Electronic Data Gathering, Analysis, and Retrieval system). The EDGAR database automated system collects all the different necessary filings and makes it publicly available. This package facilitates retrieving, storing, searching, and parsing of all the available filings on the EDGAR server. It downloads filings from SEC server in bulk with a single query. Additionally, it provides various useful functions: extracts 8-K triggering events, extract "Business (Item 1)" and "Management's Discussion and Analysis(Item 7)" sections of annual statements, searches filings for desired keywords, provides sentiment measures, parses filing header information, and provides HTML view of SEC filings.