We provide a computationally efficient and robust implementation of the recently proposed C-JAMP (Copula-based Joint Analysis of Multiple Phenotypes) method (Konigorski et al., 2019, submitted). C-JAMP allows estimating and testing the association of one or multiple predictors on multiple outcomes in a joint model, and is implemented here with a focus on large-scale genome-wide association studies with two phenotypes. The use of copula functions allows modeling a wide range of multivariate dependencies between the phenotypes, and previous results are supporting that C-JAMP can increase the power of association studies to identify associated genetic variants in comparison to existing methods (Konigorski, Yilmaz, Pischon, 2016, <DOI:10.1186/s12919-016-0045-6>; Konigorski, Yilmaz, Bull, 2014, <DOI:10.1186/1753-6561-8-S1-S72>). In addition to the C-JAMP functions, functions are available to generate genetic and phenotypic data, to compute the minor allele frequency (MAF) of genetic markers, and to estimate the phenotypic variance explained by genetic markers.

This package implements the interactive fixed effects ('IFE') panel estimator of Bai (2009) <doi:10.3982/ECTA6135> for balanced and unbalanced panels, with optional additive unit and/or time fixed effects. Provides analytical standard errors ('homoskedastic', HC1 heteroskedasticity-robust, cluster-robust by unit, and heteroskedasticity- and autocorrelation- consistent), together with asymptotic incidental-parameter bias correction for large panels, including a dynamic extension for predetermined (lagged-dependent) regressors following Moon and Weidner (2017) <doi:10.1017/S0266466615000328>. The number of factors is chosen by information criteria (Bai and Ng 2002 <doi:10.1111/1468-0262.00273>) or by singular value thresholding. Unbalanced panels are handled by an expectation-maximisation algorithm with nuclear-norm-regularised initialisation, with estimation, analytical inference, and bias correction following Su, Wang and Wang (2025) <doi:10.2139/ssrn.5177283> and building on the matrix-completion and missing-data factor analysis of Bai and Ng (2021) <doi:10.1080/01621459.2021.1967163>. All computations use base R only, with no external dependencies.

Aster models (Geyer, Wagenius, and Shaw, 2007, <doi:10.1093/biomet/asm030>; Shaw, Geyer, Wagenius, Hangelbroek, and Etterson, 2008, <doi:10.1086/588063>; Geyer, Ridley, Latta, Etterson, and Shaw, 2013, <doi:10.1214/13-AOAS653>) are exponential family regression models for life history analysis. They are like generalized linear models except that elements of the response vector can have different families (e.2g., some Bernoulli, some Poisson, some zero-truncated Poisson, some normal) and can be dependent, the dependence indicated by a graphical structure. Discrete time survival analysis, life table analysis, zero-inflated Poisson regression, and generalized linear models that are exponential family (e.g., logistic regression and Poisson regression with log link) are special cases. Main use is for data in which there is survival over discrete time periods and there is additional data about what happens conditional on survival (e.g., number of offspring). Uses the exponential family canonical parameterization (aster transform of usual parameterization). There are also random effects versions of these models.

Fits heterogeneous panel data models with interactive effects for linear regression, logistic, count, probit, quantile, and clustering. Based on Ando, T. and Bai, J. (2015) "A simple new test for slope homogeneity in panel data models with interactive effects" <doi: 10.1016/j.econlet.2015.09.019>, Ando, T. and Bai, J. (2015) "Asset Pricing with a General Multifactor Structure" <doi: 10.1093/jjfinex/nbu026> , Ando, T. and Bai, J. (2016) "Panel data models with grouped factor structure under unknown group membership" <doi: 10.1002/jae.2467>, Ando, T. and Bai, J. (2017) "Clustering huge number of financial time series: A panel data approach with high-dimensional predictors and factor structures" <doi: 10.1080/01621459.2016.1195743>, Ando, T. and Bai, J. (2020) "Quantile co-movement in financial markets" <doi: 10.1080/01621459.2018.1543598>, Ando, T., Bai, J. and Li, K. (2021) "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity" <doi: 10.1016/j.jeconom.2020.11.013.>.

Computes and integrates surface energy balance components of evapotranspiration (ET), sensible heat (H), soil heat flux (G) and net radiation (Rn) into the Food and Agriculture Organization (FAO) Irrigation and Drainage Paper 56 (FAO-56) water balance model. The package can perform single crop coefficient (Kc), dual Kc and the integration of thermal-based evaporative fractions in a water balance model. The surface energy balance models include Two-Source Surface Energy Balance (TSEB) models, namely the Priestley-Taylor TSEB (TSEB-PT), the Penman-Monteith TSEB (TSEB-PM) and TSEB-Parallel, as well as One-Source Surface Energy Balance (OSEB) models, namely the Surface Energy Balance Algorithm for Land (SEBAL), Mapping Evapotranspiration at high Resolution with Internalized Calibration (METRIC), Surface Energy Balance Index (SEBI), Simplified Surface Energy Balance (SSEB) and Surface Energy Balance System (SEBS). Methods are described in Allen et al. (2007) <doi:10.1061/(ASCE)0733-9437(2007)133:4(380)> and Bastiaanssen et al. (1998) <doi:10.1016/S0022-1694(98)00253-4>.

The running statistics of interest is first extracted using a time window which is slid across the time series, and in each window, the running statistics value is computed. KCP (Kernel Change Point) detection proposed by Arlot et al. (2012) <arXiv:1202.3878> is then implemented to flag the change points on the running statistics (Cabrieto et al., 2018, <doi:10.1016/j.ins.2018.03.010>). Change points are located by minimizing a variance criterion based on the pairwise similarities between running statistics which are computed via the Gaussian kernel. KCP can locate change points for a given k number of change points. To determine the optimal k, the KCP permutation test is first carried out by comparing the variance of the running statistics extracted from the original data to that of permuted data. If this test is significant, then there is sufficient evidence for at least one change point in the data. Model selection is then used to determine the optimal k>0.

This package implements Random Forest regression under the Modified Topp-Leone (MTL) distribution error model. Provides core distribution functions (density, cumulative distribution, exact closed-form quantile, random generation, hazard, and survival), parameter estimation via closed-form Expectation-Maximization/Maximum Likelihood (EM/MLE) and Bayesian Markov Chain Monte Carlo (MCMC), non-parametric bootstrap confidence intervals (at 90%, 95%, and 99% levels), Highest Posterior Density (HPD) intervals, Heidelberger and Welch MCMC convergence diagnostics, model evaluation metrics (estimated values, bias, mean squared error, risk value), homoscedastic prediction intervals, and goodness-of-fit diagnostic tests (Kolmogorov-Smirnov and Anderson-Darling tests, Akaike Information Criterion, and Bayesian Information Criterion). References: Breiman (2001) <doi:10.1023/A:1010933404324>; Singh, Tyagi, Singh, and Tyagi (2025) <https://statassoc.or.th>; Topp and Leone (1955) <doi:10.1080/01621459.1955.10501259>; Wright and Ziegler (2017) <doi:10.18637/jss.v077.i01>; Plummer, Best, Cowles, and Vines (2006) <https://CRAN.R-project.org/package=coda>; Heidelberger and Welch (1983) <doi:10.1287/opre.31.6.1109>.

This package performs Trial Sequential Analysis (TSA) for meta-analyses of time-to-event outcomes reported as hazard ratios. Implements the Schoenfeld required-events sample-size formula generalised for unequal allocation, the Diversity (D-squared) heterogeneity adjustment of Wetterslev et al. (2009), and O'Brien-Fleming-type alpha- and beta-spending trial sequential monitoring boundaries computed at the inverse-variance information based on observed study-level log-HR standard errors (not merely event counts), via a compiled (C++) recursive numerical integration engine ported from the R package RTSA (Soerensen, Olsen, Lange and Gluud; an R implementation of the Trial Sequential Analysis software of the Copenhagen Trial Unit, <https://ctu.dk/tools>), with no fixed software-imposed limit on the number of looks (subject to available computational resources). Produces a cumulative Z-curve plot with efficacy, futility, and conventional significance boundaries. Methodology follows Miladinovic et al. (2013) <doi:10.1016/j.jclinepi.2012.11.007> and Wetterslev et al. (2009) <doi:10.1186/1471-2288-9-86>.

Decomposition of time series into trend, seasonal, and remainder components with methods for detecting and characterizing abrupt changes within the trend and seasonal components. BFAST can be used to analyze different types of satellite image time series and can be applied to other disciplines dealing with seasonal or non-seasonal time series, such as hydrology, climatology, and econometrics. The algorithm can be extended to label detected changes with information on the parameters of the fitted piecewise linear models. BFAST monitoring functionality is described in Verbesselt et al. (2010) <doi:10.1016/j.rse.2009.08.014>. BFAST monitor provides functionality to detect disturbance in near real-time based on BFAST'- type models, and is described in Verbesselt et al. (2012) <doi:10.1016/j.rse.2012.02.022>. BFAST Lite approach is a flexible approach that handles missing data without interpolation, and will be described in an upcoming paper. Furthermore, different models can now be used to fit the time series data and detect structural changes (breaks).

These are miscellaneous functions for working with panel data, quantiles, and printing results. For panel data, the package includes functions for making a panel data balanced (that is, dropping missing individuals that have missing observations in any time period), converting id numbers to row numbers, and to treat repeated cross sections as panel data under the assumption of rank invariance. For quantiles, there are functions to make distribution functions from a set of data points (this is particularly useful when a distribution function is created in several steps), to combine distribution functions based on some external weights, and to invert distribution functions. Finally, there are several other miscellaneous functions for obtaining weighted means, weighted distribution functions, and weighted quantiles; to generate summary statistics and their differences for two groups; and to add or drop covariates from formulas. Additional utilities support staggered treatment adoption settings, including functions for identifying treatment groups, recovering pre-treatment outcomes and covariate averages, and computing lagged outcomes and first differences in panel data.

The network autocorrelation model (NAM) can be used for studying the degree of social influence regarding an outcome variable based on one or more known networks. The degree of social influence is quantified via the network autocorrelation parameters. In case of a single network, the Bayesian methods of Dittrich, Leenders, and Mulder (2017) <DOI:10.1016/j.socnet.2016.09.002> and Dittrich, Leenders, and Mulder (2019) <DOI:10.1177/0049124117729712> are implemented using a normal, flat, or independence Jeffreys prior for the network autocorrelation. In the case of multiple networks, the Bayesian methods of Dittrich, Leenders, and Mulder (2020) <DOI:10.1177/0081175020913899> are implemented using a multivariate normal prior for the network autocorrelation parameters. Flat priors are implemented for estimating the coefficients. For Bayesian testing of equality and order-constrained hypotheses, the default Bayes factor of Gu, Mulder, and Hoijtink, (2018) <DOI:10.1111/bmsp.12110> is used with the posterior mean and posterior covariance matrix of the NAM parameters based on flat priors as input.

This package provides the function feis() to estimate fixed effects individual slope (FEIS) models. The FEIS model constitutes a more general version of the often-used fixed effects (FE) panel model, as implemented in the package plm by Croissant and Millo (2008) <doi:10.18637/jss.v027.i02>. In FEIS models, data are not only person demeaned like in conventional FE models, but detrended by the predicted individual slope of each person or group. Estimation is performed by applying least squares lm() to the transformed data. For more details on FEIS models see Bruederl and Ludwig (2015, ISBN:1446252442); Frees (2001) <doi:10.2307/3316008>; Polachek and Kim (1994) <doi:10.1016/0304-4076(94)90075-2>; Ruettenauer and Ludwig (2020) <doi:10.1177/0049124120926211>; Wooldridge (2010, ISBN:0262294354). To test consistency of conventional FE and random effects estimators against heterogeneous slopes, the package also provides the functions feistest() for an artificial regression test and bsfeistest() for a bootstrapped version of the Hausman test.

With satin functions, visualisation, data extraction and further analysis like producing climatologies from several images, and anomalies of satellite derived ocean data can be easily done. Reading functions can import a user defined geographical extent of data stored in netCDF files. Currently supported ocean data sources include NASA's Oceancolor web page <https://oceancolor.gsfc.nasa.gov/>, sensors VIIRS-SNPP; MODIS-Terra; MODIS-Aqua; and SeaWiFS. Available variables from this source includes chlorophyll concentration, sea surface temperature (SST), and several others. Data sources specific for SST that can be imported too includes Pathfinder AVHRR <https://www.ncei.noaa.gov/products/avhrr-pathfinder-sst> and GHRSST <https://www.ghrsst.org/>. In addition, ocean productivity data produced by Oregon State University can also be handled previous conversion from HDF4 to HDF5 format. Many other ocean variables can be processed by importing netCDF data files from two European Union's Copernicus Marine Service databases <https://marine.copernicus.eu/>, namely Global Ocean Physical Reanalysis and Global Ocean Biogeochemistry Hindcast.

This package implements a set of routines to perform structured matrix factorization with minimum volume constraints. The NMF procedure decomposes a matrix X into a product C * D. Given conditions such that the matrix C is non-negative and has sufficiently spread columns, then volume minimization of a matrix D delivers a correct and unique, up to a scale and permutation, solution (C, D). This package provides both an implementation of volume-regularized NMF and "anchor-free" NMF, whereby the standard NMF problem is reformulated in the covariance domain. This algorithm was applied in Vladimir B. Seplyarskiy Ruslan A. Soldatov, et al. "Population sequencing data reveal a compendium of mutational processes in the human germ line". Science, 12 Aug 2021. <doi:10.1126/science.aba7408>. This package interacts with data available through the simulatedNMF package, which is available in a drat repository. To access this data package, see the instructions at <https://github.com/kharchenkolab/vrnmf>. The size of the simulatedNMF package is approximately 8 MB.

This package performs distance sampling simulations. dsims repeatedly generates instances of a user defined population within a given survey region. It then generates realisations of a survey design and simulates the detection process. The data are then analysed so that the results can be compared for accuracy and precision across all replications. This process allows users to optimise survey designs for their specific set of survey conditions. The effects of uncertainty in population distribution or parameters can be investigated under a number of simulations so that users can be confident that they have achieved a robust survey design before deploying vessels into the field. The distance sampling designs used in this package from dssd are detailed in Chapter 7 of Advanced Distance Sampling, Buckland et. al. (2008, ISBN-13: 978-0199225873). General distance sampling methods are detailed in Introduction to Distance Sampling: Estimating Abundance of Biological Populations, Buckland et. al. (2004, ISBN-13: 978-0198509271). Find out more about estimating animal/plant abundance with distance sampling at <https://distancesampling.org/>.

This data package contains four datasets of quantitative PCR (qPCR) amplification curves that were used as supplementary data in the research article by Sisti et al. (2010), <doi:10.1186/1471-2105-11-186>. The primary dataset comprises a ten-fold dilution series spanning copy numbers from 3.14 Ã 10^7 to 3.14 Ã 10^2, with twelve replicates per concentration. These samples are based on a pGEM-T Promega plasmid containing a 104 bp fragment of the mitochondrial gene NADH dehydrogenase 1 (MT-ND1), amplified using the ND1/ND2 primer pair. The remaining three datasets contain qPCR results in the presence of specific PCR inhibitors: tannic acid, immunoglobulin G (IgG), and quercetin, respectively, to assess their effects on the amplification process. These datasets are useful for researchers interested in PCR kinetics. The original raw data file is available as Additional File 1: <https://static-content.springer.com/esm/art%3A10.1186%2F1471-2105-11-186/MediaObjects/12859_2009_3643_MOESM1_ESM.XLS>.

This package provides tools for differentially private principal component analysis (PCA) and visualization. Includes private principal component directions, scree and proportion of variance explained (PVE) estimates, and two-dimensional private score histograms with synthetic sampled points. Supports additive and sparse histogram mechanisms, group-wise score visualizations, and optional non-private comparisons. An integrated workflow produces loading plots, scree plots, score plots, variable plots, and biplots from shared private PCA estimates. An interactive shiny application is also provided. Private direction estimation is based on Kim and Jung (2025) <doi:10.1002/sam.70053>. Private scree estimation draws on Dwork and Roth (2014) <doi:10.1561/0400000042>, Ramsay and Spicker (2025) <doi:10.48550/arXiv.2501.14095>, and Yu, Ren and Zhou (2024) <doi:10.3150/23-BEJ1706>. Private score frames use unbounded quantile mechanisms from Durfee (2023) <doi:10.52202/075280-3394>. Private score histograms use methods related to Wasserman and Zhou (2010) <doi:10.1198/jasa.2009.tm08651> and Karwa and Vadhan (2018) <doi:10.4230/LIPIcs.ITCS.2018.44>.

Mahalanobis-Taguchi (MT) system is a collection of multivariate analysis methods developed for the field of quality engineering. MT system consists of two families depending on their purpose. One is a family of Mahalanobis-Taguchi (MT) methods (in the broad sense) for diagnosis (see Woodall, W. H., Koudelik, R., Tsui, K. L., Kim, S. B., Stoumbos, Z. G., and Carvounis, C. P. (2003) <doi:10.1198/004017002188618626>) and the other is a family of Taguchi (T) methods for forecasting (see Kawada, H., and Nagata, Y. (2015) <doi:10.17929/tqs.1.12>). The MT package contains three basic methods for the family of MT methods and one basic method for the family of T methods. The MT method (in the narrow sense), the Mahalanobis-Taguchi Adjoint (MTA) methods, and the Recognition-Taguchi (RT) method are for the MT method and the two-sided Taguchi (T1) method is for the family of T methods. In addition, the Ta and Tb methods, which are the improved versions of the T1 method, are included.

This package provides a collection of functions to test and estimate Seemingly Unrelated Regression (usually called SUR) models, with spatial structure, by maximum likelihood and three-stage least squares. The package estimates the most common spatial specifications, that is, SUR with Spatial Lag of X regressors (called SUR-SLX), SUR with Spatial Lag Model (called SUR-SLM), SUR with Spatial Error Model (called SUR-SEM), SUR with Spatial Durbin Model (called SUR-SDM), SUR with Spatial Durbin Error Model (called SUR-SDEM), SUR with Spatial Autoregressive terms and Spatial Autoregressive Disturbances (called SUR-SARAR), SUR-SARAR with Spatial Lag of X regressors (called SUR-GNM) and SUR with Spatially Independent Model (called SUR-SIM). The methodology of these models can be found in next references Minguez, R., Lopez, F.A., and Mur, J. (2022) <doi:10.18637/jss.v104.i11> Mur, J., Lopez, F.A., and Herrera, M. (2010) <doi:10.1080/17421772.2010.516443> Lopez, F.A., Mur, J., and Angulo, A. (2014) <doi:10.1007/s00168-014-0624-2>.

Locally-weighted partial least squares (LW-PLS) is a just-in-time learning method that builds a dedicated weighted partial least squares model around every new sample, where training samples are weighted by their similarity to that sample (Kim et al. (2011) <doi:10.1016/j.ijpharm.2011.10.007>). Regression (single or multiple outcomes) and classification (locally weighted partial least squares-discriminant analysis; Bevilacqua and Marini (2014) <doi:10.1016/j.aca.2014.05.057>) are supported. The local models can be robust to outliers, by partial robust M-regression (Serneels et al. (2005) <doi:10.1016/j.chemolab.2005.04.007>), and sparse (Hoffmann et al. (2015) <doi:10.1016/j.chemolab.2015.09.019>). The prediction kernel is written in C++ with RcppArmadillo', and the model is integrated with the parsnip', dials', tune and yardstick packages so it can be used within the tidymodels framework. Diagnostics of the local models (prediction reliability, local regression vectors, robust weights and selected predictors) come with ggplot2 plots designed for spectroscopic data.

Encapsulates a number of spatially balanced sampling algorithms, namely, Balanced Acceptance Sampling (equal, unequal, seed point, panels), Halton frames (for discretizing a continuous resource), Halton Iterative Partitioning (equal probability), Simple Random Sampling, Dynamic Assignment Sampling and Doubly balanced Dynamic Assignment Sampling. Robertson, B. L., Brown, J. A., McDonald, T. and Jaksons, P. (2013) <doi:10.1111/biom.12059>. Robertson, B. L., McDonald, T., Price, C. J. and Brown, J. A. (2017) <doi:10.1016/j.spl.2017.05.004>. Robertson, B. L., McDonald, T., Price, C. J. and Brown, J. A. (2018) <doi:10.1007/s10651-018-0406-6>. Robertson, B. L., van Dam-Bates, P. and Gansell, O. (2021a) <doi:10.1007/s10651-020-00481-1>. Robertson, B. L., Davies, P., Gansell, O., van Dam-Bates, P., McDonald, T. (2025) <doi:10.1111/anzs.12435>. Robertson, B.L., Price, C.J., Reale, M., Davies, P. (2026) <doi:10.1093/biomtc/ujag011>. Robertson, B.L., Price, C.J., Reale, M., Davies, P. (2026) <doi:10.1093/jssam/smag021>.

Standardises and facilitates the use of eleven established stability properties that have been used to assess systemsâ responses to press or pulse disturbances at different ecological levels (e.g. population, community). There are two sets of functions. The first set corresponds to functions that measure stability at any level of organisation, from individual to community and can be applied to a time series of a systemâ s state variables (e.g., body mass, population abundance, or species diversity). The properties included in this set are: invariability, resistance, extent and rate of recovery, persistence, and overall ecological vulnerability. The second set of functions can be applied to Jacobian matrices. The functions in this set measure the stability of a community at short and long time scales. In the short term, the communityâ s response is measured by maximal amplification, reactivity and initial resilience (i.e. initial rate of return to equilibrium). In the long term, stability can be measured as asymptotic resilience and intrinsic stochastic invariability. Figueiredo et al. (2025) <doi:10.32942/X2M053>.

This package provides a prediction model is calibrated if, roughly, for any percentage x we can expect that x subjects out of 100 experience the event among all subjects that have a predicted risk of x%. A calibration plot provides a simple, yet useful, way of assessing the calibration assumption. The Wally plot consists of a sequence of usual calibration plots. Among the plots contained within the sequence, one is the actual calibration plot which has been obtained from the data and the others are obtained from similar simulated data under the calibration assumption. It provides the investigator with a direct visual understanding of the shape and sampling variability that are common under the calibration assumption. The original calibration plot from the data is included randomly among the simulated calibration plots, similarly to a police lineup. If the original calibration plot is not easily identified then the calibration assumption is not contradicted by the data. The method handles the common situations in which the data contain censored observations and occurrences of competing events.

NuPoP is an R package for Nucleosome Positioning Prediction.This package is built upon a duration hidden Markov model proposed in Xi et al, 2010; Wang et al, 2008. The core of the package was written in Fotran. In addition to the R package, a stand-alone Fortran software tool is also available at https://github.com/jipingw. The Fortran codes have complete functonality as the R package. Note: NuPoP has two separate functions for prediction of nucleosome positioning, one for MNase-map trained models and the other for chemical map-trained models. The latter was implemented for four species including yeast, S.pombe, mouse and human, trained based on our recent publications. We noticed there is another package nuCpos by another group for prediction of nucleosome positioning trained with chemicals. A report to compare recent versions of NuPoP with nuCpos can be found at https://github.com/jiping/NuPoP_doc. Some more information can be found and will be posted at https://github.com/jipingw/NuPoP.