This package provides a computational tool to describe patterns in black and white images from natural structures. bwimage implemented functions for exceptionally broad subject. For instance, bwimage provide examples that range from calculation of canopy openness, description of patterns in vertical vegetation structure, to patterns in bird nest structure.

Implementation of the BC3NET algorithm for gene regulatory network inference (de Matos Simoes and Frank Emmert-Streib, Bagging Statistical Network Inference from Large-Scale Gene Expression Data, PLoS ONE 7(3): e33624, <doi:10.1371/journal.pone.0033624>).

This package provides methods for the binarization and trinarization of one-dimensional data and some visualization functions.

Collect data from and make posts on Bluesky Social via the Hypertext Transfer Protocol (HTTP) Application Programming Interface (API), as documented at <https://atproto.com/specs/xrpc>. This further supports broader queries to the Authenticated Transfer (AT) Protocol <https://atproto.com/> which Bluesky Social relies on. Data is returned in a tidy format and posts can be made using a simple interface.

This package provides JAR to perform Markov chain Monte Carlo (MCMC) inference using the popular Bayesian Evolutionary Analysis by Sampling Trees BEAST X software library of Baele et al (2025) <doi:10.1038/s41592-025-02751-x>. BEAST X supports auto-tuning Metropolis-Hastings, slice, Hamiltonian Monte Carlo and Sequential Monte Carlo sampling for a large variety of composable standard and phylogenetic statistical models using high performance computing. By placing the BEAST X JAR in this package, we offer an efficient distribution system for BEAST X use by other R packages using CRAN.

An implementation of functions to generate and plot postestimation quantities after estimating Bayesian regression models using Markov chain Monte Carlo (MCMC). Functionality includes the estimation of the Precision-Recall curves (see Beger, 2016 <doi:10.2139/ssrn.2765419>), the implementation of the observed values method of calculating predicted probabilities by Hanmer and Kalkan (2013) <doi:10.1111/j.1540-5907.2012.00602.x>, the implementation of the average value method of calculating predicted probabilities (see King, Tomz, and Wittenberg, 2000 <doi:10.2307/2669316>), and the generation and plotting of first differences to summarize typical effects across covariates (see Long 1997, ISBN:9780803973749; King, Tomz, and Wittenberg, 2000 <doi:10.2307/2669316>). This package can be used with MCMC output generated by any Bayesian estimation tool including JAGS', BUGS', MCMCpack', and Stan'.

This package implements the Beta Kernel Process (BKP) for nonparametric modeling of spatially varying binomial probabilities, together with its extension, the Dirichlet Kernel Process (DKP), for categorical or multinomial data. The package provides functions for model fitting, predictive inference with uncertainty quantification, posterior simulation, and visualization in one-and two-dimensional input spaces. Multiple kernel functions (Gaussian, Matern 5/2, and Matern 3/2) are supported, with hyperparameters optimized through multi-start gradient-based search. For more details, see Zhao, Qing, and Xu (2025) <doi:10.48550/arXiv.2508.10447>.

Fits simultaneous regression models to compare two sources (reference and test) and estimates relative bioefficiency. Includes simultaneous exponential model with common asymptote (model = 1), slope-ratio model (model = 2), quadratic model (model = 3), linear-response plateau model (model = 4), and Michaelis-Menten model (model = 5). Output style follows the easyreg package. Methods are based on Finney (1978, ISBN:0-85264-252-0), Mercer et al. (1978) <doi:10.1093/jn/108.8.1244>, Robbins et al. (1979) <doi:10.1093/jn/109.10.1710>, Noll et al. (1984) <doi:10.3382/ps.0632458>, Gallant and Fuller (1973) <doi:10.1080/01621459.1973.10481356>, Littell et al. (1997) <doi:10.2527/1997.75102672x>, and Burnham and Anderson (2002, ISBN:978-0-387-95364-9).

This package performs change point detection on univariate and multivariate time series (Martà nez & Mena, 2014, <doi:10.1214/14-BA878> ; Corradin, Danese & Ongaro, 2022, <doi:10.1016/j.ijar.2021.12.019>) and clusters time-dependent data with common change points (Corradin, Danese, KhudaBukhsh & Ongaro, 2026, <doi:10.1007/s11222-025-10756-x>).

Two practical tests are provided for assessing whether multiple covariates in a treatment group and a matched control group are balanced in observational studies.

BabyTime is an application for tracking infant and toddler care activities like sleeping, eating, etc. This package will take the outputted .zip files and parse it into a usable list object with cleaned data. It handles malformed and incomplete data gracefully and is designed to parse one directory at a time.

Fits Bayesian nonlinear Ornstein-Uhlenbeck models with cubic drift, stochastic volatility, and Student-t innovations. The package implements hierarchical priors for sector-specific parameters and supports parallel MCMC sampling via Stan'. Model comparison is performed using Pareto Smoothed Importance Sampling Leave-One-Out (PSIS-LOO) cross-validation following Vehtari, Gelman, and Gabry (2017) <doi:10.1007/s11222-016-9696-4>. Prior specifications follow recommendations from Gelman (2006) <doi:10.1214/06-BA117A> for scale parameters.

Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) <doi:10.1214/18-BA1126>, A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470> and Y. Tang et al (2025) <doi:10.1080/01621459.2025.2594191>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.

Some very simple infrastructure for basis functions.

Implementation of the nonparametric bounds for the average causal effect under an instrumental variable model by Balke and Pearl (Bounds on Treatment Effects from Studies with Imperfect Compliance, JASA, 1997, 92, 439, 1171-1176, <doi:10.1080/01621459.1997.10474074>). The package can calculate bounds for a binary outcome, a binary treatment/phenotype, and an instrument with either 2 or 3 categories. The package implements bounds for situations where these 3 variables are measured in the same dataset (trivariate data) or where the outcome and instrument are measured in one study and the treatment/phenotype and instrument are measured in another study (bivariate data).

Bayesian regularization for feed-forward neural networks.

This package provides fast and efficient procedures for Bayesian estimation and forecasting using state-of-the-art Vector Autoregressions. This package includes the model proposed by Chan (2020) <doi:10.1080/07350015.2018.1451336>, that is, a Bayesian Vector Autoregression with Minnesota priors and a flexible structure of the error term specification. The latter includes: conditional multivariate normal or Studentâ s t distributions, as well as homoskedastic or heteroskedastic specifications with a common volatility modelled by centred or non-centred Stochastic Volatility. Additionally, the package facilitates predictive analyses using density forecasting and forecast-error variance decompositions. All this is complemented by simple workflows, useful plots and summary functions, and comprehensive documentation. The bvars package aligns with R packages bsvars by Woźniak (2024) <doi:10.32614/CRAN.package.bsvars>, bsvarSIGNs by Wang & Woźniak (2025) <doi:10.32614/CRAN.package.bsvarSIGNs>, and bpvars by Woźniak (2025) <doi:10.32614/CRAN.package.bpvars> regarding objects, workflows, and code structure, and they constitute an integrated toolset.

This package provides a framework to infer causality on binary data using techniques in frequent pattern mining and estimation statistics. Given a set of individual vectors S=x where x(i) is a realization value of binary variable i, the framework infers empirical causal relations of binary variables i,j from S in a form of causal graph G=(V,E) where V is a set of nodes representing binary variables and there is an edge from i to j in E if the variable i causes j. The framework determines dependency among variables as well as analyzing confounding factors before deciding whether i causes j. The publication of this package is at Chainarong Amornbunchornvej, Navaporn Surasvadi, Anon Plangprasopchok, and Suttipong Thajchayapong (2023) <doi:10.1016/j.heliyon.2023.e15947>.

Fits Cox model via stochastic gradient descent. This implementation avoids computational instability of the standard Cox Model when dealing large datasets. Furthermore, it scales up with large datasets that do not fit the memory. It also handles large sparse datasets using proximal stochastic gradient descent algorithm. For more details about the method, please see Aliasghar Tarkhan and Noah Simon (2020) <arXiv:2003.00116v2>.

This package provides a collection of functions for downloading and processing automatic weather station (AWS) data from INMET (Brazilâ s National Institute of Meteorology), designed to support the estimation of reference evapotranspiration (ETo). The package facilitates streamlined access to meteorological data and aims to simplify analyses in agricultural and environmental contexts.

Bayesian purity model to estimate tumor purity using methylation array data (DNA methylation Infinium 450K array data) without reference samples.

This package provides a set of R functions and data sets for the book "Understanding Computational Bayesian Statistics." This book was written by Bill (WM) Bolstad and published in 2009 by John Wiley & Sons (ISBN 978-0470046098).

Stock, Options and Futures Trading Strategies for Traders and Investors with Bullish Outlook are represented here through their Graphs. The graphic indicators, strategies, calculations, functions and all the discussions are for academic, research, and educational purposes only and should not be construed as investment advice and come with absolutely no Liability. Guy Cohen (â The Bible of Options Strategies (2nd ed.)â , 2015, ISBN: 9780133964028). Zura Kakushadze, Juan A. Serur (â 151 Trading Strategiesâ , 2018, ISBN: 9783030027919). John C. Hull (â Options, Futures, and Other Derivatives (11th ed.)â , 2022, ISBN: 9780136939979).

Applies Beta Control Charts to defined values. The Beta Chart presents control limits based on the Beta probability distribution, making it suitable for monitoring fraction data from a Binomial distribution as a replacement for p-Charts. The Beta Chart has been applied in three real studies and compared with control limits from three different schemes. The comparative analysis showed that: (i) the Beta approximation to the Binomial distribution is more appropriate for values confined within the [0, 1] interval; and (ii) the proposed charts are more sensitive to the average run length (ARL) in both in-control and out-of-control process monitoring. Overall, the Beta Charts outperform the Shewhart control charts in monitoring fraction data. For more details, see à ngelo Márcio Oliveira Santâ Anna and Carla Schwengber ten Caten (2012) <doi:10.1016/j.eswa.2012.02.146>.