Equivalence tests and related confidence intervals for the comparison of two treatments, simultaneously for one or many normally distributed, primary response variables (endpoints). The step-up procedure of Quan et al. (2001) is both applied for differences and extended to ratios of means. A related single-step procedure is also available.

High-dimensional data integration is a critical but difficult problem in genomics research because of potential biases from high-throughput experiments. We present MANCIE, a computational method for integrating two genomic data sets with homogenous dimensions from different sources based on a PCA procedure as an approximation to a Bayesian approach.

Various functions for computing pseudo-observations for censored data regression. Computes pseudo-observations for modeling: competing risks based on the cumulative incidence function, survival function based on the restricted mean, survival function based on the Kaplan-Meier estimator see Klein et al. (2008) <doi:10.1016/j.cmpb.2007.11.017>.

Allows for nonparametric regression where one assumes that the signal is given by the sum of a piecewise constant function and a smooth function. More precisely, it implements the estimator PCpluS (piecewise constant plus smooth regression estimator) from Pein and Shah (2025) <doi:10.48550/arXiv.2112.03878>.

This package contains common univariate and multivariate portmanteau test statistics for time series models. These tests are based on using asymptotic distributions such as chi-square distribution and based on using the Monte Carlo significance tests. Also, it can be used to simulate from univariate and multivariate seasonal time series models.

Create static QR codes in R. The content of the QR code is exactly what the user defines. We don't add a redirect URL, making it impossible for us to track the usage of the QR code. This allows to generate fast, free to use and privacy friendly QR codes.

This package provides functions and tools for creating, visualizing, and investigating properties of continuous-time quantum walks, including efficient calculation of matrices such as the mixing matrix, average mixing matrix, and spectral decomposition of the Hamiltonian. E. Farhi (1997): <arXiv:quant-ph/9706062v2>; C. Godsil (2011) <arXiv:1103.2578v3>.

This package provides estimations of the Receiver Operating Characteristic (ROC) curve and the Area Under the Curve (AUC) based on the two-stages mixed-subjects ROC curve estimator (Diaz-Coto et al. (2020) <doi:10.1515/ijb-2019-0097> and Diaz-Coto et al. (2020) <doi:10.1080/00949655.2020.1736071>).

This package provides a framework to generating random variates from arbitrary multivariate copulae, while concentrating on (bivariate) extreme value copulae. Particularly useful if the multivariate copulae are not available in closed form. Detailed discussion of the methodologies used can be found in Tajvidi and Turlach (2018) <doi:10.1111/anzs.12209>.

Effect modification occurs if a treatment effect is larger or more stable in certain subgroups defined by observed covariates. The submax or subgroup-maximum method of Lee et al. (2017) <arXiv:1702.00525> does an overall test and separate tests in subgroups, correcting for multiple testing using the joint distribution.

This package contains functions for estimating the STARTS model of Kenny and Zautra (1995, 2001) <DOI:10.1037/0022-006X.63.1.52>, <DOI:10.1037/10409-008>. Penalized maximum likelihood estimation and Markov Chain Monte Carlo estimation are also provided, see Luedtke, Robitzsch and Wagner (2018) <DOI:10.1037/met0000155>.

This package provides functions for analyzing stocks or other investments. Main features are loading and aligning historical data for ticker symbols, calculating performance metrics for individual funds or portfolios (e.g. annualized growth, maximum drawdown, Sharpe/Sortino ratio), and creating graphs. C++ code is used to improve processing speed where possible.

Allows user to conduct a simulation based quantitative bias analysis using covariate structures generated with individual-level data to characterize the bias arising from unmeasured confounding. Users can specify their desired data generating mechanisms to simulate data and quantitatively summarize findings in an end-to-end application using this package.

This package provides a framework for performing discrete (share-level) simulations of investment strategies. Simulated portfolios optimize exposure to an input signal subject to constraints such as position size and factor exposure. For background see L. Chincarini and D. Kim (2010, ISBN:978-0-07-145939-6) "Quantitative Equity Portfolio Management".

Stochastic dominance tests help ranking different distributions. The package implements the consistent test for stochastic dominance by Barrett and Donald (2003) <doi:10.1111/1468-0262.00390>. Specifically, it implements Barrett and Donald's Kolmogorov-Smirnov type tests for first- and second-order stochastic dominance based on bootstrapping 2 and 1.

Implementation of two transportation problem algorithms. 1. North West Corner Method 2. Minimum Cost Method or Least cost method. For more technical details about the algorithms please refer below URLs. <http://www.universalteacherpublications.com/univ/ebooks/or/Ch5/nw.htm>. <http://personal.maths.surrey.ac.uk/st/J.F/chapter7.pdf>.

This package creates a table of descriptive statistics for factor and numeric columns in a data frame. Displays these by groups, if any. Highly customizable, with support for html and pdf provided by kableExtra'. Respects original column order, column labels, and factor level order. See ?tablet.data.frame and vignettes.

Power calculator for the two-sample Wilcoxon-Mann-Whitney rank-sum test for a continuous outcome (Mollan, Trumble, Reifeis et. al., Mar. 2020) <doi:10.1080/10543406.2020.1730866> <arXiv:1901.04597>, (Mann and Whitney 1947) <doi:10.1214/aoms/1177730491>, (Shieh, Jan, and Randles 2006) <doi:10.1080/10485250500473099>.

This package aims to perform power analysis for the MeRIP-seq study. It calculates FDR, FDC, power, and precision under various study design parameters, including but not limited to sample size, sequencing depth, and testing method. It can also output results into .xlsx files or produce corresponding figures of choice.

This package allows to characterize the operating characteristics of a microarray experiment, i.e. the trade-off between false discovery rate and the power to detect truly regulated genes. The package includes tools both for planned experiments (for sample size assessment) and for already collected data (identification of differentially expressed genes).

In order to create smooth animation between states of data, tweening is necessary. This package provides a range of functions for creating tweened data that can be used as basis for animation. Furthermore it adds a number of vectorized interpolaters for common R data types such as numeric, date and color.

This package generates area-proportional Euler diagrams using numerical optimization. An Euler diagram is a generalization of a Venn diagram, relaxing the criterion that all interactions need to be represented. Diagrams may be fit with ellipses and circles via a wide range of inputs and can be visualized in numerous ways.

Adaptation of the Matlab tsEVA toolbox developed by Lorenzo Mentaschi available here: <https://github.com/menta78/tsEva>. It contains an implementation of the Transformed-Stationary (TS) methodology for non-stationary extreme value Analysis (EVA) as described in Mentaschi et al. (2016) <doi:10.5194/hess-20-3527-2016>. In synthesis this approach consists in: (i) transforming a non-stationary time series into a stationary one to which the stationary extreme value theory can be applied; and (ii) reverse-transforming the result into a non-stationary extreme value distribution. RtsEva offers several options for trend estimation (mean, extremes, seasonal) and contains multiple plotting functions displaying different aspects of the non-stationarity of extremes.

Facilities for running simulations from ordinary differential equation ('ODE') models, such as pharmacometrics and other compartmental models. A compilation manager translates the ODE model into C, compiles it, and dynamically loads the object code into R for improved computational efficiency. An event table object facilitates the specification of complex dosing regimens (optional) and sampling schedules. NB: The use of this package requires both C and Fortran compilers, for details on their use with R please see Section 6.3, Appendix A, and Appendix D in the "R Administration and Installation" manual. Also the code is mostly released under GPL. The VODE and LSODA are in the public domain. The information is available in the inst/COPYRIGHTS.