Simulation and pricing routines for rare-event options using Adaptive Multilevel Splitting and standard Monte Carlo under Black-Scholes and Heston models. Core routines are implemented in C++ via Rcpp and RcppArmadillo with lightweight R wrappers.

This package contains some tools for testing, analyzing time series data and fitting popular time series models such as ARIMA, Moving Average and Holt Winters, etc. Most functions also provide nice and clear outputs like SAS does, such as identify, estimate and forecast, which are the same statements in PROC ARIMA in SAS.

This package provides tools for simulating data generated by direct observation recording. Behavior streams are simulated based on an alternating renewal process, given specified distributions of event durations and interim times. Different procedures for recording data can then be applied to the simulated behavior streams. Functions are provided for the following recording methods: continuous duration recording, event counting, momentary time sampling, partial interval recording, whole interval recording, and augmented interval recording.

Adaptive and Robust Transfer Learning (ART) is a flexible framework for transfer learning that integrates information from auxiliary data sources to improve model performance on primary tasks. It is designed to be robust against negative transfer by including the non-transfer model in the candidate pool, ensuring stable performance even when auxiliary datasets are less informative. See the paper, Wang, Wu, and Ye (2023) <doi:10.1002/sta4.582>.

This package provides a collection of efficient functions for working with individual ages and corresponding intervals. These include functions for conversion from an age to an interval, aggregation of ages with associated counts in to intervals and the splitting of interval counts based on specified age distributions.

Perform parallel factor analysis (PARAFAC: Hitchcock, 1927) <doi:10.1002/sapm192761164> on fluorescence excitation-emission matrices: handle scattering signal and inner filter effect, scale the dataset, fit the model; perform split-half validation or jack-knifing. Modified approaches such as Whittaker interpolation, randomised split-half, and fluorescence and scattering model estimation are also available. The package has a low dependency footprint and has been tested on a wide range of R versions.

This package implements a simple version of multivariate matching using a propensity score, near-exact matching, near-fine balance, and robust Mahalanobis distance matching (Rosenbaum 2020 <doi:10.1146/annurev-statistics-031219-041058>). You specify the variables, and the program does everything else.

Programming oncology specific Clinical Data Interchange Standards Consortium (CDISC) compliant Analysis Data Model (ADaM) datasets in R'. ADaM datasets are a mandatory part of any New Drug or Biologics License Application submitted to the United States Food and Drug Administration (FDA). Analysis derivations are implemented in accordance with the "Analysis Data Model Implementation Guide" (CDISC Analysis Data Model Team (2021), <https://www.cdisc.org/standards/foundational/adam>). The package is an extension package of the admiral package.

Facilitates plotting audiometric data (mostly) by preparing the coordinate system according to standards, given e. g. in American Speech-Language-Hearing Association (2005), <doi:10.1044/policy.GL2005-00014>.

In panel data settings, specifies set of candidate models, fits them to data from pre-treatment validation periods, and selects model as average over candidate models, weighting each by posterior probability of being most robust given its differential average prediction errors in pre-treatment validation periods. Subsequent estimation and inference of causal effect's bounds accounts for both model and sampling uncertainty, and calculates the robustness changepoint value at which bounds go from excluding to including 0. The package also includes a range of diagnostic plots, such as those illustrating models differential average prediction errors and the posterior distribution of which model is most robust.

Programmatic interface to the AmeriFlux database (<https://ameriflux.lbl.gov/>). Provide query, download, and data summary tools.

Create ASCII line graphs of a time series directly on your terminal in an easy way. There are some configurations you can add to make the plot the way you like. This project was inspired by the original asciichart package by Igor Kroitor.

Analysis of task-related functional magnetic resonance imaging (fMRI) activity at the level of individual participants is commonly based on general linear modelling (GLM) that allows us to estimate to what extent the blood oxygenation level dependent (BOLD) signal can be explained by task response predictors specified in the GLM model. The predictors are constructed by convolving the hypothesised timecourse of neural activity with an assumed hemodynamic response function (HRF). To get valid and precise estimates of task response, it is important to construct a model of neural activity that best matches actual neuronal activity. The construction of models is most often driven by predefined assumptions on the components of brain activity and their duration based on the task design and specific aims of the study. However, our assumptions about the onset and duration of component processes might be wrong and can also differ across brain regions. This can result in inappropriate or suboptimal models, bad fitting of the model to the actual data and invalid estimations of brain activity. Here we present an approach in which theoretically driven models of task response are used to define constraints based on which the final model is derived computationally using the actual data. Specifically, we developed autohrf â a package for the R programming language that allows for data-driven estimation of HRF models. The package uses genetic algorithms to efficiently search for models that fit the underlying data well. The package uses automated parameter search to find the onset and duration of task predictors which result in the highest fitness of the resulting GLM based on the fMRI signal under predefined restrictions. We evaluate the usefulness of the autohrf package on publicly available datasets of task-related fMRI activity. Our results suggest that by using autohrf users can find better task related brain activity models in a quick and efficient manner.

An interface to the AutoDesk API Platform including the Authentication API for obtaining authentication to the AutoDesk Forge Platform, Data Management API for managing data across the platform's cloud services, Design Automation API for performing automated tasks on design files in the cloud, Model Derivative API for translating design files into different formats, sending them to the viewer app, and extracting design data, and Viewer for rendering 2D and 3D models.

This package provides an easy to use unified interface for creating validation plots for any model. The auditor helps to avoid repetitive work consisting of writing code needed to create residual plots. This visualizations allow to asses and compare the goodness of fit, performance, and similarity of models.

Plot party trees in left-right orientation instead of the classical top-down layout.

This package provides a function for estimating factor models. Give factor-adjusted statistics, factor-adjusted mean estimation (one-sample test) or factor-adjusted mean difference estimation (two-sample test).

Detect several types of aberrant behavior, including answer copying, answer similarity, change point, nonparametric misfit, parametric misfit, preknowledge, rapid guessing, and test tampering.

Fits a model to adjust and consider additional variations in three dimensions of age groups, time, and space on residuals excluded from a prediction model that have residual such as: linear regression, mixed model and so on. Details are given in Foreman et al. (2015) <doi:10.1186/1478-7954-10-1>.

This package provides a chat package connecting to API endpoints by OpenAI (<https://platform.openai.com/>) to answer questions (about R).

The irregularly-spaced data are interpolated onto regular latitude-longitude grids by weighting each station according to its distance and angle from the center of a search radius. In addition to this, we also provide a simple way (Jones and Hulme, 1996) to grid the irregularly-spaced data points onto regular latitude-longitude grids by averaging all stations in grid-boxes.

This package implements a multiple testing approach to the choice of a threshold gamma on the p-values using the Average Power Function (APF) and Bayes False Discovery Rate (FDR) robust estimation. Function apf_fdr() estimates both quantities from either raw data or p-values. Function apf_plot() produces smooth graphs and tables of the relevant results. Details of the methods can be found in Quatto P, Margaritella N, et al. (2019) <doi:10.1177/0962280219844288>.

This package provides algorithms for creating artworks in the ggplot2 language that incorporate some form of randomness.

Bayesian variable selection methods for analyzing the structure of a Markov random field model for a network of binary and/or ordinal variables.