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This package implements binomial tree pricing for geometric and arithmetic Asian options incorporating market price impact from hedging activities. Uses the Cox-Ross-Rubinstein (CRR) model with the replicating portfolio method. Provides exact pricing for geometric Asian options and bounds for arithmetic Asian options based on Jensen's inequality. The price impact mechanism models how hedging volumes affect stock prices, leading to modified risk-neutral probabilities. Based on the methodology described in Tiwari and Majumdar (2025) <doi:10.48550/arXiv.2512.07154>.
Collect your data on digital marketing campaigns from Amazon Sp using the Windsor.ai API <https://windsor.ai/api-fields/>.
Anytime-valid inference for linear models, namely, sequential t-tests, sequential F-tests, and confidence sequences with time-uniform Type-I error and coverage guarantees. This allows hypotheses to be continuously tested without sacrificing false positive guarantees. It is based on the methods documented in Lindon et al. (2022) <doi:10.48550/arXiv.2210.08589>.
An interface for data processing, building models, predicting values and analysing outcomes. Fitting Linear Models, Robust Fitting of Linear Models, k-Nearest Neighbor Classification, 1-Nearest Neighbor Classification, and Conditional Inference Trees are available.
This package provides functions to access data from public RESTful APIs including World Bank API and REST Countries API', retrieving real-time or historical information related to Algeria. The package enables users to query economic indicators and international demographic and geopolitical statistics in a reproducible way. It is designed for researchers, analysts, and developers who require reliable and programmatic access to Algerian data through established APIs. For more information on the APIs, see: World Bank API <https://datahelpdesk.worldbank.org/knowledgebase/articles/889392> and REST Countries API <https://restcountries.com/>.
This package provides a set of Study Data Tabulation Model (SDTM) datasets from the Clinical Data Interchange Standards Consortium (CDISC) pilot project used for testing and developing Analysis Data Model (ADaM) derivations inside the admiral package.
Accurate point and interval estimation methods for multiple linear regression coefficients, under classical normal and independent error assumptions, taking into account variable selection.
Offers a set of functions to easily make predictions for univariate time series. autoTS is a wrapper of existing functions of the forecast and prophet packages, harmonising their outputs in tidy dataframes and using default values for each. The core function getBestModel() allows the user to effortlessly benchmark seven algorithms along with a bagged estimator to identify which one performs the best for a given time series.
This package provides a spatiotemporal model that simulates the spread of Ascochyta blight in chickpea fields based on location-specific weather conditions. This model is adapted from a model developed by Diggle et al. (2002) <doi:10.1094/PHYTO.2002.92.10.1110> for simulating the spread of anthracnose in a lupin field.
Flat text files provide a robust, compressible, and portable way to store tables from databases. This package provides convenient functions for exporting tables from relational database connections into compressed text files and streaming those text files back into a database without requiring the whole table to fit in working memory.
Considering an (n x m) data matrix X, this package is based on the method proposed by Gower, Groener, and Velden (2010) <doi:10.1198/jcgs.2010.07134>, and utilize the resulting matrices from the extended version of the NIPALS decomposition to determine n triangles whose areas are used to visually estimate the elements of a specific column of X. After a 90-degree rotation of the sample points, the triangles are drawn regarding the following points: 1.the origin of the axes; 2.the sample points; 3. the vector endpoint representing some variable.
This package implements a constrained version of hierarchical agglomerative clustering, in which each observation is associated to a position, and only adjacent clusters can be merged. Typical application fields in bioinformatics include Genome-Wide Association Studies or Hi-C data analysis, where the similarity between items is a decreasing function of their genomic distance. Taking advantage of this feature, the implemented algorithm is time and memory efficient. This algorithm is described in Ambroise et al (2019) <doi:10.1186/s13015-019-0157-4>.
Using this package, you can fit a random effects model using either the hierarchical credibility model, a combination of the hierarchical credibility model with a generalized linear model or a Tweedie generalized linear mixed model. See Campo, B.D.C. and Antonio, K. (2023) <doi:10.1080/03461238.2022.2161413>.
Programming vaccine specific Clinical Data Interchange Standards Consortium (CDISC) compliant Analysis Data Model (ADaM) datasets in R'. Flat model is followed as per Center for Biologics Evaluation and Research (CBER) guidelines for creating vaccine specific domains. 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/adamig-v1-3-release-package>). The package is an extension package of the admiral package.
This package provides a simple interface to the instance metadata for a virtual machine running in Microsoft's Azure cloud. This provides information about the VM's configuration, such as its processors, memory, networking, storage, and so on. Part of the AzureR family of packages.
Evaluates acute lymphoblastic leukemia maintenance therapy practice at patient and cohort level.
An ASCII ruler is for measuring text and is especially useful for sequence analysis. Included in this package are methods to create ASCII rulers and associated GenBank sequence blocks, multi-column text displays that make it easy for viewers to locate nucleotides by position.
An implementation of ADPclust clustering procedures (Fast Clustering Using Adaptive Density Peak Detection). The work is built and improved upon the idea of Rodriguez and Laio (2014)<DOI:10.1126/science.1242072>. ADPclust clusters data by finding density peaks in a density-distance plot generated from local multivariate Gaussian density estimation. It includes an automatic centroids selection and parameter optimization algorithm, which finds the number of clusters and cluster centroids by comparing average silhouettes on a grid of testing clustering results; It also includes a user interactive algorithm that allows the user to manually selects cluster centroids from a two dimensional "density-distance plot". Here is the research article associated with this package: "Wang, Xiao-Feng, and Yifan Xu (2015)<DOI:10.1177/0962280215609948> Fast clustering using adaptive density peak detection." Statistical methods in medical research". url: http://smm.sagepub.com/content/early/2015/10/15/0962280215609948.abstract.
This package provides functions to model and decompose time series into principal components using singular spectrum analysis (de Carvalho and Rua (2017) <doi:10.1016/j.ijforecast.2015.09.004>; de Carvalho et al (2012) <doi:10.1016/j.econlet.2011.09.007>).
Estimate the lower and upper bound of asymptomatic cases in an epidemic using the capture/recapture methods from Böhning et al. (2020) <doi:10.1016/j.ijid.2020.06.009> and Rocchetti et al. (2020) <doi:10.1101/2020.07.14.20153445>. Note there is currently some discussion about the validity of the methods implemented in this package. You should read carefully the original articles, alongside this answer from Li et al. (2022) <doi:10.48550/arXiv.2209.11334> before using this package in your project.
Extends package arules with various visualization techniques for association rules and itemsets. The package also includes several interactive visualizations for rule exploration. Michael Hahsler (2017) <doi:10.32614/RJ-2017-047>.
Implementation of the technique of Lleonart et al. (2000) <doi:10.1006/jtbi.2000.2043> to scale body measurements that exhibit an allometric growth. This procedure is a theoretical generalization of the technique used by Thorpe (1975) <doi:10.1111/j.1095-8312.1975.tb00732.x> and Thorpe (1976) <doi:10.1111/j.1469-185X.1976.tb01063.x>.
Interact with the Attentional Control Data Collection (ACDC). Connect to the database via connect_to_db(), set filter arguments via add_argument() and query the database via query_db().
This package provides functions are designed to facilitate access to and utility with large scale, publicly available environmental data in R. The package contains functions for downloading raw data files from web URLs (download_data()), processing the raw data files into clean spatial objects (process_covariates()), and extracting values from the spatial data objects at point and polygon locations (calculate_covariates()). These functions call a series of source-specific functions which are tailored to each data sources/datasets particular URL structure, data format, and spatial/temporal resolution. The functions are tested, versioned, and open source and open access. For sum_edc() method details, see Messier, Akita, and Serre (2012) <doi:10.1021/es203152a>.