Model-based clustering of mixed data (i.e. data which consist of continuous, binary, ordinal or nominal variables) using a parsimonious mixture of latent Gaussian variable models.

This package performs analysis of complex dynamic systems with a focus on the temporal unfolding of patterns, changes, and state transitions in behavioral data. Supports both time series and sequence data and provides tools for the analysis and visualization of complexity, pattern identification, trends, regimes, sequence typology as well as early warning signals.

This package implements Firth's penalized maximum likelihood bias reduction method for Cox regression which has been shown to provide a solution in case of monotone likelihood (nonconvergence of likelihood function), see Heinze and Schemper (2001) and Heinze and Dunkler (2008). The program fits profile penalized likelihood confidence intervals which were proved to outperform Wald confidence intervals.

Simulating and estimating peer effect models and network formation models. The class of peer effect models includes linear-in-means models (Lee, 2004; <doi:10.1111/j.1468-0262.2004.00558.x>), Tobit models (Xu and Lee, 2015; <doi:10.1016/j.jeconom.2015.05.004>), and discrete numerical data models (Houndetoungan, 2025; <doi:10.48550/arXiv.2405.17290>). The network formation models include pair-wise regressions with degree heterogeneity (Graham, 2017; <doi:10.3982/ECTA12679>) and exponential random graph models (Mele, 2017; <doi:10.3982/ECTA10400>).

Design functions for DCMs and other types of choice studies (including MaxDiff and other tradeoffs).

This package implements a semi-parametric GEE estimator accounting for missing data with Inverse-probability weighting (IPW) and for imbalance in covariates with augmentation (AUG). The estimator IPW-AUG-GEE is Doubly robust (DR).

This package provides a fast way to loop a character vector or file names as a menu in the console for the user to choose an option.

Solves for the mean parameters, the variance parameter, and their asymptotic variance in a conditional GEE for recurrent event gap times, as described by Clement and Strawderman (2009) in the journal Biostatistics. Makes a parametric assumption for the length of the censored gap time.

An implementation of the probability mass function, cumulative density function, quantile function, random number generator, maximum likelihood estimator, and p-value generator from a conditional hypergeometric distribution: the distribution of how many items are in the overlap of all samples when samples of arbitrary size are each taken without replacement from populations of arbitrary size.

Check digits are used like file hashes to verify that a number has been transcribed accurately. The functions provided by this package help to calculate and verify check digits according to various algorithms.

Fits a spatio-temporal finite mixture model using TMB'. Covariate, spatial and temporal random effects can be incorporated into the gating formula using multinomial logistic regression, the expert formula using a generalized linear mixed model framework, or both.

Generates the scripts required to create an Observational Medical Outcomes Partnership (OMOP) Common Data Model (CDM) database and associated documentation for supported database platforms. Leverages the SqlRender package to convert the Data Definition Language (DDL) script written in parameterized Structured Query Language (SQL) to the other supported dialects.

The main function calculates confidence intervals (CI) for Mixed Models, utilizing both classical estimators from the lmer() function in the lme4 package and robust estimators from the rlmer() function in the robustlmm package, as well as the varComprob() function in the robustvarComp package. Three methods are available: the classical Wald method, the wild bootstrap, and the parametric bootstrap. Bootstrap methods offer flexibility in obtaining lower and upper bounds through percentile or BCa methods. More details are given in Mason, F., Cantoni, E., & Ghisletta, P. (2021) <doi:10.5964/meth.6607> and Mason, F., Cantoni, E., & Ghisletta, P. (2024) <doi:10.1037/met0000643>.

Various utilities for the complex multivariate Gaussian distribution and complex Gaussian processes.

Assess the calibration of an existing (i.e. previously developed) multistate model through calibration plots. Calibration is assessed using one of three methods. 1) Calibration methods for binary logistic regression models applied at a fixed time point in conjunction with inverse probability of censoring weights. 2) Calibration methods for multinomial logistic regression models applied at a fixed time point in conjunction with inverse probability of censoring weights. 3) Pseudo-values estimated using the Aalen-Johansen estimator of observed risk. All methods are applied in conjunction with landmarking when required. These calibration plots evaluate the calibration (in a validation cohort of interest) of the transition probabilities estimated from an existing multistate model. While package development has focused on multistate models, calibration plots can be produced for any model which utilises information post baseline to update predictions (e.g. dynamic models); competing risks models; or standard single outcome survival models, where predictions can be made at any landmark time. Please see Pate et al. (2024) <doi:10.1002/sim.10094> and Pate et al. (2024) <https://alexpate30.github.io/calibmsm/articles/Overview.html>.

Computes a confidence interval for a specified linear combination of the regression parameters in a linear regression model with iid normal errors with known variance when there is uncertain prior information that a distinct specified linear combination of the regression parameters takes a given value. This confidence interval, found by numerical nonlinear constrained optimization, has the required minimum coverage and utilizes this uncertain prior information through desirable expected length properties. This confidence interval has the following three practical applications. Firstly, if the error variance has been accurately estimated from previous data then it may be treated as being effectively known. Secondly, for sufficiently large (dimension of the response vector) minus (dimension of regression parameter vector), greater than or equal to 30 (say), if we replace the assumed known value of the error variance by its usual estimator in the formula for the confidence interval then the resulting interval has, to a very good approximation, the same coverage probability and expected length properties as when the error variance is known. Thirdly, some more complicated models can be approximated by the linear regression model with error variance known when certain unknown parameters are replaced by estimates. This confidence interval is described in Mainzer, R. and Kabaila, P. (2019) <doi:10.32614/RJ-2019-026>, and is a member of the family of confidence intervals proposed by Kabaila, P. and Giri, K. (2009) <doi:10.1016/j.jspi.2009.03.018>.

Uses inverse probability weighting methods to estimate treatment effect under marginal structure model for the cause-specific hazard of competing risk events. Estimates also the cumulative incidence function (i.e. risk) of the potential outcomes, and provides inference on risk difference and risk ratio. Reference: Kalbfleisch & Prentice (2002)<doi:10.1002/9781118032985>; Hernan et al (2001)<doi:10.1198/016214501753168154>.

This package creates project specific directory and file templates that are written to a .Rprofile file. Upon starting a new R session, these templates can be used to streamline the creation of new directories that are standardized to the user's preferences and can include the initiation of a git repository, an RStudio R project, and project-local dependency management with the renv package.

This package contains tools for working with data during statistical analysis, promoting flexible, intuitive, and reproducible workflows. There are functions designated for specific statistical tasks such building a custom univariate descriptive table, computing pairwise association statistics, etc. These are built on a collection of data manipulation tools designed for general use that are motivated by the functional programming concept.

Implementation of two-dimensional (2D) correlation analysis based on the Fourier-transformation approach described by Isao Noda (I. Noda (1993) <DOI:10.1366/0003702934067694>). Additionally there are two plot functions for the resulting correlation matrix: The first one creates colored 2D plots, while the second one generates 3D plots.

This package provides a set of tools that can be used across data.frame and imputationList objects.

Draws systematic samples from a population that follows linear trend. The function returns a matrix comprising of the required samples as its column vectors. The samples produced are highly efficient and the inter sampling variance is minimum. The scheme will be useful in various field like Bioinformatics where the samples are expensive and must be precise in reflecting the population by possessing least sampling variance.

Generate a candidate code list for the Observational Medical Outcomes Partnership (OMOP) common data model based on string matching. For a given search strategy, a candidate code list will be returned.

CUR/CX decomposition factorizes a matrix into two factor matrices and Multidimensional CX Decomposition factorizes a tensor into a core tensor and some factor matrices. See the reference section of GitHub README.md <https://github.com/rikenbit/ccTensor>, for details of the methods.