This package provides methods and functions for fitting ordinary differential equations (ODE) model in R'. Sensitivity equations are used to compute the gradients of ODE trajectories with respect to underlying parameters, which in turn allows for more stable fitting. Other fitting methods, such as MCMC (Markov chain Monte Carlo), are also available.

This package implements methods for calibrating an aggregated functional data model using wavelets or splines. Each aggregated curve is modeled as a linear combination of component functions and known weights. The component functions are estimated using wavelets or splines. The package is based on dos Santos Sousa (2024) <doi:10.1515/mcma-2023-2016> and Saraiva and Dias (2009) <doi:10.47749/T/UNICAMP.2009.471073>.

This package provides functions that support stable prediction and classification with radiomics data through factor-analytic modeling. For details, see Peeters et al. (2019) <doi:10.48550/arXiv.1903.11696>.

Computes six functional diversity indices. These are namely, Functional Divergence (FDiv), Function Evenness (FEve), Functional Richness (FRic), Functional Richness intersections (FRic_intersect), Functional Dispersion (FDis), and Rao's entropy (Q) (reviewed in Villéger et al. 2008 <doi:10.1890/07-1206.1>). Provides efficient, modular, and parallel functions to compute functional diversity indices (preprint: <doi:10.32942/osf.io/dg7hw>).

Downloads all the datasets (you can exclude the daily ones or specify a list of those you are targeting specifically) from Kenneth French's Website at <https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html>, process them and convert them to list of xts (time series).

This package provides interface to the MATLAB toolbox Flexible Statistical Data Analysis (FSDA) which is comprehensive and computationally efficient software package for robust statistics in regression, multivariate and categorical data analysis. The current R version implements tools for regression: (forward search, S- and MM-estimation, least trimmed squares (LTS) and least median of squares (LMS)), for multivariate analysis (forward search, S- and MM-estimation), for cluster analysis and cluster-wise regression. The distinctive feature of our package is the possibility of monitoring the statistics of interest as a function of breakdown point, efficiency or subset size, depending on the estimator. This is accompanied by a rich set of graphical features, such as dynamic brushing, linking, particularly useful for exploratory data analysis.

Proposes non-parametric estimates of the Fisher information measure and the Shannon entropy power. More theoretical and implementation details can be found in Guignard et al. <doi:10.3389/feart.2020.00255>. A python version of this work is available on github and PyPi ('FiShPy').

This is a fast and flexible implementation of the Kalman filter and smoother, which can deal with NAs. It is entirely written in C and relies fully on linear algebra subroutines contained in BLAS and LAPACK. Due to the speed of the filter, the fitting of high-dimensional linear state space models to large datasets becomes possible. This package also contains a plot function for the visualization of the state vector and graphical diagnostics of the residuals.

Given a multivariate dataset and some knowledge about the dependencies between its features, it is customary to fit a statistical model to the features to infer parameters of interest. Such a procedure implicitly assumes that the sample is exchangeable. This package provides a flexible non-parametric test of this exchangeability assumption, allowing the user to specify the feature dependencies by hand as long as features can be grouped into disjoint independent sets. This package also allows users to test a dual hypothesis, which is, given that the sample is exchangeable, does a proposed grouping of the features into disjoint sets also produce statistically independent sets of features? See Aw, Spence and Song (2023) for the accompanying paper.

An R interface to FLINT <https://flintlib.org/>, a C library for number theory. FLINT extends GNU MPFR <https://www.mpfr.org/> and GNU MP <https://gmplib.org/> with support for operations on standard rings (the integers, the integers modulo n, finite fields, the rational, p-adic, real, and complex numbers) as well as matrices and polynomials over rings. FLINT implements midpoint-radius interval arithmetic, also known as ball arithmetic, in the real and complex numbers, enabling computation in arbitrary precision with rigorous propagation of rounding and other errors; see Johansson (2017) <doi:10.1109/TC.2017.2690633>. Finally, FLINT provides ball arithmetic implementations of many special mathematical functions, with high coverage of reference works such as the NIST Digital Library of Mathematical Functions <https://dlmf.nist.gov/>. The R interface defines S4 classes, generic functions, and methods for representation and basic operations as well as plain R functions mirroring and vectorizing entry points in the C library.

SHE, FORAM Index and ABC Method analyses and custom plot functions for community data.

This data contains a large variety of information on players and their current attributes on Fantasy Premier League <https://fantasy.premierleague.com/>. In particular, it contains a `next_gw_points` (next gameweek points) value for each player given their attributes in the current week. Rows represent player-gameweeks, i.e. for each player there is a row for each gameweek. This makes the data suitable for modelling a player's next gameweek points, given attributes such as form, total points, and cost at the current gameweek. This data can therefore be used to create Fantasy Premier League bots that may use a machine learning algorithm and a linear programming solver (for example) to return the best possible transfers and team to pick for each gameweek, thereby fully automating the decision making process in Fantasy Premier League. This function simply supplies the required data for such a task.

Given the values of sampled units and selection probabilities the desraj function in the package computes the estimated value of the total as well as estimated variance.

Use R to access to the FMP Cloud API <https://fmpcloud.io/> and Financial Modeling Prep API <https://financialmodelingprep.com/developer/docs/>. Data available includes stock prices, market indexes, company fundamentals, 13F holdings data, and much more. A valid API token must be set to enable functions.

Obtain Formula 1 data via the Jolpica API <https://jolpi.ca> and the unofficial API <https://www.formula1.com/en/timing/f1-live> via the fastf1 Python library <https://docs.fastf1.dev/>.

Bayesian estimation of forced choice models in Item Response Theory using rstan (See Stan Development Team (2020) <https://mc-stan.org/>).

The classical (i.e. Efron's, see Efron and Tibshirani (1994, ISBN:978-0412042317) "An Introduction to the Bootstrap") bootstrap is widely used for both the real (i.e. "crisp") and fuzzy data. The main aim of the algorithms implemented in this package is to overcome a problem with repetition of a few distinct values and to create fuzzy numbers, which are "similar" (but not the same) to values from the initial sample. To do this, different characteristics of triangular/trapezoidal numbers are kept (like the value, the ambiguity, etc., see Grzegorzewski et al. <doi:10.2991/eusflat-19.2019.68>, Grzegorzewski et al. (2020) <doi:10.2991/ijcis.d.201012.003>, Grzegorzewski et al. (2020) <doi:10.34768/amcs-2020-0022>, Grzegorzewski and Romaniuk (2022) <doi:10.1007/978-3-030-95929-6_3>, Romaniuk and Hryniewicz (2019) <doi:10.1007/s00500-018-3251-5>). Some additional procedures related to these resampling methods are also provided, like calculation of the Bertoluzza et al.'s distance (aka the mid/spread distance, see Bertoluzza et al. (1995) "On a new class of distances between fuzzy numbers") and estimation of the p-value of the one- and two- sample bootstrapped test for the mean (see Lubiano et al. (2016, <doi:10.1016/j.ejor.2015.11.016>)). Additionally, there are procedures which randomly generate trapezoidal fuzzy numbers using some well-known statistical distributions.

This package provides a flexible interface to the Financial Modeling Prep API <https://site.financialmodelingprep.com/developer/docs>. The package supports all available endpoints and parameters, enabling R users to interact with a wide range of financial data.

Diagnostic plots for optimisation, with a focus on projection pursuit. These show paths the optimiser takes in the high-dimensional space in multiple ways: by reducing the dimension using principal component analysis, and also using the tour to show the path on the high-dimensional space. Several botanical colour palettes are included, reflecting the name of the package. A paper describing the methodology can be found at <https://journal.r-project.org/archive/2021/RJ-2021-105/index.html>.

This package provides efficient methods to compute local and genome wide genetic distances (corresponding to the so called Hudson Fst parameters) through moment method, perform chromosome segmentation into homogeneous Fst genomic regions, and selection sweep detection for multi-population comparison. When multiple profile segmentation is required, the procedure can be parallelized using the future package.

Single unified interface for end-to-end modelling of regression, categorical and time-to-event (survival) outcomes. Models created using familiar are self-containing, and their use does not require additional information such as baseline survival, feature clustering, or feature transformation and normalisation parameters. Model performance, calibration, risk group stratification, (permutation) variable importance, individual conditional expectation, partial dependence, and more, are assessed automatically as part of the evaluation process and exported in tabular format and plotted, and may also be computed manually using export and plot functions. Where possible, metrics and values obtained during the evaluation process come with confidence intervals.

Routines for exploratory and descriptive analysis of functional data such as depth measurements, atypical curves detection, regression models, supervised classification, unsupervised classification and functional analysis of variance.

In competing risks regression, the proportional subdistribution hazards (PSH) model is popular for its direct assessment of covariate effects on the cumulative incidence function. This package allows for both penalized and unpenalized PSH regression in linear time using a novel forward-backward scan. Penalties include Ridge, Lease Absolute Shrinkage and Selection Operator (LASSO), Smoothly Clipped Absolute Deviation (SCAD), Minimax Concave Plus (MCP), and elastic net <doi: 10.32614/RJ-2021-010>.

This package provides tools to quickly compile taxonomic and distribution data from the Brazilian Flora 2020.