Allows to estimate dynamic model averaging, dynamic model selection and median probability model. The original methods are implemented, as well as, selected further modifications of these methods. In particular the user might choose between recursive moment estimation and exponentially moving average for variance updating. Inclusion probabilities might be modified in a way using Google Trends'. The code is written in a way which minimises the computational burden (which is quite an obstacle for dynamic model averaging if many variables are used). For example, this package allows for parallel computations and Occam's window approach. The package is designed in a way that is hoped to be especially useful in economics and finance. Main reference: Raftery, A.E., Karny, M., Ettler, P. (2010) <doi:10.1198/TECH.2009.08104>.

Efficient implementations of the algorithms in the Almost-Matching-Exactly framework for interpretable matching in causal inference. These algorithms match units via a learned, weighted Hamming distance that determines which covariates are more important to match on. For more information and examples, see the Almost-Matching-Exactly website.

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.

We consider optimal subset selection in the setting that one needs to use only one data subset to represent the whole data set with minimum information loss, and devise a novel intersection-based criterion on selecting optimal subset, called as the FPC criterion, to handle with the optimal sub-estimator in distributed principal component analysis; That is, the FPCdpca. The philosophy of the package is described in Guo G. (2025) <doi:10.1016/j.physa.2024.130308>.

This package provides a collection of functions to optimize portfolios and to analyze them from different points of view.

Emulates a Forth programming environment with added features to interface between R and Forth'. Implements most of the functionality described in the original "Starting Forth" textbook <https://www.forth.com/starting-forth/>.

The CRAN check results and where your package stands in the CRAN submission queue in your R terminal.

This package provides a collection of functions for trading and rebalancing financial instruments. It implements various technical indicators to analyse time series such as moving averages or stochastic oscillators.

This package provides a collection of R games and other funny stuff, such as the classic Mine sweeper and sliding puzzles.

This package creates a HTML widget which displays the results of searching for a pattern in files in a given folder. The results can be viewed in the RStudio viewer pane, included in a R Markdown document or in a Shiny application. Also provides a Shiny application allowing to run this widget and to navigate in the files found by the search. Instead of creating a HTML widget, it is also possible to get the results of the search in a tibble'. The search is performed by the grep command-line utility.

Simulates age-at-onset traits associated with a segregating major gene in family data obtained from population-based, clinic-based, or multi-stage designs. Appropriate ascertainment correction is utilized to estimate age-dependent penetrance functions either parametrically from the fitted model or nonparametrically from the data. The Expectation and Maximization algorithm can infer missing genotypes and carrier probabilities estimated from family's genotype and phenotype information or from a fitted model. Plot functions include pedigrees of simulated families and predicted penetrance curves based on specified parameter values. For more information see Choi, Y.-H., Briollais, L., He, W. and Kopciuk, K. (2021) FamEvent: An R Package for Generating and Modeling Time-to-Event Data in Family Designs, Journal of Statistical Software 97 (7), 1-30.

The main goal of this package is drawing the membership function of the fuzzy p-value which is defined as a fuzzy set on the unit interval for three following problems: (1) testing crisp hypotheses based on fuzzy data, (2) testing fuzzy hypotheses based on crisp data, and (3) testing fuzzy hypotheses based on fuzzy data. In all cases, the fuzziness of data or/and the fuzziness of the boundary of null fuzzy hypothesis transported via the p-value function and causes to produce the fuzzy p-value. If the p-value is fuzzy, it is more appropriate to consider a fuzzy significance level for the problem. Therefore, the comparison of the fuzzy p-value and the fuzzy significance level is evaluated by a fuzzy ranking method in this package.

Datasets for teaching quantitative approaches and modeling in archaeology and paleontology. This package provides several types of data related to broad topics (cultural evolution, radiocarbon dating, paleoenvironments, etc.), which can be used to illustrate statistical methods in the classroom (multivariate data analysis, compositional data analysis, diversity measurement, etc.).

An R interface for generating features for a cohort using data in the Common Data Model. Features can be constructed using default or custom made feature definitions. Furthermore it's possible to aggregate features and get the summary statistics.

Application of the filtered monotonic polynomial (FMP) item response model to flexibly fit item response models. The package includes tools that allow the item response model to be build on any monotonic transformation of the latent trait metric, as described by Feuerstahler (2019) <doi:10.1007/s11336-018-9642-9>.

Converts R data frames and sf spatial objects into JSON and GeoJSON strings. The core encoders are implemented in Rust using the extendr framework and are designed to efficiently serialize large tabular and spatial datasets. Returns serialized JSON text, allowing applications such as shiny or web APIs to transfer data to client-side JavaScript libraries without additional encoding overhead.

Estimates Filtered Monotonic Polynomial IRT Models as described by Liang and Browne (2015) <DOI:10.3102/1076998614556816>.

Inference methods for factor copula models for continuous data in Krupskii and Joe (2013) <doi:10.1016/j.jmva.2013.05.001>, Krupskii and Joe (2015) <doi:10.1016/j.jmva.2014.11.002>, Fan and Joe (2024) <doi:10.1016/j.jmva.2023.105263>, one factor truncated vine models in Joe (2018) <doi:10.1002/cjs.11481>, and Gaussian oblique factor models. Functions for computing tail-weighted dependence measures in Lee, Joe and Krupskii (2018) <doi:10.1080/10485252.2017.1407414> and estimating tail dependence parameter.

This package provides a neighborhood-based, greedy search algorithm is performed to estimate a feature allocation by minimizing the expected loss based on posterior samples from the feature allocation distribution. The method is described in Dahl, Johnson, and Andros (2023) "Comparison and Bayesian Estimation of Feature Allocations" <doi:10.1080/10618600.2023.2204136>.

Tests for Kaiser-Meyer-Olkin (KMO) and communalities in a dataset. It provides a final sample by removing variables in a iterable manner while keeping account of the variables that were removed in each step. It follows the best practices and assumptions according to Hair, Black, Babin & Anderson (2018, ISBN:9781473756540).

Flexible wrappers around R graphics modules dygraphs <https://dygraphs.com/> and ggplot2 <https://ggplot2.tidyverse.org/> to visualize data commonly found in Financial Studies, with an emphasis on time series. Interactive time series plots include multiple options for incorporating external data such as forecasts and events. Other static plots useful for time series data include an intuitive and generic scatter plotter, a boxplot generator suitable for multiple time series, and event study plotters for time series analysis around sets of dates.

This package implements statistical methods for exploratory subgroup identification in clinical trials with survival endpoints. Provides tools for identifying patient subgroups with differential treatment effects using machine learning approaches including Generalized Random Forests (GRF), LASSO regularization, and exhaustive combinatorial search algorithms. Features bootstrap bias correction using infinitesimal jackknife methods to address selection bias in post-hoc analyses. Designed for clinical researchers conducting exploratory subgroup analyses in randomized controlled trials, particularly for multi-regional clinical trials (MRCT) requiring regional consistency evaluation. Supports both accelerated failure time (AFT) and Cox proportional hazards models with comprehensive diagnostic and visualization tools. Methods are described in León et al. (2024) <doi:10.1002/sim.10163>.

This package implements a Fellegi-Sunter probabilistic record linkage model that allows for missing data and the inclusion of auxiliary information. This includes functionalities to conduct a merge of two datasets under the Fellegi-Sunter model using the Expectation-Maximization algorithm. In addition, tools for preparing, adjusting, and summarizing data merges are included. The package implements methods described in Enamorado, Fifield, and Imai (2019) Using a Probabilistic Model to Assist Merging of Large-scale Administrative Records <doi:10.1017/S0003055418000783> and is available at <https://imai.fas.harvard.edu/research/linkage.html>.

Four fertility models are fitted using non-linear least squares. These are the Hadwiger, the Gamma, the Model1 and Model2, following the terminology of the following paper: Peristera P. and Kostaki A. (2007). "Modeling fertility in modern populations". Demographic Research, 16(6): 141--194. <doi:10.4054/DemRes.2007.16.6>. Model based averaging is also supported.