Enter the query into the form above. You can look for specific version of a package by using @ symbol like this: gcc@10.
API method:
GET /api/packages?search=hello&page=1&limit=20
where search is your query, page is a page number and limit is a number of items on a single page. Pagination information (such as a number of pages and etc) is returned
in response headers.
If you'd like to join our channel search send a patch to ~whereiseveryone/toys@lists.sr.ht adding your channel as an entry in channels.scm.
It will assist the user to find simple quadratic roots from any quadratic equation.
This package provides a collection of routines for finding reference limits using, where appropriate, QQ methodology. All use a data vector X of cases from the reference population. The default is to get the central 95% reference range of the population, namely the 2.5 and 97.5 percentile, with optional adjustment of the range. Along with the reference limits, we want confidence intervals which, for historical reasons, are typically at 90% confidence. A full analysis provides six numbers: â the upper and the lower reference limits, and - each of their confidence intervals. For application details, see Hawkins and Esquivel (2024) <doi:10.1093/jalm/jfad109>.
Translate SQL SELECT statements into lists of R expressions.
Compute the Quantum Toxic Burden Index from multi-exposure panels using a fixed quantum-inspired entanglement encoder; method reference (2026) <doi:10.5281/zenodo.20476574>. Provides percentile encoding, optional potency-weighted readout, and synergy diagnostics for environmental mixture burden scores.
Non-parametric methods as local normal regression, polynomial local regression and penalized cubic B-splines regression are used to estimate quantiles curves. See Fan and Gijbels (1996) <doi:10.1201/9780203748725> and Perperoglou et al.(2019) <doi:10.1186/s12874-019-0666-3>.
Evaluates moments of ratios (and products) of quadratic forms in normal variables, specifically using recursive algorithms developed by Bao and Kan (2013) <doi:10.1016/j.jmva.2013.03.002> and Hillier et al. (2014) <doi:10.1017/S0266466613000364>. Also provides distribution, quantile, and probability density functions of simple ratios of quadratic forms in normal variables with several algorithms. Originally developed as a supplement to Watanabe (2023) <doi:10.1007/s00285-023-01930-8> for evaluating average evolvability measures in evolutionary quantitative genetics, but can be used for a broader class of statistics. Generating functions for these moments are also closely related to the top-order zonal and invariant polynomials of matrix arguments.
Select optimal functional regression or dichotomized quantile predictors for survival/logistic/numeric outcome and perform optimistic bias correction for any optimally dichotomized numeric predictor(s), as in Yi, et. al. (2023) <doi:10.1016/j.labinv.2023.100158>.
Various quantile-based clustering algorithms: algorithm CU (Common theta and Unscaled variables), algorithm CS (Common theta and Scaled variables through lambda_j), algorithm VU (Variable-wise theta_j and Unscaled variables) and algorithm VW (Variable-wise theta_j and Scaled variables through lambda_j). Hennig, C., Viroli, C., Anderlucci, L. (2019) "Quantile-based clustering." Electronic Journal of Statistics. 13 (2) 4849 - 4883 <doi:10.1214/19-EJS1640>.
The Ensemble Quadratic and Affine Invariant Markov chain Monte Carlo algorithms provide an efficient way to perform Bayesian inference in difficult parameter space geometries. The Ensemble Quadratic Monte Carlo algorithm was developed by Militzer (2023) <doi:10.3847/1538-4357/ace1f1>. The Ensemble Affine Invariant algorithm was developed by Goodman and Weare (2010) <doi:10.2140/camcos.2010.5.65> and it was implemented in Python by Foreman-Mackey et al (2013) <doi:10.48550/arXiv.1202.3665>. The Quadratic Monte Carlo method was shown to perform better than the Affine Invariant method in the paper by Militzer (2023) <doi:10.3847/1538-4357/ace1f1> and the Quadratic Monte Carlo method is the default method used. The Chen-Shao Highest Posterior Density Estimation algorithm is used for obtaining credible intervals and the potential scale reduction factor diagnostic is used for checking the convergence of the chains.
Enables the user to calculate Value at Risk (VaR) and Expected Shortfall (ES) by means of various types of historical simulation. Currently plain-, age-, volatility-weighted- and filtered historical simulation are implemented in this package. Volatility weighting can be carried out via an exponentially weighted moving average model (EWMA) or other GARCH-type models. The performance can be assessed via Traffic Light Test, Coverage Tests and Loss Functions. The methods of the package are described in Gurrola-Perez, P. and Murphy, D. (2015) <https://EconPapers.repec.org/RePEc:boe:boeewp:0525> as well as McNeil, J., Frey, R., and Embrechts, P. (2015) <https://ideas.repec.org/b/pup/pbooks/10496.html>.
This package provides a method for prediction of environmental conditions based on transcriptome data linked with the environmental gradients. This package provides functions to overview gene-environment relationships, to construct the prediction model, and to predict environmental conditions where the transcriptomes were generated. This package can quest for candidate genes for the model construction even in non-model organisms transcriptomes without any genetic information.
Qiita is a technical knowledge sharing and collaboration platform for programmers. See <https://qiita.com/api/v2/docs> for more information.
Converts R scripts (.R) into Quarto markdown documents (.qmd) with automatic formatting. Recognizes RStudio code sections, preserves comments as narrative text, extracts metadata from special comments, and provides both programmatic functions and an interactive RStudio add-in for easy conversion.
An implementation of dimension reduction techniques for conditional quantiles. Nonparametric estimation of conditional quantiles is also available.
This package provides a Quantile Rank-score based test for the identification of expression quantitative trait loci.
Implementation of a computationally efficient method for simulating queues with arbitrary arrival and service times. Please see Ebert, Wu, Mengersen & Ruggeri (2020, <doi:10.18637/jss.v095.i05>) for further details.
Computes noncompartmental pharmacokinetic parameters for drug concentration profiles. For each profile, data imputations and adjustments are made as necessary and basic parameters are estimated. Supports single dose, multi-dose, and multi-subject data. Supports steady-state calculations and various routes of drug administration. See ?qpNCA and vignettes. Methodology follows Rowland and Tozer (2011, ISBN:978-0-683-07404-8), Gabrielsson and Weiner (1997, ISBN:978-91-9765-100-4), and Gibaldi and Perrier (1982, ISBN:978-0824710422).
We implement an adaptation of Jiang & Zeng's (1995) <doi:10.1093/genetics/140.3.1111> likelihood ratio test for testing the null hypothesis of pleiotropy against the alternative hypothesis, two separate quantitative trait loci. The test differs from that in Jiang & Zeng (1995) and that in Tian et al. (2016) <doi:10.1534/genetics.115.183624> in that our test accommodates multiparental populations.
This package provides functions for assessing and visualizing robustness in Qualitative Comparative Analysis (QCA) workflows built with the QCA package, including calibration thresholds, inclusion cutoffs, frequency cutoffs, case influence, subsample stability, alternative analysis settings, theory-specific condition sets, cluster-specific patterns, and solution summaries. Methods build on Dusa (2019) <doi:10.1007/978-3-319-75668-4> and Ragin (2014, ISBN:9780520280038).
Provide a variety of Q-matrix validation methods for the generalized cognitive diagnosis models, including the method based on the generalized deterministic input, noisy, and gate model (G-DINA) by de la Torre (2011) <DOI:10.1007/s11336-011-9207-7> discrimination index (the GDI method) by de la Torre and Chiu (2016) <DOI:10.1007/s11336-015-9467-8>, the Hull method by Najera et al. (2021) <DOI:10.1111/bmsp.12228>, the stepwise Wald test method (the Wald method) by Ma and de la Torre (2020) <DOI:10.1111/bmsp.12156>, the multiple logistic regressionâ based Qâ matrix validation method (the MLR-B method) by Tu et al. (2022) <DOI:10.3758/s13428-022-01880-x>, the beta method based on signal detection theory by Li and Chen (2024) <DOI:10.1111/bmsp.12371> and Q-matrix validation based on relative fit index by Chen et al. (2013) <DOI:10.1111/j.1745-3984.2012.00185.x>. Different research methods and iterative procedures during Q-matrix validating are available <DOI:10.3758/s13428-024-02547-5>.
This package provides three Quarto website templates as an R project, which are commonly used by academics. Templates for personal websites and course/workshop websites are included, as well as a template with minimal content for customization.
Adds an LLM-powered chatbot to your shiny app, that can turn your users natural language questions into SQL queries that run against your data, and return the result as a reactive data frame. Use it to drive reactive calculations, visualizations, downloads, and more.
The main goal is to make descriptive evaluations easier to create bigger and more complex outputs in less time with less code. Introducing format containers with multilabels <https://documentation.sas.com/doc/en/pgmsascdc/v_067/proc/p06ciqes4eaqo6n0zyqtz9p21nfb.htm>, a more powerful summarise which is capable to output every possible combination of the provided grouping variables in one go <https://documentation.sas.com/doc/en/pgmsascdc/v_067/proc/p0jvbbqkt0gs2cn1lo4zndbqs1pe.htm>, tabulation functions which can create any table in different styles <https://documentation.sas.com/doc/en/pgmsascdc/v_067/proc/n1ql5xnu0k3kdtn11gwa5hc7u435.htm> and other more readable functions. The code is optimized to work fast even with datasets of over a million observations.
This package provides functions to manipulate dates and count days for quantitative finance analysis. The quantdates package considers leap, holidays and business days for relevant calendars in a financial context to simplify quantitative finance calculations, consistent with International Swaps and Derivatives Association (ISDA) (2006) <https://www.isda.org/book/2006-isda-definitions/> regulations.