This package provides fast application of image filters to data matrices, using R and C++ algorithms.

Estimation of the most-left informative set of gross returns (i.e., the informative set). The procedure to compute the informative set adjusts the method proposed by Mariani et al. (2022a) <doi:10.1007/s11205-020-02440-6> and Mariani et al. (2022b) <doi:10.1007/s10287-022-00422-2> to gross returns of financial assets. This is accomplished through an adaptive algorithm that identifies sub-groups of gross returns in each iteration by approximating their distribution with a sequence of two-component log-normal mixtures. These sub-groups emerge when a significant change in the distribution occurs below the median of the financial returns, with their boundary termed as the â change point" of the mixture. The process concludes when no further change points are detected. The outcome encompasses parameters of the leftmost mixture distributions and change points of the analyzed financial time series. The functionalities of the INFOSET package include: (i) modelling asset distribution detecting the parameters which describe left tail behaviour (infoset function), (ii) clustering, (iii) labeling of the financial series for predictive and classification purposes through a Left Risk measure based on the first change point (LR_cp function) (iv) portfolio construction (ptf_construction function). The package also provide a specific function to construct rolling windows of different length size and overlapping time.

Incremental Multiple Correspondence Analysis and Principal Component Analysis.

Introductory statistics methods to accompany "Investigating Statistical Concepts, Applications, and Methods" (ISCAM) by Beth Chance & Allan Rossman (2024) <https://rossmanchance.com/iscam4/>. Tools to introduce statistical concepts with a focus on simulation approaches. Functions are verbose, designed to provide ample output for students to understand what each function does. Additionally, most functions are accompanied with plots. The package is designed to be used in an educational setting alongside the ISCAM textbook.

These datasets and functions accompany Wolfe and Schneider (2017) - Intuitive Introductory Statistics (ISBN: 978-3-319-56070-0) <doi:10.1007/978-3-319-56072-4>. They are used in the examples throughout the text and in the end-of-chapter exercises. The datasets are meant to cover a broad range of topics in order to appeal to the diverse set of interests and backgrounds typically present in an introductory Statistics class.

Allows an interactive assessment of the timing of interim analyses. The algorithm simulates both the recruitment and treatment/event phase of a clinical trial based on the package interim'.

Interpretation methods for analyzing the behavior and individual predictions of modern neural networks in a three-step procedure: Converting the model, running the interpretation method, and visualizing the results. Implemented methods are, e.g., Connection Weights described by Olden et al. (2004) <doi:10.1016/j.ecolmodel.2004.03.013>, layer-wise relevance propagation ('LRP') described by Bach et al. (2015) <doi:10.1371/journal.pone.0130140>, deep learning important features ('DeepLIFT') described by Shrikumar et al. (2017) <doi:10.48550/arXiv.1704.02685> and gradient-based methods like SmoothGrad described by Smilkov et al. (2017) <doi:10.48550/arXiv.1706.03825>, Gradient x Input or Vanilla Gradient'. Details can be found in the accompanying scientific paper: Koenen & Wright (2024, Journal of Statistical Software, <doi:10.18637/jss.v111.i08>).

This package provides a GUI designed to support the analysis of financial-economic time series data.

This package provides methods for estimating causal effects in the presence of interference described in B. Saul and M. Hugdens (2017) <doi:10.18637/jss.v082.i02>. Currently it implements the inverse-probability weighted (IPW) estimators proposed by E.J. Tchetgen Tchetgen and T.J. Vanderweele (2012) <doi:10.1177/0962280210386779>.

This package provides the density, distribution function, quantile function, random generation, and visualization tools for the Inverted Exponentiated Rayleigh Distribution.

The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In contrast to the Principal Component Analysis (PCA)-based methods, we propose a simple Iterative Alternating Least Squares (IALS) algorithm for matrix factor model, see the details in He et al. (2023) <arXiv:2301.00360>.

Fit unidimensional item response theory (IRT) models to test data, which includes both dichotomous and polytomous items, calibrate pretest item parameters, estimate examinees abilities, and examine the IRT model-data fit on item-level in different ways as well as provide useful functions related to IRT analyses such as IRT model-data fit evaluation and differential item functioning analysis. The bring.flexmirt() and write.flexmirt() functions were written by modifying the read.flexmirt() function (Pritikin & Falk (2022) <doi:10.1177/0146621620929431>). The bring.bilog() and bring.parscale() functions were written by modifying the read.bilog() and read.parscale() functions, respectively (Weeks (2010) <doi:10.18637/jss.v035.i12>). The bisection() function was written by modifying the bisection() function (Howard (2017, ISBN:9780367657918)). The code of the inverse test characteristic curve scoring in the est_score() function was written by modifying the irt.eq.tse() function (González (2014) <doi:10.18637/jss.v059.i07>). In est_score() function, the code of weighted likelihood estimation method was written by referring to the Pi(), Ji(), and Ii() functions of the catR package (Magis & Barrada (2017) <doi:10.18637/jss.v076.c01>).

Most existing approaches for network reconstruction can only infer an overall network and, also, fail to capture a complete set of network properties. To address these issues, a new model has been developed, which converts static data into their dynamic form. idopNetwork is an R interface to this model, it can inferring informative, dynamic, omnidirectional and personalized networks. For more information on functional clustering part, see Kim et al. (2008) <doi:10.1534/genetics.108.093690>, Wang et al. (2011) <doi:10.1093/bib/bbr032>. For more information on our model, see Chen et al. (2019) <doi:10.1038/s41540-019-0116-1>, and Cao et al. (2022) <doi:10.1080/19490976.2022.2106103>.

Compute permutation- based performance measures and create partial dependence plots for (cross-validated) randomForest and ada models.

Perform fast and memory efficient time-weighted averaging of values measured over intervals into new arbitrary intervals. This package is useful in the context of data measured or represented as constant values over intervals on a one-dimensional discrete axis (e.g. time-integrated averages of a curve over defined periods). This package was written specifically to deal with air pollution data recorded or predicted as averages over sampling periods. Data in this format often needs to be shifted to non-aligned periods or averaged up to periods of longer duration (e.g. averaging data measured over sequential non-overlapping periods to calendar years).

Calculate false ring proportions from data frames of intra annual density fluctuations.

Addresses the log of zero by developing a new family of estimators called iterated Ordinary Least Squares. This family nests standard approaches such as log-linear and Poisson regressions, offers several computational advantages, and corresponds to the correct way to perform the popular log(Y + 1) transformation. For more details about how to use it, see the notebook at: <https://www.davidbenatia.com/>.

This package provides a dataframe validation framework for package builders who use dataframes as function parameters. It performs checks on column names, coerces data-types, and checks grouping to make sure user inputs conform to a specification provided by the package author. It provides a mechanism for package authors to automatically document supported dataframe inputs and selectively dispatch to functions depending on the format of a dataframe much like S3 does for classes. It also contains some developer tools to make working with and documenting dataframe specifications easier. It helps package developers to improve their documentation and simplifies parameter validation where dataframes are used as function parameters.

This package provides functions to make inference about the standardized mortality ratio (SMR) when evaluating the effect of a screening program. The package is based on methods described in Sasieni (2003) <doi: 10.1097/00001648-200301000-00026> and Talbot et al. (2011) <doi: 10.1002/sim.4334>.

Allows for the non-parametric estimation of transition intensities in interval-censored multi-state models using the approach of Gomon and Putter (2024) <doi:10.48550/arXiv.2409.07176> or Gu et al. (2023) <doi:10.1093/biomet/asad073>.

This package provides a function and vignettes for computing an intraclass correlation described in Aguinis & Culpepper (2015) <doi:10.1177/1094428114563618>. This package quantifies the share of variance in a dependent variable that is attributed to group heterogeneity in slopes.

The IntCal20 radiocarbon calibration curves (Reimer et al. 2020 <doi:10.1017/RDC.2020.68>) are provided here in a single data package, together with previous IntCal curves (IntCal13, IntCal09, IntCal04, IntCal98) and postbomb curves. Also provided are functions to copy the curves into memory, and to plot the curves and their underlying data, as well as functions to calibrate radiocarbon dates.

An R package for inferring cell-type specific gene regulatory network from single-cell RNA-seq data.

Implementations of the weighted Kozachenko-Leonenko entropy estimator and independence tests based on this estimator, (Kozachenko and Leonenko (1987) <http://mi.mathnet.ru/eng/ppi797>). Also includes a goodness-of-fit test for a linear model which is an independence test between covariates and errors.