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This package performs monotonic binning of numeric risk factor in credit rating models (PD, LGD, EAD) development. All functions handle both binary and continuous target variable. Functions that use isotonic regression in the first stage of binning process have an additional feature for correction of minimum percentage of observations and minimum target rate per bin. Additionally, monotonic trend can be identified based on raw data or, if known in advance, forced by functions argument. Missing values and other possible special values are treated separately from so-called complete cases.
Enhances mlexperiments <https://CRAN.R-project.org/package=mlexperiments> with additional machine learning ('ML') learners for survival analysis. The package provides R6-based survival learners for the following algorithms: glmnet <https://CRAN.R-project.org/package=glmnet>, ranger <https://CRAN.R-project.org/package=ranger>, xgboost <https://CRAN.R-project.org/package=xgboost>, and rpart <https://CRAN.R-project.org/package=rpart>. These can be used directly with the mlexperiments R package.
Efficient simulation-based power and sample size calculations are supported for a broad class of late-stage clinical trials. The following modules are included in the package: Adaptive designs with data-driven sample size or event count re-estimation, Adaptive designs with data-driven treatment selection, Adaptive designs with data-driven population selection, Optimal selection of a futility stopping rule, Event prediction in event-driven trials, Adaptive trials with response-adaptive randomization (experimental module), Traditional trials with multiple objectives (experimental module). Traditional trials with cluster-randomized designs (experimental module).
Measure quality of your tests. muttest introduces small changes (mutations) to your code and runs your tests to check if they catch the changes. If they do, your tests are good. If not, your assertions are not specific enough. muttest gives you percent score of how often your tests catch the changes.
You can use the set of wrappers for analytical schemata to reduce the effort in writing machine-readable data. The set of all-in-one wrappers will cover widely used functions from data analysis packages.
Collect and normalize local microinverter energy and power production data through off-cloud API requests. Currently supports APSystems', Enphase', and Fronius microinverters.
Model evaluation based on a modified version of the recursive feature elimination algorithm. This package is designed to determine the optimal model(s) by leveraging all available features.
This package implements the Model Context Protocol (MCP). Users can start R'-based servers, serving functions as tools for large language models to call before responding to the user in MCP-compatible apps like Claude Desktop and Claude Code', with options to run those tools inside of interactive R sessions. On the other end, when R is the client via the ellmer package, users can register tools from third-party MCP servers to integrate additional context into chats.
Statistical inference for quadratic functional of the moderate-dimensional linear model in Guo and Cheng (2021) <DOI:10.1080/01621459.2021.1893177>.
Extract textual data from different media channels through its source based on users choice of keywords. These data can be used to perform text analysis to identify patterns in respective media reporting. The media channels used in this package are print media. The data (or news) used are publicly available to consumers.
This package provides a function for the estimation of mixture of longitudinal factor analysis models using the iterative expectation-maximization algorithm (Ounajim, Slaoui, Louis, Billot, Frasca, Rigoard (2023) <doi:10.1002/sim.9804>) and several tools for visualizing and interpreting the models parameters.
Multimodal mediation analysis is an emerging problem in microbiome data analysis. Multimedia make advanced mediation analysis techniques easy to use, ensuring that all statistical components are transparent and adaptable to specific problem contexts. The package provides a uniform interface to direct and indirect effect estimation, synthetic null hypothesis testing, bootstrap confidence interval construction, and sensitivity analysis. More details are available in Jiang et al. (2024) "multimedia: Multimodal Mediation Analysis of Microbiome Data" <doi:10.1101/2024.03.27.587024>.
High-performance implementation of the Modified Hodrick-Prescott (HP) Filter for decomposing macroeconomic time series into trend and cyclical components. Based on the methodology of Choudhary, Hanif and Iqbal (2014) <doi:10.1080/00036846.2014.894631> "On smoothing macroeconomic time series using the modified HP filter", which uses generalized cross-validation (GCV) to automatically select the optimal smoothing parameter lambda, following McDermott (1997) "An automatic method for choosing the smoothing parameter in the HP filter" (as described in Coe and McDermott (1997) <doi:10.2307/3867497>). Unlike the standard HP filter that uses fixed lambda values (1600 for quarterly, 100 for annual data), this package estimates series-specific lambda values that minimize the GCV criterion. Implements efficient C++ routines via RcppArmadillo for fast computation, supports batch processing of multiple series, and provides comprehensive visualization tools using ggplot2'. Particularly useful for cross-country macroeconomic comparisons, business cycle analysis, and when the appropriate smoothing parameter is uncertain.
This package provides a method for multivariate ordinal data generation given marginal distributions and correlation matrix based on the methodology proposed by Demirtas (2006) <DOI:10.1080/10629360600569246>.
This package provides a framework which should improve reproducibility and transparency in data processing. It provides functionality such as automatic meta data creation and management, rudimentary quality management, data caching, work-flow management and data aggregation. * The title is a wish not a promise. By no means we expect this package to deliver everything what is needed to achieve full reproducibility and transparency, but we believe that it supports efforts in this direction.
Utility functions for discovering and managing metadata associated with spatially unique "known locations". Applications include all fields of environmental monitoring (e.g. air and water quality) where data are collected at stationary sites.
This package provides a latent variable model based on factor analytic and mixture of experts models, designed to infer food intake from multiple biomarkers data. The model is framed within a Bayesian hierarchical framework, which provides flexibility to adapt to different biomarker distributions and facilitates inference on food intake from biomarker data alone, along with the associated uncertainty. Details are in D'Angelo, et al. (2020) <arXiv:2006.02995>.
Fits and tests meta regression models and generates a number of useful test statistics: next to t- and z-tests, the likelihood ratio, bartlett corrected likelihood ratio and permutation tests are performed on the model coefficients.
This package provides functions to fit finite mixture of scale mixture of skew-normal (FM-SMSN) distributions, details in Prates, Lachos and Cabral (2013) <doi: 10.18637/jss.v054.i12>, Cabral, Lachos and Prates (2012) <doi:10.1016/j.csda.2011.06.026> and Basso, Lachos, Cabral and Ghosh (2010) <doi:10.1016/j.csda.2009.09.031>.
This package provides a color palette generator inspired by Mexican politics, with colors ranging from red on the left to gray in the middle and green on the right. Palette options range from only a few colors to several colors, but with discrete and continuous options to offer greatest flexibility to the user. This package allows for a range of applications, from mapping brief discrete scales (e.g., four colors for Morena, PRI, and PAN) to continuous interpolated arrays including dozens of shades graded from red to green.
This package provides tools for cleaning, processing, and preparing microbiome sequencing data (e.g., 16S rRNA) for downstream analysis. Supports CSV, TXT, and Excel file formats. The main function, ezclean(), automates microbiome data transformation, including format validation, transposition, numeric conversion, and metadata integration. It also handles taxonomic levels efficiently, resolves duplicated taxa entries, and outputs a well-structured, analysis-ready dataset. The companion functions ezstat() run statistical tests and summarize results, while ezviz() produces publication-ready visualizations.
Measures niche breadth and overlap of microbial taxa from large matrices. Niche breadth measurements include Levins niche breadth (Bn) index, Hurlbert's Bn and Feinsinger's proportional similarity (PS) index. (Feinsinger, P., Spears, E.E., Poole, R.W. (1981) <doi:10.2307/1936664>). Niche overlap measurements include Levin's Overlap (Ludwig, J.A. and Reynolds, J.F. (1988, ISBN:0471832359)) and a Jaccard similarity index of Feinsinger's PS values between taxa pairs, as Proportional Overlap.
This package provides a procedure for comparing multivariate samples associated with different groups. It uses principal component analysis to convert multivariate observations into a set of linearly uncorrelated statistical measures, which are then compared using a number of statistical methods. The procedure is independent of the distributional properties of samples and automatically selects features that best explain their differences, avoiding manual selection of specific points or summary statistics. It is appropriate for comparing samples of time series, images, spectrometric measures or similar multivariate observations. This package is described in Fachada et al. (2016) <doi:10.32614/RJ-2016-055>.
Calculates k-best solutions and costs for an assignment problem following the method outlined in Murty (1968) <doi:10.1287/opre.16.3.682>.