The model is high-dimensional vector autoregression with measurement error, also known as linear gaussian state-space model. Provable sparse expectation-maximization algorithm is provided for the estimation of transition matrix and noise variances. Global and simultaneous testings are implemented for transition matrix with false discovery rate control. For more information, see the accompanying paper: Lyu, X., Kang, J., & Li, L. (2023). "Statistical inference for high-dimensional vector autoregression with measurement error", Statistica Sinica.

By binding R functions and the Highmaps <https://www.highcharts.com.cn/products/highmaps> chart library, hchinamap package provides a simple way to map China and its provinces. The map of China drawn by this package contains complete Chinese territory, especially the Nine-dotted line, South Tibet, Hong Kong, Macao and Taiwan.

An algorithm for flexible conditional density estimation based on application of pooled hazard regression to an artificial repeated measures dataset constructed by discretizing the support of the outcome variable. To facilitate flexible estimation of the conditional density, the highly adaptive lasso, a non-parametric regression function shown to estimate cadlag (RCLL) functions at a suitably fast convergence rate, is used. The use of pooled hazards regression for conditional density estimation as implemented here was first described for by DÃ az and van der Laan (2011) <doi:10.2202/1557-4679.1356>. Building on the conditional density estimation utilities, non-parametric inverse probability weighted (IPW) estimators of the causal effects of additive modified treatment policies are implemented, using conditional density estimation to estimate the generalized propensity score. Non-parametric IPW estimators based on this can be coupled with undersmoothing of the generalized propensity score estimator to attain the semi-parametric efficiency bound (per Hejazi, DÃ az, and van der Laan <doi:10.48550/arXiv.2205.05777>).

Historical borrowing in clinical trials can improve precision and operating characteristics. This package supports a hierarchical model and a mixture model to borrow historical control data from other studies to better characterize the control response of the current study. It also quantifies the amount of borrowing through benchmark models (independent and pooled). Some of the methods are discussed by Viele et al. (2013) <doi:10.1002/pst.1589>.

Calculates the interval estimates for the parameters of linear models with heteroscedastic regression using bootstrap - (Wild Bootstrap) and double bootstrap-t (Wild Bootstrap). It is also possible to calculate confidence intervals using the percentile bootstrap and percentile bootstrap double. The package can calculate consistent estimates of the covariance matrix of the parameters of linear regression models with heteroscedasticity of unknown form. The package also provides a function to consistently calculate the covariance matrix of the parameters of linear models with heteroscedasticity of unknown form. The bootstrap methods exported by the package are based on the master's thesis of the first author, available at <https://raw.githubusercontent.com/prdm0/hcci/master/references/dissertacao_mestrado.pdf>. The hcci package in previous versions was cited in the book VINOD, Hrishikesh D. Hands-on Intermediate Econometrics Using R: Templates for Learning Quantitative Methods and R Software. 2022, p. 441, ISBN 978-981-125-617-2 (hardcover). The simple bootstrap schemes are based on the works of Cribari-Neto F and Lima M. G. (2009) <doi:10.1080/00949650801935327>, while the double bootstrap schemes for the parameters that index the linear models with heteroscedasticity of unknown form are based on the works of Beran (1987) <doi:10.2307/2336685>. The use of bootstrap for the calculation of interval estimates in regression models with heteroscedasticity of unknown form from a weighting of the residuals was proposed by Wu (1986) <doi:10.1214/aos/1176350142>. This bootstrap scheme is known as weighted or wild bootstrap.

Computes the test statistic and p-values of the one-sample and two-sample Hausdorff (H) goodness-of-fit tests. The H statistic measures the Hausdorff distance under the Chebyshev (l-infinity) metric, between the two cumulative distribution functions (cdfs) underlying the corresponding one-sample and two-sample null hypothesis. It coincides to the side length of the largest axis-aligned square (hypercube) that can be inscribed between the two cdfs. The following cases are covered: (i) one-sample, univariate; (ii) two-sample univariate; and (iii) two-sample bivariate. Exact one-sample p-values are computed in O(n^2 log n) time via the Exact-KS-FFT method of Dimitrova, Kaishev, and Tan (2020) <doi:10.18637/jss.v095.i10>; two-sample p-values are obtained by permutation. A key advantage of the H test is that its sensitivity can be directed towards the left tail, body, or right tail of the distribution by tuning a scale parameter sigma, and therefore maximizing its power which as shown numerically is significantly higher than the power of the classical tests such as the Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling test, especially when the right tail of the distribution is targeted. The sensitivity of the test (left tail, body, or right tail) is governed by two parameters psi1 and psi2, whose values needs to be input. Then the optimal value of the scale parameter sigma is automatically computed.

Create dynamic, data-driven text. Given two values, a list of talking points is generated and can be combined using string interpolation. Based on the glue package.

Several handy plots for quickly looking at the relationship between two numeric vectors of equal length. Quickly visualize scatter plots, residual plots, qq-plots, box plots, confidence intervals, and prediction intervals.

This package provides constructors for hl-rhotrices of dimension 2, 4 and 6, together with computation of the determinant, adjoint, inverse and eigenvalues under the Robust Multiplication Method (RMM). A ggplot2'-based function visualises the rhomboidal layout and the decomposition into principal minors.

Simulate and analyze hierarchical composite endpoints with univariate distributions by Gasparyan, Koch, Brunner in (2025) in â The Univariate Distribution of Hierarchical Composite Endpoints and the Condorcet Non-transitivity Paradox.â (Biometrical Journal 68 (3), <doi:10.1002/bimj.70140>). Includes implementation for the kidney hierarchical composite endpoint as defined in Heerspink HL et al (2023) â Development and validation of a new hierarchical composite end point for clinical trials of kidney disease progressionâ (Journal of the American Society of Nephrology 34 (2): 2025â 2038, <doi:10.1681/ASN.0000000000000243>). Win odds, also called Wilcoxon-Mann-Whitney or success odds, is the main analysis method, but other win statistics (win probability, win ratio, net benefit) are also implemented in the univariate case. The win probability analysis is based on the Brunner-Munzel test and uses the DeLong-DeLong-Clarke-Pearson variance estimator, as described by Brunner and Konietschke (2025) in â An unbiased rank-based estimator of the Mannâ Whitney variance including the case of tiesâ (Statistical Papers 66 (1): 20, <doi:10.1007/s00362-024-01635-0>). Includes implementation of a new Wilson-type, compatible confidence interval for the win odds, as proposed by Schüürhuis, Konietschke, Brunner (2025) in â A new approach to the nonparametric Behrensâ Fisher problem with compatible confidence intervals.â (Biometrical Journal 67 (6), <doi:10.1002/bimj.70096>). Stratification and covariate adjustment are performed based on the methodology presented by Koch GG et al. in â Issues for covariance analysis of dichotomous and ordered categorical data from randomized clinical trials and non-parametric strategies for addressing themâ (Statistics in Medicine 17 (15-16): 1863â 92). For a review, see Gasparyan SB et al (2021) â Adjusted win ratio with stratification: Calculation methods and interpretationâ (Statistical Methods in Medical Research 30 (2): 580â 611, <doi:10.1177/0962280220942558>).

Meyer and Held (2017) <doi:10.1093/biostatistics/kxw051> present an age-structured spatio-temporal model for infectious disease counts. The approach is illustrated in a case study on norovirus gastroenteritis in Berlin, 2011-2015, by age group, city district and week, using additional contact data from the POLYMOD survey. This package contains the data and code to reproduce the results from the paper, see demo("hhh4contacts")'.

Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) <doi:10.1093/biomet/asv017>.

An open-source R package to deploys reproducible and flexible labels using layers. The huito package is part of the inkaverse project for developing different procedures and tools used in plant science and experimental designs. Learn more about the inkaverse project at <https://inkaverse.com/>.

This package provides functions for the management and treatment of hydrology and meteorology time-series stored in a Sqlite data base.

Events from individual hydrologic time series are extracted, and events are matched across multiple time series. The package has been applied in studies such as Wasko and Guo (2022) <doi:10.1002/hyp.14563> and Mohammadpour Khoie, Guo and Wasko (2025) <doi:10.1016/j.envsoft.2025.106521>.

Cellular responses to perturbations are highly heterogeneous and depend largely on the initial state of cells. Connecting post-perturbation cells via cellular trajectories to untreated cells (e.g. by leveraging metabolic labeling information) enables exploitation of intercellular heterogeneity as a combined knock-down and overexpression screen to identify pathway modulators, termed Heterogeneity-seq (see Berg et al <doi:10.1101/2024.10.28.620481>). This package contains functions to generate cellular trajectories based on scSLAM-seq (single-cell, thiol-(SH)-linked alkylation of RNA for metabolic labelling sequencing) time courses, functions to identify pathway modulators and to visualize the results.

This package implements assessment of benefit-risk balance using Bayesian Discrete Choice Experiment. For more details see the article by Mukhopadhyay et al. (2019) <DOI:10.1080/19466315.2018.1527248>.

Helper functions designed to make dynamically generating R Markdown documents easier by providing a simple and tidy way to create report pieces, shape them to your data, and combine them for exporting into a single R Markdown document.

This package provides seamless access to the WEkEO Harmonised Data Access (HDA) API, enabling users to query, download, and process data efficiently from the HDA platform. With hdar', researchers and data scientists can integrate the extensive HDA datasets into their R workflows, enhancing their data analysis capabilities. Comprehensive information on the API functionality and usage is available at <https://gateway.prod.wekeo2.eu/hda-broker/docs>.

Implementation of characteristic palettes inspired in the Wizarding World and the Harry Potter movie franchise.

This package performs a homogeneity analysis (multiple correspondence analysis) and various extensions. Rank restrictions on the category quantifications can be imposed (nonlinear PCA). The categories are transformed by means of optimal scaling with options for nominal, ordinal, and numerical scale levels (for rank-1 restrictions). Variables can be grouped into sets, in order to emulate regression analysis and canonical correlation analysis.

Uses support vector machines to identify a perfectly separating hyperplane (linear or curvilinear) between two entities in high-dimensional space. If this plane exists, the entities do not overlap. Applications include overlap detection in morphological, resource or environmental dimensions. More details can be found in: Brown et al. (2020) <doi:10.1111/2041-210X.13363> .

Given one or multiple paths to files produced by a PULSE multi-channel or a PULSE one-channel system (<https://electricblue.eu/pulse>) from a single experiment: [1] check pulse files for inconsistencies and read/merge all data, [2] split across time windows, [3] interpolate and smooth to optimize the dataset, [4] compute the heart rate frequency for each channel/window, and [5] facilitate quality control, summarising and plotting. Heart rate frequency is calculated using the Automatic Multi-scale Peak Detection algorithm proposed by Felix Scholkmann and team. For more details see Scholkmann et al (2012) <doi:10.3390/a5040588>. Check original code at <https://github.com/ig248/pyampd>. ElectricBlue is a non-profit technology transfer startup creating research-oriented solutions for the scientific community (<https://electricblue.eu>).

This package contains functions for hidden Markov models with observations having extra zeros as defined in the following two publications, Wang, T., Zhuang, J., Obara, K. and Tsuruoka, H. (2016) <doi:10.1111/rssc.12194>; Wang, T., Zhuang, J., Buckby, J., Obara, K. and Tsuruoka, H. (2018) <doi:10.1029/2017JB015360>. The observed response variable is either univariate or bivariate Gaussian conditioning on presence of events, and extra zeros mean that the response variable takes on the value zero if nothing is happening. Hence the response is modelled as a mixture distribution of a Bernoulli variable and a continuous variable. That is, if the Bernoulli variable takes on the value 1, then the response variable is Gaussian, and if the Bernoulli variable takes on the value 0, then the response is zero too. This package includes functions for simulation, parameter estimation, goodness-of-fit, the Viterbi algorithm, and plotting the classified 2-D data. Some of the functions in the package are based on those of the R package HiddenMarkov by David Harte. This updated version has included an example dataset and R code examples to show how to transform the data into the objects needed in the main functions. We have also made changes to increase the speed of some of the functions.