nlme - Linear and Nonlinear Mixed Effects Models

Fit and compare Gaussian linear and nonlinear mixed-effects models.

Last updated 4 months ago

fortran

12.58 score 6 stars 8.6k dependents 12k scripts 100k downloads

PMCMRplus - Calculate Pairwise Multiple Comparisons of Mean Rank Sums Extended

For one-way layout experiments the one-way ANOVA can be performed as an omnibus test. All-pairs multiple comparisons tests (Tukey-Kramer test, Scheffe test, LSD-test) and many-to-one tests (Dunnett test) for normally distributed residuals and equal within variance are available. Furthermore, all-pairs tests (Games-Howell test, Tamhane's T2 test, Dunnett T3 test, Ury-Wiggins-Hochberg test) and many-to-one (Tamhane-Dunnett Test) for normally distributed residuals and heterogeneous variances are provided. Van der Waerden's normal scores test for omnibus, all-pairs and many-to-one tests is provided for non-normally distributed residuals and homogeneous variances. The Kruskal-Wallis, BWS and Anderson-Darling omnibus test and all-pairs tests (Nemenyi test, Dunn test, Conover test, Dwass-Steele-Critchlow- Fligner test) as well as many-to-one (Nemenyi test, Dunn test, U-test) are given for the analysis of variance by ranks. Non-parametric trend tests (Jonckheere test, Cuzick test, Johnson-Mehrotra test, Spearman test) are included. In addition, a Friedman-test for one-way ANOVA with repeated measures on ranks (CRBD) and Skillings-Mack test for unbalanced CRBD is provided with consequent all-pairs tests (Nemenyi test, Siegel test, Miller test, Conover test, Exact test) and many-to-one tests (Nemenyi test, Demsar test, Exact test). A trend can be tested with Pages's test. Durbin's test for a two-way balanced incomplete block design (BIBD) is given in this package as well as Gore's test for CRBD with multiple observations per cell is given. Outlier tests, Mandel's k- and h statistic as well as functions for Type I error and Power analysis as well as generic summary, print and plot methods are provided.

Last updated 4 months ago

fortran

9.34 score 6 stars 12 dependents 426 scripts 24k downloads

bayesm - Bayesian Inference for Marketing/Micro-Econometrics

Covers many important models used in marketing and micro-econometrics applications. The package includes: Bayes Regression (univariate or multivariate dep var), Bayes Seemingly Unrelated Regression (SUR), Binary and Ordinal Probit, Multinomial Logit (MNL) and Multinomial Probit (MNP), Multivariate Probit, Negative Binomial (Poisson) Regression, Multivariate Mixtures of Normals (including clustering), Dirichlet Process Prior Density Estimation with normal base, Hierarchical Linear Models with normal prior and covariates, Hierarchical Linear Models with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a Dirichlet Process prior and covariates, Hierarchical Negative Binomial Regression Models, Bayesian analysis of choice-based conjoint data, Bayesian treatment of linear instrumental variables models, Analysis of Multivariate Ordinal survey data with scale usage heterogeneity (as in Rossi et al, JASA (01)), Bayesian Analysis of Aggregate Random Coefficient Logit Models as in BLP (see Jiang, Manchanda, Rossi 2009) For further reference, consult our book, Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch (Wiley first edition 2005 and second forthcoming) and Bayesian Non- and Semi-Parametric Methods and Applications (Princeton U Press 2014).

Last updated 1 years ago

openblascpp

8.17 score 20 stars 42 dependents 323 scripts 9.1k downloads

RODBC - ODBC Database Access

An ODBC database interface.

Last updated 12 days ago

unixodbc

7.44 score 10 stars 38 dependents 3.0k scripts 24k downloads

spatial - Functions for Kriging and Point Pattern Analysis

Functions for kriging and point pattern analysis.

Last updated 1 years ago

7.34 score 133 dependents 276 scripts 20k downloads

futile.options - Futile Options Management

A scoped options management framework. Used in other packages.

Last updated 7 years ago

7.08 score 1.2k dependents 9 scripts 69k downloads

BGLR - Bayesian Generalized Linear Regression

Bayesian Generalized Linear Regression.

Last updated 3 months ago

openblas

7.02 score 2 stars 5 dependents 586 scripts 2.0k downloads

gss - General Smoothing Splines

A comprehensive package for structural multivariate function estimation using smoothing splines.

Last updated 2 months ago

fortranopenblas

6.39 score 3 stars 137 dependents 131 scripts 33k downloads

ash - David Scott's ASH Routines

David Scott's ASH routines ported from S-PLUS to R.

Last updated 9 years ago

fortran

6.09 score 168 dependents 69 scripts 18k downloads

bdsmatrix - Routines for Block Diagonal Symmetric Matrices

This is a special case of sparse matrices, used by coxme.

Last updated 10 months ago

5.92 score 1 stars 195 dependents 72 scripts 48k downloads

matlab - 'MATLAB' Emulation Package

Emulate 'MATLAB' code using 'R'.

Last updated 6 months ago

5.83 score 19 dependents 516 scripts 2.3k downloads

fds - Functional Data Sets

Functional data sets.

Last updated 6 years ago

5.81 score 1 stars 145 dependents 110 scripts 13k downloads

pspline - Penalized Smoothing Splines

Smoothing splines with penalties on order m derivatives.

Last updated 13 days ago

fortran

5.72 score 1 stars 93 dependents 130 scripts 10k downloads

sae - Small Area Estimation

Functions for small area estimation.

Last updated 5 years ago

5.57 score 6 stars 8 dependents 82 scripts 1.6k downloads

gee - Generalized Estimation Equation Solver

Generalized Estimation Equation solver.

Last updated 13 days ago

fortranopenblas

5.45 score 3 stars 17 dependents 610 scripts 9.2k downloads

frailtypack - Shared, Joint (Generalized) Frailty Models; Surrogate Endpoints

The following several classes of frailty models using a penalized likelihood estimation on the hazard function but also a parametric estimation can be fit using this R package: 1) A shared frailty model (with gamma or log-normal frailty distribution) and Cox proportional hazard model. Clustered and recurrent survival times can be studied. 2) Additive frailty models for proportional hazard models with two correlated random effects (intercept random effect with random slope). 3) Nested frailty models for hierarchically clustered data (with 2 levels of clustering) by including two iid gamma random effects. 4) Joint frailty models in the context of the joint modelling for recurrent events with terminal event for clustered data or not. A joint frailty model for two semi-competing risks and clustered data is also proposed. 5) Joint general frailty models in the context of the joint modelling for recurrent events with terminal event data with two independent frailty terms. 6) Joint Nested frailty models in the context of the joint modelling for recurrent events with terminal event, for hierarchically clustered data (with two levels of clustering) by including two iid gamma random effects. 7) Multivariate joint frailty models for two types of recurrent events and a terminal event. 8) Joint models for longitudinal data and a terminal event. 9) Trivariate joint models for longitudinal data, recurrent events and a terminal event. 10) Joint frailty models for the validation of surrogate endpoints in multiple randomized clinical trials with failure-time and/or longitudinal endpoints with the possibility to use a mediation analysis model. 11) Conditional and Marginal two-part joint models for longitudinal semicontinuous data and a terminal event. 12) Joint frailty-copula models for the validation of surrogate endpoints in multiple randomized clinical trials with failure-time endpoints. 13) Generalized shared and joint frailty models for recurrent and terminal events. Proportional hazards (PH), additive hazard (AH), proportional odds (PO) and probit models are available in a fully parametric framework. For PH and AH models, it is possible to consider type-varying coefficients and flexible semiparametric hazard function. Prediction values are available (for a terminal event or for a new recurrent event). Left-truncated (not for Joint model), right-censored data, interval-censored data (only for Cox proportional hazard and shared frailty model) and strata are allowed. In each model, the random effects have the gamma or normal distribution. Now, you can also consider time-varying covariates effects in Cox, shared and joint frailty models (1-5). The package includes concordance measures for Cox proportional hazards models and for shared frailty models. 14) Competing Joint Frailty Model: A single type of recurrent event and two terminal events. Moreover, the package can be used with its shiny application, in a local mode or by following the link below.

Last updated 10 days ago

fortranopenmp

5.35 score 7 stars 1 dependents 89 scripts 1.8k downloads

Directional - A Collection of Functions for Directional Data Analysis

A collection of functions for directional data (including massive data, with millions of observations) analysis. Hypothesis testing, discriminant and regression analysis, MLE of distributions and more are included. The standard textbook for such data is the "Directional Statistics" by Mardia, K. V. and Jupp, P. E. (2000). Other references include: a) Paine J.P., Preston S.P., Tsagris M. and Wood A.T.A. (2018). "An elliptically symmetric angular Gaussian distribution". Statistics and Computing 28(3): 689-697. <doi:10.1007/s11222-017-9756-4>. b) Tsagris M. and Alenazi A. (2019). "Comparison of discriminant analysis methods on the sphere". Communications in Statistics: Case Studies, Data Analysis and Applications 5(4):467--491. <doi:10.1080/23737484.2019.1684854>. c) Paine J.P., Preston S.P., Tsagris M. and Wood A.T.A. (2020). "Spherical regression models with general covariates and anisotropic errors". Statistics and Computing 30(1): 153--165. <doi:10.1007/s11222-019-09872-2>. d) Tsagris M. and Alenazi A. (2024). "An investigation of hypothesis testing procedures for circular and spherical mean vectors". Communications in Statistics-Simulation and Computation, 53(3): 1387--1408. <doi:10.1080/03610918.2022.2045499>. e) Yu Z. and Huang X. (2024). A new parameterization for elliptically symmetric angular Gaussian distributions of arbitrary dimension. Electronic Journal of Statistics, 18(1): 301--334. <doi:10.1214/23-EJS2210>. f) Tsagris M. and Alzeley O. (2024). "Circular and spherical projected Cauchy distributions: A Novel Framework for Circular and Directional Data Modeling". Australian & New Zealand Journal of Statistics (Accepted for publication). <doi:10.48550/arXiv.2302.02468>. g) Tsagris M., Papastamoulis P. and Kato S. (2024). "Directional data analysis using the spherical Cauchy and the Poisson kernel-based distribution". <doi:10.48550/arXiv.2409.03292>.

Last updated 19 days ago

5.14 score 3 stars 3 dependents 127 scripts 1.4k downloads

GSA - Gene Set Analysis

Gene Set Analysis.

Last updated 8 months ago

5.06 score 8 dependents 278 scripts 1.7k downloads

frbs - Fuzzy Rule-Based Systems for Classification and Regression Tasks

An implementation of various learning algorithms based on fuzzy rule-based systems (FRBSs) for dealing with classification and regression tasks. Moreover, it allows to construct an FRBS model defined by human experts. FRBSs are based on the concept of fuzzy sets, proposed by Zadeh in 1965, which aims at representing the reasoning of human experts in a set of IF-THEN rules, to handle real-life problems in, e.g., control, prediction and inference, data mining, bioinformatics data processing, and robotics. FRBSs are also known as fuzzy inference systems and fuzzy models. During the modeling of an FRBS, there are two important steps that need to be conducted: structure identification and parameter estimation. Nowadays, there exists a wide variety of algorithms to generate fuzzy IF-THEN rules automatically from numerical data, covering both steps. Approaches that have been used in the past are, e.g., heuristic procedures, neuro-fuzzy techniques, clustering methods, genetic algorithms, squares methods, etc. Furthermore, in this version we provide a universal framework named 'frbsPMML', which is adopted from the Predictive Model Markup Language (PMML), for representing FRBS models. PMML is an XML-based language to provide a standard for describing models produced by data mining and machine learning algorithms. Therefore, we are allowed to export and import an FRBS model to/from 'frbsPMML'. Finally, this package aims to implement the most widely used standard procedures, thus offering a standard package for FRBS modeling to the R community.

Last updated 5 years ago

5.02 score 10 stars 1 dependents 75 scripts 1.2k downloads

tree - Classification and Regression Trees

Classification and regression trees.

Last updated 13 days ago

4.91 score 1 stars 13 dependents 4.2k scripts 21k downloads

tsModel - Time Series Modeling for Air Pollution and Health

Tools for specifying time series regression models.

Last updated 6 months ago

4.77 score 1 stars 6 dependents 176 scripts 3.1k downloads

Compositional - Compositional Data Analysis

Regression, classification, contour plots, hypothesis testing and fitting of distributions for compositional data are some of the functions included. We further include functions for percentages (or proportions). The standard textbook for such data is John Aitchison's (1986) "The statistical analysis of compositional data". Relevant papers include: a) Tsagris M.T., Preston S. and Wood A.T.A. (2011). "A data-based power transformation for compositional data". Fourth International International Workshop on Compositional Data Analysis. <doi:10.48550/arXiv.1106.1451> b) Tsagris M. (2014). "The k-NN algorithm for compositional data: a revised approach with and without zero values present". Journal of Data Science, 12(3): 519--534. <doi:10.6339/JDS.201407_12(3).0008>. c) Tsagris M. (2015). "A novel, divergence based, regression for compositional data". Proceedings of the 28th Panhellenic Statistics Conference, 15-18 April 2015, Athens, Greece, 430--444. <doi:10.48550/arXiv.1511.07600>. d) Tsagris M. (2015). "Regression analysis with compositional data containing zero values". Chilean Journal of Statistics, 6(2): 47--57. <https://soche.cl/chjs/volumes/06/02/Tsagris(2015).pdf>. e) Tsagris M., Preston S. and Wood A.T.A. (2016). "Improved supervised classification for compositional data using the alpha-transformation". Journal of Classification, 33(2): 243--261. <doi:10.1007/s00357-016-9207-5>. f) Tsagris M., Preston S. and Wood A.T.A. (2017). "Nonparametric hypothesis testing for equality of means on the simplex". Journal of Statistical Computation and Simulation, 87(2): 406--422. <doi:10.1080/00949655.2016.1216554>. g) Tsagris M. and Stewart C. (2018). "A Dirichlet regression model for compositional data with zeros". Lobachevskii Journal of Mathematics, 39(3): 398--412. <doi:10.1134/S1995080218030198>. h) Alenazi A. (2019). "Regression for compositional data with compositional data as predictor variables with or without zero values". Journal of Data Science, 17(1): 219--238. <doi:10.6339/JDS.201901_17(1).0010>. i) Tsagris M. and Stewart C. (2020). "A folded model for compositional data analysis". Australian and New Zealand Journal of Statistics, 62(2): 249--277. <doi:10.1111/anzs.12289>. j) Alenazi A.A. (2022). "f-divergence regression models for compositional data". Pakistan Journal of Statistics and Operation Research, 18(4): 867--882. <doi:10.18187/pjsor.v18i4.3969>. k) Tsagris M. and Stewart C. (2022). "A Review of Flexible Transformations for Modeling Compositional Data". In Advances and Innovations in Statistics and Data Science, pp. 225--234. <doi:10.1007/978-3-031-08329-7_10>. l) Alenazi A. (2023). "A review of compositional data analysis and recent advances". Communications in Statistics--Theory and Methods, 52(16): 5535--5567. <doi:10.1080/03610926.2021.2014890>. m) Tsagris M., Alenazi A. and Stewart C. (2023). "Flexible non-parametric regression models for compositional response data with zeros". Statistics and Computing, 33(106). <doi:10.1007/s11222-023-10277-5>. n) Tsagris. M. (2024). "Constrained least squares simplicial-simplicial regression". <doi:10.48550/arXiv.2403.19835>.

Last updated 20 days ago

4.51 score 2 stars 4 dependents 128 scripts 1.5k downloads

OrgMassSpecR - Organic Mass Spectrometry

Organic/biological mass spectrometry data analysis.

Last updated 7 years ago

4.41 score 2 dependents 53 scripts 411 downloads

som - Self-Organizing Map

Self-Organizing Map (with application in gene clustering).

Last updated 3 months ago

cpp

4.32 score 14 dependents 69 scripts 5.6k downloads

conf - Visualization and Analysis of Statistical Measures of Confidence

Enables: (1) plotting two-dimensional confidence regions, (2) coverage analysis of confidence region simulations, (3) calculating confidence intervals and the associated actual coverage for binomial proportions, (4) calculating the support values and the probability mass function of the Kaplan-Meier product-limit estimator, and (5) plotting the actual coverage function associated with a confidence interval for the survivor function from a randomly right-censored data set. Each is given in greater detail next. (1) Plots the two-dimensional confidence region for probability distribution parameters (supported distribution suffixes: cauchy, gamma, invgauss, logis, llogis, lnorm, norm, unif, weibull) corresponding to a user-given complete or right-censored dataset and level of significance. The crplot() algorithm plots more points in areas of greater curvature to ensure a smooth appearance throughout the confidence region boundary. An alternative heuristic plots a specified number of points at roughly uniform intervals along its boundary. Both heuristics build upon the radial profile log-likelihood ratio technique for plotting confidence regions given by Jaeger (2016) <doi:10.1080/00031305.2016.1182946>, and are detailed in a publication by Weld et al. (2019) <doi:10.1080/00031305.2018.1564696>. (2) Performs confidence region coverage simulations for a random sample drawn from a user- specified parametric population distribution, or for a user-specified dataset and point of interest with coversim(). (3) Calculates confidence interval bounds for a binomial proportion with binomTest(), calculates the actual coverage with binomTestCoverage(), and plots the actual coverage with binomTestCoveragePlot(). Calculates confidence interval bounds for the binomial proportion using an ensemble of constituent confidence intervals with binomTestEnsemble(). Calculates confidence interval bounds for the binomial proportion using a complete enumeration of all possible transitions from one actual coverage acceptance curve to another which minimizes the root mean square error for n <= 15 and follows the transitions for well-known confidence intervals for n > 15 using binomTestMSE(). (4) The km.support() function calculates the support values of the Kaplan-Meier product-limit estimator for a given sample size n using an induction algorithm described in Qin et al. (2023) <doi:10.1080/00031305.2022.2070279>. The km.outcomes() function generates a matrix containing all possible outcomes (all possible sequences of failure times and right-censoring times) of the value of the Kaplan-Meier product-limit estimator for a particular sample size n. The km.pmf() function generates the probability mass function for the support values of the Kaplan-Meier product-limit estimator for a particular sample size n, probability of observing a failure h at the time of interest expressed as the cumulative probability percentile associated with X = min(T, C), where T is the failure time and C is the censoring time under a random-censoring scheme. The km.surv() function generates multiple probability mass functions of the Kaplan-Meier product-limit estimator for the same arguments as those given for km.pmf(). (5) The km.coverage() function plots the actual coverage function associated with a confidence interval for the survivor function from a randomly right-censored data set for one or more of the following confidence intervals: Greenwood, log-minus-log, Peto, arcsine, and exponential Greenwood. The actual coverage function is plotted for a small number of items on test, stated coverage, failure rate, and censoring rate. The km.coverage() function can print an optional table containing all possible failure/censoring orderings, along with their contribution to the actual coverage function.

Last updated 8 months ago

4.08 score 85 scripts 894 downloads

brnn - Bayesian Regularization for Feed-Forward Neural Networks

Bayesian regularization for feed-forward neural networks.

Last updated 1 years ago

openblasopenmp

3.89 score 5 dependents 106 scripts 1.6k downloads

qmrparser - Parser Combinator in R

Basic functions for building parsers, with an application to PC-AXIS format files.

Last updated 3 years ago

3.82 score 1 stars 6 dependents 37 scripts 296 downloads

glmnetr - Nested Cross Validation for the Relaxed Lasso and Other Machine Learning Models

Cross validation informed Relaxed LASSO, Artificial Neural Network (ANN), gradient boosting machine ('xgboost'), Random Forest ('RandomForestSRC'), Oblique Random Forest ('aorsf'), Recursive Partitioning ('RPART') or step wise regression models are fit. Cross validation leave out samples (leading to nested cross validation) or bootstrap out-of-bag samples are used to evaluate and compare performances between these models with results presented in tabular or graphical means. Calibration plots can also be generated, again based upon (outer nested) cross validation or bootstrap leave out (out of bag) samples. For some datasets, for example when the design matrix is not of full rank, 'glmnet' may have very long run times when fitting the relaxed lasso model, from our experience when fitting Cox models on data with many predictors and many patients, making it difficult to get solutions from either glmnet() or cv.glmnet(). This may be remedied by using the 'path=TRUE' option when calling glmnet() and cv.glmnet(). Within the glmnetr package the approach of path=TRUE is taken by default. When fitting not a relaxed lasso model but an elastic-net model, then the R-packages 'nestedcv' <https://cran.r-project.org/package=nestedcv>, 'glmnetSE' <https://cran.r-project.org/package=glmnetSE> or others may provide greater functionality when performing a nested CV. Use of the 'glmnetr' has many similarities to the 'glmnet' package and it is recommended that the user of 'glmnetr' also become familiar with the 'glmnet' package <https://cran.r-project.org/package=glmnet>, with the "An Introduction to 'glmnet'" and "The Relaxed Lasso" being especially useful in this regard.

Last updated 2 months ago

3.70 score 2 scripts 787 downloads

MXM - Feature Selection (Including Multiple Solutions) and Bayesian Networks

Many feature selection methods for a wide range of response variables, including minimal, statistically-equivalent and equally-predictive feature subsets. Bayesian network algorithms and related functions are also included. The package name 'MXM' stands for "Mens eX Machina", meaning "Mind from the Machine" in Latin. References: a) Lagani, V. and Athineou, G. and Farcomeni, A. and Tsagris, M. and Tsamardinos, I. (2017). Feature Selection with the R Package MXM: Discovering Statistically Equivalent Feature Subsets. Journal of Statistical Software, 80(7). <doi:10.18637/jss.v080.i07>. b) Tsagris, M., Lagani, V. and Tsamardinos, I. (2018). Feature selection for high-dimensional temporal data. BMC Bioinformatics, 19:17. <doi:10.1186/s12859-018-2023-7>. c) Tsagris, M., Borboudakis, G., Lagani, V. and Tsamardinos, I. (2018). Constraint-based causal discovery with mixed data. International Journal of Data Science and Analytics, 6(1): 19-30. <doi:10.1007/s41060-018-0097-y>. d) Tsagris, M., Papadovasilakis, Z., Lakiotaki, K. and Tsamardinos, I. (2018). Efficient feature selection on gene expression data: Which algorithm to use? BioRxiv. <doi:10.1101/431734>. e) Tsagris, M. (2019). Bayesian Network Learning with the PC Algorithm: An Improved and Correct Variation. Applied Artificial Intelligence, 33(2):101-123. <doi:10.1080/08839514.2018.1526760>. f) Tsagris, M. and Tsamardinos, I. (2019). Feature selection with the R package MXM. F1000Research 7: 1505. <doi:10.12688/f1000research.16216.2>. g) Borboudakis, G. and Tsamardinos, I. (2019). Forward-Backward Selection with Early Dropping. Journal of Machine Learning Research 20: 1-39. h) The gamma-OMP algorithm for feature selection with application to gene expression data. IEEE/ACM Transactions on Computational Biology and Bioinformatics 19(2): 1214-1224. <doi:10.1109/TCBB.2020.3029952>.

Last updated 2 years ago

3.54 score 160 scripts 834 downloads

CornerstoneR - Collection of Scripts for Interface Between 'Cornerstone' and 'R'

Collection of generic 'R' scripts which enable you to use existing 'R' routines in 'Cornerstone'. . The desktop application 'Cornerstone' (<https://www.camline.com/en/products/cornerstone/cornerstone-core.html>) is a data analysis software provided by 'camLine' that empowers engineering teams to find solutions even faster. The engineers incorporate intensified hands-on statistics into their projects. They benefit from an intuitive and uniquely designed graphical Workmap concept: you design experiments (DoE) and explore data, analyze dependencies, and find answers you can act upon, immediately, interactively, and without any programming. . While 'Cornerstone's' interface to the statistical programming language 'R' has been available since version 6.0, the latest interface with 'R' is even much more efficient. 'Cornerstone' release 7.1.1 allows you to integrate user defined 'R' packages directly into the standard 'Cornerstone' GUI. Your engineering team stays in 'Cornerstone's' graphical working environment and can apply 'R' routines, immediately and without the need to deal with programming code. Additionally, your 'R' programming team develops corresponding 'R' packages detached from 'Cornerstone' in their favorite 'R' environment. . Learn how to use 'R' packages in 'Cornerstone' 7.1.1 on 'camLineTV' YouTube channel (<https://www.youtube.com/watch?v=HEQHwq_laXU>) (available in German).

Last updated 4 years ago

3.54 score 6 scripts 283 downloads

MonetDB.R - Connect MonetDB to R

Allows to pull data from MonetDB into R.

Last updated 4 years ago

3.49 score 2 stars 310 scripts 324 downloads

pbs - Periodic B Splines

Periodic B Splines Basis

Last updated 12 years ago

3.47 score 21 dependents 30 scripts 1.6k downloads

FuzzySTs - Fuzzy Statistical Tools

The main goal of this package is to present various fuzzy statistical tools. It intends to provide an implementation of the theoretical and empirical approaches presented in the book entitled "The signed distance measure in fuzzy statistical analysis. Some theoretical, empirical and programming advances" <doi: 10.1007/978-3-030-76916-1>. For the theoretical approaches, see Berkachy R. and Donze L. (2019) <doi:10.1007/978-3-030-03368-2_1>. For the empirical approaches, see Berkachy R. and Donze L. (2016) <ISBN: 978-989-758-201-1>). Important (non-exhaustive) implementation highlights of this package are as follows: (1) a numerical procedure to estimate the fuzzy difference and the fuzzy square. (2) two numerical methods of fuzzification. (3) a function performing different possibilities of distances, including the signed distance and the generalized signed distance for instance with all its properties. (4) numerical estimations of fuzzy statistical measures such as the variance, the moment, etc. (5) two methods of estimation of the bootstrap distribution of the likelihood ratio in the fuzzy context. (6) an estimation of a fuzzy confidence interval by the likelihood ratio method. (7) testing fuzzy hypotheses and/or fuzzy data by fuzzy confidence intervals in the Kwakernaak - Kruse and Meyer sense. (8) a general method to estimate the fuzzy p-value with fuzzy hypotheses and/or fuzzy data. (9) a method of estimation of global and individual evaluations of linguistic questionnaires. (10) numerical estimations of multi-ways analysis of variance models in the fuzzy context. The unbalance in the considered designs are also foreseen.

Last updated 6 months ago

3.44 score 11 scripts 231 downloads

ars - Adaptive Rejection Sampling

Adaptive Rejection Sampling, Original version.

Last updated 4 months ago

cpp

3.40 score 7 dependents 60 scripts 720 downloads

GB2 - Generalized Beta Distribution of the Second Kind: Properties, Likelihood, Estimation

Package GB2 explores the Generalized Beta distribution of the second kind. Density, cumulative distribution function, quantiles and moments of the distributions are given. Functions for the full log-likelihood, the profile log-likelihood and the scores are provided. Formulas for various indicators of inequality and poverty under the GB2 are implemented. The GB2 is fitted by the methods of maximum pseudo-likelihood estimation using the full and profile log-likelihood, and non-linear least squares estimation of the model parameters. Various plots for the visualization and analysis of the results are provided. Variance estimation of the parameters is provided for the method of maximum pseudo-likelihood estimation. A mixture distribution based on the compounding property of the GB2 is presented (denoted as "compound" in the documentation). This mixture distribution is based on the discretization of the distribution of the underlying random scale parameter. The discretization can be left or right tail. Density, cumulative distribution function, moments and quantiles for the mixture distribution are provided. The compound mixture distribution is fitted using the method of maximum pseudo-likelihood estimation. The fit can also incorporate the use of auxiliary information. In this new version of the package, the mixture case is complemented with new functions for variance estimation by linearization and comparative density plots.

Last updated 3 years ago

3.34 score 1 stars 3 dependents 81 scripts 319 downloads

ashapesampler - Generating Alpha Shapes

Understanding morphological variation is an important task in many applications. Recent studies in computational biology have focused on developing computational tools for the task of sub-image selection which aims at identifying structural features that best describe the variation between classes of shapes. A major part in assessing the utility of these approaches is to demonstrate their performance on both simulated and real datasets. However, when creating a model for shape statistics, real data can be difficult to access and the sample sizes for these data are often small due to them being expensive to collect. Meanwhile, the landscape of current shape simulation methods has been mostly limited to approaches that use black-box inference---making it difficult to systematically assess the power and calibration of sub-image models. In this R package, we introduce the alpha-shape sampler: a probabilistic framework for simulating realistic 2D and 3D shapes based on probability distributions which can be learned from real data or explicitly stated by the user. The 'ashapesampler' package supports two mechanisms for sampling shapes in two and three dimensions. The first, empirically sampling based on an existing data set, was highlighted in the original main text of the paper. The second, probabilistic sampling from a known distribution, is the computational implementation of the theory derived in that paper. Work based on Winn-Nunez et al. (2024) <doi:10.1101/2024.01.09.574919>.

Last updated 11 months ago

3.30 score 8 scripts 221 downloads

wconf - Weighted Confusion Matrix

Allows users to create weighted confusion matrices and accuracy metrics that help with the model selection process for classification problems, where distance from the correct category is important. The package includes several weighting schemes which can be parameterized, as well as custom configuration options. Furthermore, users can decide whether they wish to positively or negatively affect the accuracy score as a result of applying weights to the confusion matrix. Functions are included to calculate accuracy metrics for imbalanced data. Finally, 'wconf' integrates well with the 'caret' package, but it can also work standalone when provided data in matrix form. References: Kuhn, M. (2008) "Building Perspective Models in R Using the caret Package" <doi:10.18637/jss.v028.i05> Monahov, A. (2021) "Model Evaluation with Weighted Threshold Optimization (and the mewto R package)" <doi:10.2139/ssrn.3805911> Monahov, A. (2024) "Improved Accuracy Metrics for Classification with Imbalanced Data and Where Distance from the Truth Matters, with the wconf R Package" <doi:10.2139/ssrn.4802336> Starovoitov, V., Golub, Y. (2020). New Function for Estimating Imbalanced Data Classification Results. Pattern Recognition and Image Analysis, 295–302 Van de Velden, M., Iodice D'Enza, A., Markos, A., Cavicchia, C. (2023) "A general framework for implementing distances for categorical variables" <doi:10.48550/arXiv.2301.02190>.

Last updated 4 months ago

3.18 score 186 downloads

SAPP - Statistical Analysis of Point Processes

Functions for statistical analysis of point processes.

Last updated 2 years ago

fortranglibc

3.18 score 15 scripts 230 downloads

synchronicity - Boost Mutex Functionality in R

Boost mutex functionality in R.

Last updated 12 months ago

cpp

3.01 score 2 dependents 23 scripts 1.5k downloads

tcl - Testing in Conditional Likelihood Context

An implementation of hypothesis testing in an extended Rasch modeling framework, including sample size planning procedures and power computations. Provides 4 statistical tests, i.e., gradient test (GR), likelihood ratio test (LR), Rao score or Lagrange multiplier test (RS), and Wald test, for testing a number of hypotheses referring to the Rasch model (RM), linear logistic test model (LLTM), rating scale model (RSM), and partial credit model (PCM). Three types of functions for power and sample size computations are provided. Firstly, functions to compute the sample size given a user-specified (predetermined) deviation from the hypothesis to be tested, the level alpha, and the power of the test. Secondly, functions to evaluate the power of the tests given a user-specified (predetermined) deviation from the hypothesis to be tested, the level alpha of the test, and the sample size. Thirdly, functions to evaluate the so-called post hoc power of the tests. This is the power of the tests given the observed deviation of the data from the hypothesis to be tested and a user-specified level alpha of the test. Power and sample size computations are based on a Monte Carlo simulation approach. It is computationally very efficient. The variance of the random error in computing power and sample size arising from the simulation approach is analytically derived by using the delta method. Draxler, C., & Alexandrowicz, R. W. (2015), <doi:10.1007/s11336-015-9472-y>.

Last updated 3 months ago

3.00 score 7 scripts 168 downloads

cycleRtools - Tools for Cycling Data Analysis

A suite of functions for analysing cycling data.

Last updated 9 years ago

cpp

3.00 score 3 stars 33 scripts 556 downloads

NST - Normalized Stochasticity Ratio

To estimate ecological stochasticity in community assembly. Understanding the community assembly mechanisms controlling biodiversity patterns is a central issue in ecology. Although it is generally accepted that both deterministic and stochastic processes play important roles in community assembly, quantifying their relative importance is challenging. The new index, normalized stochasticity ratio (NST), is to estimate ecological stochasticity, i.e. relative importance of stochastic processes, in community assembly. With functions in this package, NST can be calculated based on different similarity metrics and/or different null model algorithms, as well as some previous indexes, e.g. previous Stochasticity Ratio (ST), Standard Effect Size (SES), modified Raup-Crick metrics (RC). Functions for permutational test and bootstrapping analysis are also included. Previous ST is published by Zhou et al (2014) <doi:10.1073/pnas.1324044111>. NST is modified from ST by considering two alternative situations and normalizing the index to range from 0 to 1 (Ning et al 2019) <doi:10.1073/pnas.1904623116>. A modified version, MST, is a special case of NST, used in some recent or upcoming publications, e.g. Liang et al (2020) <doi:10.1016/j.soilbio.2020.108023>. SES is calculated as described in Kraft et al (2011) <doi:10.1126/science.1208584>. RC is calculated as reported by Chase et al (2011) <doi:10.1890/ES10-00117.1> and Stegen et al (2013) <doi:10.1038/ismej.2013.93>. Version 3 added NST based on phylogenetic beta diversity, used by Ning et al (2020) <doi:10.1038/s41467-020-18560-z>.

Last updated 3 years ago

2.79 score 2 stars 31 scripts 584 downloads

PytrendsLongitudinalR - Create Longitudinal Google Trends Data

'Google Trends' provides cross-sectional and time-series data on searches, but lacks readily available longitudinal data. Researchers, who want to create longitudinal 'Google Trends' on their own, face practical challenges, such as normalized counts that make it difficult to combine cross-sectional and time-series data and limitations in data formats and timelines that limit data granularity over extended time periods. This package addresses these issues and enables researchers to generate longitudinal 'Google Trends' data. This package is built on 'pytrends', a Python library that acts as the unofficial 'Google Trends API' to collect 'Google Trends' data. As long as the 'Google Trends API', 'pytrends' and all their dependencies are working, this package will work. During testing, we noticed that for the same input (keyword, topic, data_format, timeline), the output index can vary from time to time. Besides, if the keyword is not very popular, then the resulting dataset will contain a lot of zeros, which will greatly affect the final result. While this package has no control over the accuracy or quality of 'Google Trends' data, once the data is created, this package coverts it to longitudinal data. In addition, the user may encounter a 429 Too Many Requests error when using cross_section() and time_series() to collect 'Google Trends' data. This error indicates that the user has exceeded the rate limits set by the 'Google Trends API'. For more information about the 'Google Trends API' - 'pytrends', visit <https://pypi.org/project/pytrends/>.

Last updated 3 months ago

2.70 score 3 scripts 142 downloads

ADLP - Accident and Development Period Adjusted Linear Pools for Actuarial Stochastic Reserving

Loss reserving generally focuses on identifying a single model that can generate superior predictive performance. However, different loss reserving models specialise in capturing different aspects of loss data. This is recognised in practice in the sense that results from different models are often considered, and sometimes combined. For instance, actuaries may take a weighted average of the prediction outcomes from various loss reserving models, often based on subjective assessments. This package allows for the use of a systematic framework to objectively combine (i.e. ensemble) multiple stochastic loss reserving models such that the strengths offered by different models can be utilised effectively. Our framework is developed in Avanzi et al. (2023). Firstly, our criteria model combination considers the full distributional properties of the ensemble and not just the central estimate - which is of particular importance in the reserving context. Secondly, our framework is that it is tailored for the features inherent to reserving data. These include, for instance, accident, development, calendar, and claim maturity effects. Crucially, the relative importance and scarcity of data across accident periods renders the problem distinct from the traditional ensemble techniques in statistical learning. Our framework is illustrated with a complex synthetic dataset. In the results, the optimised ensemble outperforms both (i) traditional model selection strategies, and (ii) an equally weighted ensemble. In particular, the improvement occurs not only with central estimates but also relevant quantiles, such as the 75th percentile of reserves (typically of interest to both insurers and regulators). Reference: Avanzi B, Li Y, Wong B, Xian A (2023) "Ensemble distributional forecasting for insurance loss reserving" <doi:10.48550/arXiv.2206.08541>.

Last updated 8 months ago

2.70 score 251 downloads

discoverableresearch - Checks Title, Abstract and Keywords to Optimise Discoverability

A suite of tools are provided here to support authors in making their research more discoverable. check_keywords() - this function checks the keywords to assess whether they are already represented in the title and abstract. check_fields() - this function compares terminology used across the title, abstract and keywords to assess where terminological diversity (i.e. the use of synonyms) could increase the likelihood of the record being identified in a search. The function looks for terms in the title and abstract that also exist in other fields and highlights these as needing attention. suggest_keywords() - this function takes a full text document and produces a list of unigrams, bigrams and trigrams (1-, 2- or 2-word phrases) present in the full text after removing stop words (words with a low utility in natural language processing) that do not occur in the title or abstract that may be suitable candidates for keywords. suggest_title() - this function takes a full text document and produces a list of the most frequently used unigrams, bigrams and trigrams after removing stop words that do not occur in the abstract or keywords that may be suitable candidates for title words. check_title() - this function carries out a number of sub tasks: 1) it compares the length (number of words) of the title with the mean length of titles in major bibliographic databases to assess whether the title is likely to be too short; 2) it assesses the proportion of stop words in the title to highlight titles with low utility in search engines that strip out stop words; 3) it compares the title with a given sample of record titles from an .ris import and calculates a similarity score based on phrase overlap. This highlights the level of uniqueness of the title. This version of the package also contains functions currently in a non-CRAN package called 'litsearchr' <https://github.com/elizagrames/litsearchr>.

Last updated 4 years ago

2.70 score 154 downloads

hiphop - Parentage Assignment using Bi-Allelic Genetic Markers

Can be used for paternity and maternity assignment and outperforms conventional methods where closely related individuals occur in the pool of possible parents. The method compares the genotypes of offspring with any combination of potentials parents and scores the number of mismatches of these individuals at bi-allelic genetic markers (e.g. Single Nucleotide Polymorphisms). It elaborates on a prior exclusion method based on the Homozygous Opposite Test (HOT; Huisman 2017 <doi:10.1111/1755-0998.12665>) by introducing the additional exclusion criterion HIPHOP (Homozygous Identical Parents, Heterozygous Offspring are Precluded; Cockburn et al., in revision). Potential parents are excluded if they have more mismatches than can be expected due to genotyping error and mutation, and thereby one can identify the true genetic parents and detect situations where one (or both) of the true parents is not sampled. Package 'hiphop' can deal with (a) the case where there is contextual information about parentage of the mother (i.e. a female has been seen to be involved in reproductive tasks such as nest building), but paternity is unknown (e.g. due to promiscuity), (b) where both parents need to be assigned, because there is no contextual information on which female laid eggs and which male fertilized them (e.g. polygynandrous mating system where multiple females and males deposit young in a common nest, or organisms with external fertilisation that breed in aggregations). For details: Cockburn, A., Penalba, J.V.,Jaccoud, D.,Kilian, A., Brouwer, L., Double, M.C., Margraf, N., Osmond, H.L., van de Pol, M. and Kruuk, L.E.B. (in revision). HIPHOP: improved paternity assignment among close relatives using a simple exclusion method for bi-allelic markers. Molecular Ecology Resources, DOI to be added upon acceptance.

Last updated 4 years ago

2.70 score 1 stars 4 scripts 100 downloads

rtk - Rarefaction Tool Kit

Rarefy data, calculate diversity and plot the results.

Last updated 5 years ago

cpp

2.54 score 14 scripts 237 downloads

bgw - Bunch-Gay-Welsch Statistical Estimation

Performs statistical estimation and inference-related computations by accessing and executing modified versions of 'Fortran' subroutines originally published in the Association for Computing Machinery (ACM) journal Transactions on Mathematical Software (TOMS) by Bunch, Gay and Welsch (1993) <doi:10.1145/151271.151279>. The acronym 'BGW' (from the authors' last names) will be used when making reference to technical content (e.g., algorithm, methodology) that originally appeared in ACM TOMS. A key feature of BGW is that it exploits the special structure of statistical estimation problems within a trust-region-based optimization approach to produce an estimation algorithm that is much more effective than the usual practice of using optimization methods and codes originally developed for general optimization. The 'bgw' package bundles 'R' wrapper (and related) functions with modified 'Fortran' source code so that it can be compiled and linked in the 'R' environment for fast execution. This version implements a function ('bgw_mle.R') that performs maximum likelihood estimation (MLE) for a user-provided model object that computes probabilities (a.k.a. probability densities). The original motivation for producing this package was to provide fast, efficient, and reliable MLE for discrete choice models that can be called from the 'Apollo' choice modelling 'R' package ( see <http://www.apollochoicemodelling.com>). Starting with the release of Apollo 3.0, BGW is the default estimation package. However, estimation can also be performed using BGW in a stand-alone fashion without using 'Apollo' (as shown in simple examples included in the package). Note also that BGW capabilities are not limited to MLE, and future extension to other estimators (e.g., nonlinear least squares, generalized method of moments, etc.) is possible. The 'Fortran' code included in 'bgw' was modified by one of the original BGW authors (Bunch) under his rights as confirmed by direct consultation with the ACM Intellectual Property and Rights Manager. See <https://authors.acm.org/author-resources/author-rights>. The main requirement is clear citation of the original publication (see above).

Last updated 9 months ago

fortran

2.53 score 1 dependents 3 scripts 1.1k downloads

ttutils - Utility Functions

Contains some auxiliary functions.

Last updated 3 years ago

2.41 score 5 dependents 17 scripts 589 downloads

rateratio.test - Exact Rate Ratio Test

Performs exact rate ratio tests.

Last updated 3 years ago

2.38 score 24 scripts 288 downloads

noweb - The 'noweb' System for R

The noweb system for source code, implemented in R.

Last updated 11 months ago

2.36 score 23 scripts 262 downloads

CEoptim - Cross-Entropy R Package for Optimization

Optimization solver based on the Cross-Entropy method.

Last updated 1 years ago

2.33 score 2 stars 1 dependents 12 scripts 242 downloads

INFOSET - Computing a New Informative Distribution Set of Asset Returns

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 “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.

Last updated 1 months ago

2.30 score 3 scripts 236 downloads

BLR - Bayesian Linear Regression

Bayesian Linear Regression.

Last updated 5 years ago

2.26 score 18 scripts 312 downloads

cmaes - Covariance Matrix Adapting Evolutionary Strategy

Single objective optimization using a CMA-ES.

Last updated 3 years ago

2.19 score 1 stars 4 dependents 13 scripts 1.0k downloads

datanugget - Create, and Refine Data Nuggets

Creating, and refining data nuggets. Data nuggets reduce a large dataset into a small collection of nuggets of data, each containing a center (location), weight (importance), and scale (variability) parameter. Data nugget centers are created by choosing observations in the dataset which are as equally spaced apart as possible. Data nugget weights are created by counting the number observations closest to a given data nugget center. We then say the data nugget 'contains' these observations and the data nugget center is recalculated as the mean of these observations. Data nugget scales are created by calculating the trace of the covariance matrix of the observations contained within a data nugget divided by the dimension of the dataset. Data nuggets are refined by 'splitting' data nuggets which have scales or shapes (defined as the ratio of the two largest eigenvalues of the covariance matrix of the observations contained within the data nugget) Reference paper: [1] Beavers, T. E., Cheng, G., Duan, Y., Cabrera, J., Lubomirski, M., Amaratunga, D., & Teigler, J. E. (2024). Data Nuggets: A Method for Reducing Big Data While Preserving Data Structure. Journal of Computational and Graphical Statistics, 1-21. [2] Cherasia, K. E., Cabrera, J., Fernholz, L. T., & Fernholz, R. (2022). Data Nuggets in Supervised Learning. \emph{In Robust and Multivariate Statistical Methods: Festschrift in Honor of David E. Tyler} (pp. 429-449). Cham: Springer International Publishing.

Last updated 3 months ago

2.08 score 1 stars 2 dependents 1 scripts 232 downloads

easynls - Easy Nonlinear Model

Fit and plot some nonlinear models.

Last updated 7 years ago

2.02 score 1 stars 13 scripts 414 downloads

FRACTION - Numeric Number into Fraction

Turn numeric,data.frame,matrix into fraction form.

Last updated 1 years ago

2.01 score 1 dependents 17 scripts 325 downloads

TransGraph - Transfer Graph Learning

Transfer learning, aiming to use auxiliary domains to help improve learning of the target domain of interest when multiple heterogeneous datasets are available, has always been a hot topic in statistical machine learning. The recent transfer learning methods with statistical guarantees mainly focus on the overall parameter transfer for supervised models in the ideal case with the informative auxiliary domains with overall similarity. In contrast, transfer learning for unsupervised graph learning is in its infancy and largely follows the idea of overall parameter transfer as for supervised learning. In this package, the transfer learning for several complex graphical models is implemented, including Tensor Gaussian graphical models, non-Gaussian directed acyclic graph (DAG), and Gaussian graphical mixture models. Notably, this package promotes local transfer at node-level and subgroup-level in DAG structural learning and Gaussian graphical mixture models, respectively, which are more flexible and robust than the existing overall parameter transfer. As by-products, transfer learning for undirected graphical model (precision matrix) via D-trace loss, transfer learning for mean vector estimation, and single non-Gaussian learning via topological layer method are also included in this package. Moreover, the aggregation of auxiliary information is an important issue in transfer learning, and this package provides multiple user-friendly aggregation methods, including sample weighting, similarity weighting, and most informative selection. Reference: Ren, M., Zhen Y., and Wang J. (2022) <arXiv:2211.09391> "Transfer learning for tensor graphical models". Ren, M., He X., and Wang J. (2023) <arXiv:2310.10239> "Structural transfer learning of non-Gaussian DAG". Zhao, R., He X., and Wang J. (2022) <https://jmlr.org/papers/v23/21-1173.html> "Learning linear non-Gaussian directed acyclic graph with diverging number of nodes".

Last updated 1 years ago

2.00 score 11 scripts 122 downloads

meerva - Analysis of Data with Measurement Error Using a Validation Subsample

Sometimes data for analysis are obtained using more convenient or less expensive means yielding "surrogate" variables for what could be obtained more accurately, albeit with less convenience; or less conveniently or at more expense yielding "reference" variables, thought of as being measured without error. Analysis of the surrogate variables measured with error generally yields biased estimates when the objective is to make inference about the reference variables. Often it is thought that ignoring the measurement error in surrogate variables only biases effects toward the null hypothesis, but this need not be the case. Measurement errors may bias parameter estimates either toward or away from the null hypothesis. If one has a data set with surrogate variable data from the full sample, and also reference variable data from a randomly selected subsample, then one can assess the bias introduced by measurement error in parameter estimation, and use this information to derive improved estimates based upon all available data. Formulaically these estimates based upon the reference variables from the validation subsample combined with the surrogate variables from the whole sample can be interpreted as starting with the estimate from reference variables in the validation subsample, and "augmenting" this with additional information from the surrogate variables. This suggests the term "augmented" estimate. The meerva package calculates these augmented estimates in the regression setting when there is a randomly selected subsample with both surrogate and reference variables. Measurement errors may be differential or non-differential, in any or all predictors (simultaneously) as well as outcome. The augmented estimates derive, in part, from the multivariate correlation between regression model parameter estimates from the reference variables and the surrogate variables, both from the validation subset. Because the validation subsample is chosen at random any biases imposed by measurement error, whether non-differential or differential, are reflected in this correlation and these correlations can be used to derive estimates for the reference variables using data from the whole sample. The main functions in the package are meerva.fit which calculates estimates for a dataset, and meerva.sim.block which simulates multiple datasets as described by the user, and analyzes these datasets, storing the regression coefficient estimates for inspection. The augmented estimates, as well as how measurement error may arise in practice, is described in more detail by Kremers WK (2021) <arXiv:2106.14063> and is an extension of the works by Chen Y-H, Chen H. (2000) <doi:10.1111/1467-9868.00243>, Chen Y-H. (2002) <doi:10.1111/1467-9868.00324>, Wang X, Wang Q (2015) <doi:10.1016/j.jmva.2015.05.017> and Tong J, Huang J, Chubak J, et al. (2020) <doi:10.1093/jamia/ocz180>.

Last updated 3 years ago

2.00 score 665 downloads

gamlss.demo - Demos for GAMLSS

Demos for smoothing and gamlss.family distributions.

Last updated 9 years ago

2.00 score 1 stars 4 scripts 242 downloads

smcure - Fit Semiparametric Mixture Cure Models

An R-package for Estimating Semiparametric PH and AFT Mixture Cure Models.

Last updated 3 years ago

1.95 score 1 stars 1 dependents 25 scripts 287 downloads

CFO - CFO-Type Designs in Phase I/II Clinical Trials

In phase I clinical trials, the primary objective is to ascertain the maximum tolerated dose (MTD) corresponding to a specified target toxicity rate. The subsequent phase II trials are designed to examine the potential efficacy of the drug based on the MTD obtained from the phase I trials, with the aim of identifying the optimal biological dose (OBD). The 'CFO' package facilitates the implementation of dose-finding trials by utilizing calibration-free odds type (CFO-type) designs. Specifically, it encompasses the calibration-free odds (CFO) (Jin and Yin (2022) <doi:10.1177/09622802221079353>), randomized CFO (rCFO), precision CFO (pCFO), two-dimensional CFO (2dCFO) (Wang et al. (2023) <doi:10.3389/fonc.2023.1294258>), time-to-event CFO (TITE-CFO) (Jin and Yin (2023) <doi:10.1002/pst.2304>), fractional CFO (fCFO), accumulative CFO (aCFO), TITE-aCFO, and f-aCFO (Fang and Yin (2024) <doi: 10.1002/sim.10127>). It supports phase I/II trials for the CFO design and only phase I trials for the other CFO-type designs. The ‘CFO' package accommodates diverse CFO-type designs, allowing users to tailor the approach based on factors such as dose information inclusion, handling of late-onset toxicity, and the nature of the target drug (single-drug or drug-combination). The functionalities embedded in 'CFO' package include the determination of the dose level for the next cohort, the selection of the MTD for a real trial, and the execution of single or multiple simulations to obtain operating characteristics. Moreover, these functions are equipped with early stopping and dose elimination rules to address safety considerations. Users have the flexibility to choose different distributions, thresholds, and cohort sizes among others for their specific needs. The output of the 'CFO' package can be summary statistics as well as various plots for better visualization. An interactive web application for CFO is available at the provided URL.

Last updated 1 months ago

1.90 score 568 downloads

orders - Sampling from k-th Order Statistics of New Families of Distributions

Set of tools to generate samples of k-th order statistics and others quantities of interest from new families of distributions. The main references for this package are: C. Kleiber and S. Kotz (2003) Statistical size distributions in economics and actuarial sciences; Gentle, J. (2009), Computational Statistics, Springer-Verlag; Naradajah, S. and Rocha, R. (2016), <DOI:10.18637/jss.v069.i10> and Stasinopoulos, M. and Rigby, R. (2015), <DOI:10.1111/j.1467-9876.2005.00510.x>. The families of distributions are: Benini distributions, Burr distributions, Dagum distributions, Feller-Pareto distributions, Generalized Pareto distributions, Inverse Pareto distributions, The Inverse Paralogistic distributions, Marshall-Olkin G distributions, exponentiated G distributions, beta G distributions, gamma G distributions, Kumaraswamy G distributions, generalized beta G distributions, beta extended G distributions, gamma G distributions, gamma uniform G distributions, beta exponential G distributions, Weibull G distributions, log gamma G I distributions, log gamma G II distributions, exponentiated generalized G distributions, exponentiated Kumaraswamy G distributions, geometric exponential Poisson G distributions, truncated-exponential skew-symmetric G distributions, modified beta G distributions, exponentiated exponential Poisson G distributions, Poisson-inverse gaussian distributions, Skew normal type 1 distributions, Skew student t distributions, Singh-Maddala distributions, Sinh-Arcsinh distributions, Sichel distributions, Zero inflated Poisson distributions.

Last updated 1 years ago

1.86 score 73 scripts 308 downloads

PersianStemmer - Persian Stemmer for Text Analysis

Allows users to stem Persian texts for text analysis.

Last updated 5 years ago

1.78 score 2 dependents 7 scripts 107 downloads

twl - Two-Way Latent Structure Clustering Model

Implementation of a Bayesian two-way latent structure model for integrative genomic clustering. The model clusters samples in relation to distinct data sources, with each subject-dataset receiving a latent cluster label, though cluster labels have across-dataset meaning because of the model formulation. A common scaling across data sources is unneeded, and inference is obtained by a Gibbs Sampler. The model can fit multivariate Gaussian distributed clusters or a heavier-tailed modification of a Gaussian density. Uniquely among integrative clustering models, the formulation makes no nestedness assumptions of samples across data sources -- the user can still fit the model if a study subject only has information from one data source. The package provides a variety of post-processing functions for model examination including ones for quantifying observed alignment of clusterings across genomic data sources. Run time is optimized so that analyses of datasets on the order of thousands of features on fewer than 5 datasets and hundreds of subjects can converge in 1 or 2 days on a single CPU. See "Swanson DM, Lien T, Bergholtz H, Sorlie T, Frigessi A, Investigating Coordinated Architectures Across Clusters in Integrative Studies: a Bayesian Two-Way Latent Structure Model, 2018, <doi:10.1101/387076>, Cold Spring Harbor Laboratory" at <https://www.biorxiv.org/content/early/2018/08/07/387076.full.pdf> for model details.

Last updated 6 years ago

1.75 score 56 scripts 151 downloads

tightClust - Tight Clustering

The functions needed to perform tight clustering Algorithm.

Last updated 7 years ago

1.71 score 1 dependents 17 scripts 134 downloads

hdmed - Methods for Mediation Analysis with High-Dimensional Mediators

A suite of functions for performing mediation analysis with high-dimensional mediators. In addition to centralizing code from several existing packages for high-dimensional mediation analysis, we provide organized, well-documented functions for a handle of methods which, though programmed their original authors, have not previously been formalized into R packages or been made presentable for public use. The methods we include cover a broad array of approaches and objectives, and are described in detail by both our companion manuscript---"Methods for Mediation Analysis with High-Dimensional DNA Methylation Data: Possible Choices and Comparison"---and the original publications that proposed them. The specific methods offered by our package include the Bayesian sparse linear mixed model (BSLMM) by Song et al. (2019); high-dimensional mediation analysis (HDMA) by Gao et al. (2019); high-dimensional multivariate mediation (HDMM) by Chén et al. (2018); high-dimensional linear mediation analysis (HILMA) by Zhou et al. (2020); high-dimensional mediation analysis (HIMA) by Zhang et al. (2016); latent variable mediation analysis (LVMA) by Derkach et al. (2019); mediation by fixed-effect model (MedFix) by Zhang (2021); pathway LASSO by Zhao & Luo (2022); principal component mediation analysis (PCMA) by Huang & Pan (2016); and sparse principal component mediation analysis (SPCMA) by Zhao et al. (2020). Citations for the corresponding papers can be found in their respective functions.

Last updated 7 months ago

1.70 score 7 scripts 515 downloads

ddecompose - Detailed Distributional Decomposition

Implements the Oaxaca-Blinder decomposition method and generalizations of it that decompose differences in distributional statistics beyond the mean. The function ob_decompose() decomposes differences in the mean outcome between two groups into one part explained by different covariates (composition effect) and into another part due to differences in the way covariates are linked to the outcome variable (structure effect). The function further divides the two effects into the contribution of each covariate and allows for weighted doubly robust decompositions. For distributional statistics beyond the mean, the function performs the recentered influence function (RIF) decomposition proposed by Firpo, Fortin, and Lemieux (2018). The function dfl_decompose() divides differences in distributional statistics into an composition effect and a structure effect using inverse probability weighting as introduced by DiNardo, Fortin, and Lemieux (1996). The function also allows to sequentially decompose the composition effect into the contribution of single covariates. References: Firpo, Sergio, Nicole M. Fortin, and Thomas Lemieux. (2018) <doi:10.3390/econometrics6020028>. "Decomposing Wage Distributions Using Recentered Influence Function Regressions." Fortin, Nicole M., Thomas Lemieux, and Sergio Firpo. (2011) <doi:10.3386/w16045>. "Decomposition Methods in Economics." DiNardo, John, Nicole M. Fortin, and Thomas Lemieux. (1996) <doi:10.2307/2171954>. "Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach." Oaxaca, Ronald. (1973) <doi:10.2307/2525981>. "Male-Female Wage Differentials in Urban Labor Markets." Blinder, Alan S. (1973) <doi:10.2307/144855>. "Wage Discrimination: Reduced Form and Structural Estimates."

Last updated 8 months ago

1.70 score 1 stars 3 scripts 156 downloads

bayesGAM - Fit Multivariate Response Generalized Additive Models using Hamiltonian Monte Carlo

The 'bayesGAM' package is designed to provide a user friendly option to fit univariate and multivariate response Generalized Additive Models (GAM) using Hamiltonian Monte Carlo (HMC) with few technical burdens. The functions in this package use 'rstan' (Stan Development Team 2020) to call 'Stan' routines that run the HMC simulations. The 'Stan' code for these models is already pre-compiled for the user. The programming formulation for models in 'bayesGAM' is designed to be familiar to analysts who fit statistical models in 'R'. Carpenter, B., Gelman, A., Hoffman, M. D., Lee, D., Goodrich, B., Betancourt, M., ... & Riddell, A. (2017). Stan: A probabilistic programming language. Journal of statistical software, 76(1). Stan Development Team. 2018. RStan: the R interface to Stan. R package version 2.17.3. <https://mc-stan.org/> Neal, Radford (2011) "Handbook of Markov Chain Monte Carlo" ISBN: 978-1420079418. Betancourt, Michael, and Mark Girolami. "Hamiltonian Monte Carlo for hierarchical models." Current trends in Bayesian methodology with applications 79.30 (2015): 2-4. Thomas, S., Tu, W. (2020) "Learning Hamiltonian Monte Carlo in R" <arXiv:2006.16194>, Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013) "Bayesian Data Analysis" ISBN: 978-1439840955, Agresti, Alan (2015) "Foundations of Linear and Generalized Linear Models ISBN: 978-1118730034, Pinheiro, J., Bates, D. (2006) "Mixed-effects Models in S and S-Plus" ISBN: 978-1441903174. Ruppert, D., Wand, M. P., & Carroll, R. J. (2003). Semiparametric regression (No. 12). Cambridge university press. ISBN: 978-0521785167.

Last updated 3 years ago

cpp

1.70 score 2 scripts 295 downloads

BivRegBLS - Tolerance Interval and EIV Regression - Method Comparison Studies

Assess the agreement in method comparison studies by tolerance intervals and errors-in-variables (EIV) regressions. The Ordinary Least Square regressions (OLSv and OLSh), the Deming Regression (DR), and the (Correlated)-Bivariate Least Square regressions (BLS and CBLS) can be used with unreplicated or replicated data. The BLS() and CBLS() are the two main functions to estimate a regression line, while XY.plot() and MD.plot() are the two main graphical functions to display, respectively an (X,Y) plot or (M,D) plot with the BLS or CBLS results. Four hyperbolic statistical intervals are provided: the Confidence Interval (CI), the Confidence Bands (CB), the Prediction Interval and the Generalized prediction Interval. Assuming no proportional bias, the (M,D) plot (Band-Altman plot) may be simplified by calculating univariate tolerance intervals (beta-expectation (type I) or beta-gamma content (type II)). Major updates from last version 1.0.0 are: title shortened, include the new functions BLS.fit() and CBLS.fit() as shortcut of the, respectively, functions BLS() and CBLS(). References: B.G. Francq, B. Govaerts (2016) <doi:10.1002/sim.6872>, B.G. Francq, B. Govaerts (2014) <doi:10.1016/j.chemolab.2014.03.006>, B.G. Francq, B. Govaerts (2014) <http://publications-sfds.fr/index.php/J-SFdS/article/view/262>, B.G. Francq (2013), PhD Thesis, UCLouvain, Errors-in-variables regressions to assess equivalence in method comparison studies, <https://dial.uclouvain.be/pr/boreal/object/boreal%3A135862/datastream/PDF_01/view>.

Last updated 5 years ago

1.63 score 43 scripts 191 downloads

CopulaREMADA - Copula Mixed Models for Multivariate Meta-Analysis of Diagnostic Test Accuracy Studies

The bivariate copula mixed model for meta-analysis of diagnostic test accuracy studies in Nikoloulopoulos (2015) <doi:10.1002/sim.6595> and Nikoloulopoulos (2018) <doi:10.1007/s10182-017-0299-y>. The vine copula mixed model for meta-analysis of diagnostic test accuracy studies accounting for disease prevalence in Nikoloulopoulos (2017) <doi:10.1177/0962280215596769> and also accounting for non-evaluable subjects in Nikoloulopoulos (2020) <doi:10.1515/ijb-2019-0107>. The hybrid vine copula mixed model for meta-analysis of diagnostic test accuracy case-control and cohort studies in Nikoloulopoulos (2018) <doi:10.1177/0962280216682376>. The D-vine copula mixed model for meta-analysis and comparison of two diagnostic tests in Nikoloulopoulos (2019) <doi:10.1177/0962280218796685>. The multinomial quadrivariate D-vine copula mixed model for meta-analysis of diagnostic tests with non-evaluable subjects in Nikoloulopoulos (2020) <doi:10.1177/0962280220913898>. The one-factor copula mixed model for joint meta-analysis of multiple diagnostic tests in Nikoloulopoulos (2022) <doi:10.1111/rssa.12838>. The multinomial six-variate 1-truncated D-vine copula mixed model for meta-analysis of two diagnostic tests accounting for within and between studies dependence in Nikoloulopoulos (2024) <doi:10.1177/09622802241269645>. The 1-truncated D-vine copula mixed models for meta-analysis of diagnostic accuracy studies without a gold standard (Nikoloulopoulos, 2024).

Last updated 2 months ago

1.60 score 2 stars 10 scripts 295 downloads

gausscov - The Gaussian Covariate Method for Variable Selection

The standard linear regression theory whether frequentist or Bayesian is based on an 'assumed (revealed?) truth' (John Tukey) attitude to models. This is reflected in the language of statistical inference which involves a concept of truth, for example confidence intervals, hypothesis testing and consistency. The motivation behind this package was to remove the word true from the theory and practice of linear regression and to replace it by approximation. The approximations considered are the least squares approximations. An approximation is called valid if it contains no irrelevant covariates. This is operationalized using the concept of a Gaussian P-value which is the probability that pure Gaussian noise is better in term of least squares than the covariate. The precise definition given in the paper, it is intuitive and requires only four simple equations. Its overwhelming advantage compared with a standard F P-value is that is is exact and valid whatever the data. In contrast F P-values are only valid for specially designed simulations. Given this a valid approximation is one where all the Gaussian P-values are less than a threshold p0 specified by the statistician, in this package with the default value 0.01. This approximations approach is not only much simpler it is overwhelmingly better than the standard model based approach. The will be demonstrated using six real data sets, four from high dimensional regression and two from vector autoregression. The simplicity and superiority of Gaussian P-values derive from their universal exactness and validity. This is in complete contrast to standard F P-values which are valid only for carefully designed simulations. The function f1st is the most important function. It is a greedy forward selection procedure which results in either just one or no approximations which may however not be valid. If the size is less than than a threshold with default value 21 then an all subset procedure is called which returns the best valid subset. A good default start is f1st(y,x,kmn=15) The best function for returning multiple approximations is f3st which repeatedly calls f1st. For more information see the web site below and the accompanying papers: L. Davies and L. Duembgen, "Covariate Selection Based on a Model-free Approach to Linear Regression with Exact Probabilities", 2202, <doi:10.48550/arXiv.2202.01553>. L. Davies, "An Approximation Based Theory of Linear Regression", 2402, <doi:10.48550/arXiv.2402.09858>.

Last updated 7 months ago

1.60 score 1 stars 53 scripts 657 downloads

lrmest - Different Types of Estimators to Deal with Multicollinearity

When multicollinearity exists among predictor variables of the linear model, least square estimators does not provide a better solution for estimating parameters. To deal with multicollinearity several estimators are proposed in the literature. Some of these estimators are Ordinary Least Square Estimator (OLSE), Ordinary Generalized Ordinary Least Square Estimator (OGOLSE), Ordinary Ridge Regression Estimator (ORRE), Ordinary Generalized Ridge Regression Estimator (OGRRE), Restricted Least Square Estimator (RLSE), Ordinary Generalized Restricted Least Square Estimator (OGRLSE), Ordinary Mixed Regression Estimator (OMRE), Ordinary Generalized Mixed Regression Estimator (OGMRE), Liu Estimator (LE), Ordinary Generalized Liu Estimator (OGLE), Restricted Liu Estimator (RLE), Ordinary Generalized Restricted Liu Estimator (OGRLE), Stochastic Restricted Liu Estimator (SRLE), Ordinary Generalized Stochastic Restricted Liu Estimator (OGSRLE), Type (1),(2),(3) Liu Estimator (Type-1,2,3 LTE), Ordinary Generalized Type (1),(2),(3) Liu Estimator (Type-1,2,3 OGLTE), Type (1),(2),(3) Adjusted Liu Estimator (Type-1,2,3 ALTE), Ordinary Generalized Type (1),(2),(3) Adjusted Liu Estimator (Type-1,2,3 OGALTE), Almost Unbiased Ridge Estimator (AURE), Ordinary Generalized Almost Unbiased Ridge Estimator (OGAURE), Almost Unbiased Liu Estimator (AULE), Ordinary Generalized Almost Unbiased Liu Estimator (OGAULE), Stochastic Restricted Ridge Estimator (SRRE), Ordinary Generalized Stochastic Restricted Ridge Estimator (OGSRRE), Restricted Ridge Regression Estimator (RRRE) and Ordinary Generalized Restricted Ridge Regression Estimator (OGRRRE). To select the best estimator in a practical situation the Mean Square Error (MSE) is used. Using this package scalar MSE value of all the above estimators and Prediction Sum of Square (PRESS) values of some of the estimators can be obtained, and the variation of the MSE and PRESS values for the relevant estimators can be shown graphically.

Last updated 9 years ago

1.60 score 40 scripts 177 downloads

ljr - Logistic Joinpoint Regression

Fits and tests logistic joinpoint models.

Last updated 9 years ago

openblas

1.52 score 1 stars 11 scripts 205 downloads

treebalance - Computation of Tree (Im)Balance Indices

The aim of the 'R' package 'treebalance' is to provide functions for the computation of a large variety of (im)balance indices for rooted trees. The package accompanies the book ''Tree balance indices: a comprehensive survey'' by M. Fischer, L. Herbst, S. Kersting, L. Kuehn and K. Wicke (2023) <ISBN: 978-3-031-39799-8>, <doi:10.1007/978-3-031-39800-1>, which gives a precise definition for the terms 'balance index' and 'imbalance index' (Chapter 4) and provides an overview of the terminology in this manual (Chapter 2). For further information on (im)balance indices, see also Fischer et al. (2021) <https://treebalance.wordpress.com>. Considering both established and new (im)balance indices, 'treebalance' provides (among others) functions for calculating the following 18 established indices and index families: the average leaf depth, the B1 and B2 index, the Colijn-Plazzotta rank, the normal, corrected, quadratic and equal weights Colless index, the family of Colless-like indices, the family of I-based indices, the Rogers J index, the Furnas rank, the rooted quartet index, the s-shape statistic, the Sackin index, the symmetry nodes index, the total cophenetic index and the variance of leaf depths. Additionally, we include 9 tree shape statistics that satisfy the definition of an (im)balance index but have not been thoroughly analyzed in terms of tree balance in the literature yet. These are: the total internal path length, the total path length, the average vertex depth, the maximum width, the modified maximum difference in widths, the maximum depth, the maximum width over maximum depth, the stairs1 and the stairs2 index. As input, most functions of 'treebalance' require a rooted (phylogenetic) tree in 'phylo' format (as introduced in 'ape' 1.9 in November 2006). 'phylo' is used to store (phylogenetic) trees with no vertices of out-degree one. For further information on the format we kindly refer the reader to E. Paradis (2012) <http://ape-package.ird.fr/misc/FormatTreeR_24Oct2012.pdf>.

Last updated 1 years ago

1.48 score 1 dependents 7 scripts 204 downloads

relevent - Relational Event Models

Tools to fit and simulate realizations from relational event models.

Last updated 2 years ago

1.48 score 1 stars 1 dependents 33 scripts 411 downloads

TTCA - Transcript Time Course Analysis

The analysis of microarray time series promises a deeper insight into the dynamics of the cellular response following stimulation. A common observation in this type of data is that some genes respond with quick, transient dynamics, while other genes change their expression slowly over time. The existing methods for detecting significant expression dynamics often fail when the expression dynamics show a large heterogeneity. Moreover, these methods often cannot cope with irregular and sparse measurements. The method proposed here is specifically designed for the analysis of perturbation responses. It combines different scores to capture fast and transient dynamics as well as slow expression changes, and performs well in the presence of low replicate numbers and irregular sampling times. The results are given in the form of tables including links to figures showing the expression dynamics of the respective transcript. These allow to quickly recognise the relevance of detection, to identify possible false positives and to discriminate early and late changes in gene expression. An extension of the method allows the analysis of the expression dynamics of functional groups of genes, providing a quick overview of the cellular response. The performance of this package was tested on microarray data derived from lung cancer cells stimulated with epidermal growth factor (EGF). Paper: Albrecht, Marco, et al. (2017)<DOI:10.1186/s12859-016-1440-8>.

Last updated 8 years ago

1.48 score 5 scripts 125 downloads

bingat - Binary Graph Analysis Tools

Tools to analyze binary graph objects.

Last updated 7 years ago

1.28 score 19 scripts 216 downloads

naivereg - Nonparametric Additive Instrumental Variable Estimator and Related IV Methods

In empirical studies, instrumental variable (IV) regression is the signature method to solve the endogeneity problem. If we enforce the exogeneity condition of the IV, it is likely that we end up with a large set of IVs without knowing which ones are good. Also, one could face the model uncertainty for structural equation, as large micro dataset is commonly available nowadays. This package uses adaptive group lasso and B-spline methods to select the nonparametric components of the IV function, with the linear function being a special case (naivereg). The package also incorporates two stage least squares estimator (2SLS), generalized method of moment (GMM), generalized empirical likelihood (GEL) methods post instrument selection, logistic-regression instrumental variables estimator (LIVE, for dummy endogenous variable problem), double-selection plus instrumental variable estimator (DS-IV) and double selection plus logistic regression instrumental variable estimator (DS-LIVE), where the double selection methods are useful for high-dimensional structural equation models. The naivereg is nonparametric version of 'ivregress' in 'Stata' with IV selection and high dimensional features. The package is based on the paper by Q. Fan and W. Zhong, "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective" (2018), Journal of Business & Economic Statistics <doi:10.1080/07350015.2016.1180991> as well as a series of working papers led by the same authors.

Last updated 5 years ago

1.26 score 1 stars 18 scripts 121 downloads

dadjoke - Displays a Dad Joke

Displays a terrible joke, the kind only dads crack.

Last updated 4 years ago

1.20 score 16 scripts 161 downloads

fence - Using Fence Methods for Model Selection

This method is a new class of model selection strategies, for mixed model selection, which includes linear and generalized linear mixed models. The idea involves a procedure to isolate a subgroup of what are known as correct models (of which the optimal model is a member). This is accomplished by constructing a statistical fence, or barrier, to carefully eliminate incorrect models. Once the fence is constructed, the optimal model is selected from among those within the fence according to a criterion which can be made flexible. References: 1. Jiang J., Rao J.S., Gu Z., Nguyen T. (2008), Fence Methods for Mixed Model Selection. The Annals of Statistics, 36(4): 1669-1692. <DOI:10.1214/07-AOS517> <https://projecteuclid.org/euclid.aos/1216237296>. 2. Jiang J., Nguyen T., Rao J.S. (2009), A Simplified Adaptive Fence Procedure. Statistics and Probability Letters, 79, 625-629. <DOI:10.1016/j.spl.2008.10.014> <https://www.researchgate.net/publication/23991417_A_simplified_adaptive_fence_procedure> 3. Jiang J., Nguyen T., Rao J.S. (2010), Fence Method for Nonparametric Small Area Estimation. Survey Methodology, 36(1), 3-11. <http://publications.gc.ca/collections/collection_2010/statcan/12-001-X/12-001-x2010001-eng.pdf>. 4. Jiming Jiang, Thuan Nguyen and J. Sunil Rao (2011), Invisible fence methods and the identification of differentially expressed gene sets. Statistics and Its Interface, Volume 4, 403-415. <http://www.intlpress.com/site/pub/files/_fulltext/journals/sii/2011/0004/0003/SII-2011-0004-0003-a014.pdf>. 5. Thuan Nguyen & Jiming Jiang (2012), Restricted fence method for covariate selection in longitudinal data analysis. Biostatistics, 13(2), 303-314. <DOI:10.1093/biostatistics/kxr046> <https://academic.oup.com/biostatistics/article/13/2/303/263903/Restricted-fence-method-for-covariate-selection-in>. 6. Thuan Nguyen, Jie Peng, Jiming Jiang (2014), Fence Methods for Backcross Experiments. Statistical Computation and Simulation, 84(3), 644-662. <DOI:10.1080/00949655.2012.721885> <https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3891925/>. 7. Jiang, J. (2014), The fence methods, in Advances in Statistics, Hindawi Publishing Corp., Cairo. <DOI:10.1155/2014/830821>. 8. Jiming Jiang and Thuan Nguyen (2015), The Fence Methods, World Scientific, Singapore. <https://www.abebooks.com/9789814596060/Fence-Methods-Jiming-Jiang-981459606X/plp>.

Last updated 7 years ago

1.11 score 13 scripts 143 downloads

DWLasso - Degree Weighted Lasso

Infers networks with hubs using degree weighted Lasso method.

Last updated 7 years ago

1.04 score 1 stars 11 scripts 160 downloads

ShapePattern - Tools for Analyzing Shapes and Patterns

This is an evolving and growing collection of tools for the quantification, assessment, and comparison of shape and pattern. This collection provides tools for: (1) the spatial decomposition of planar shapes using 'ShrinkShape' to incrementally shrink shapes to extinction while computing area, perimeter, and number of parts at each iteration of shrinking; the spectra of results are returned in graphic and tabular formats (Remmel 2015) <doi:10.1111/cag.12222>, (2) simulating landscape patterns, (3) provision of tools for estimating composition and configuration parameters from a categorical (binary) landscape map (grid) and then simulates a selected number of statistically similar landscapes. Class-focused pattern metrics are computed for each simulated map to produce empirical distributions against which statistical comparisons can be made. The code permits the analysis of single maps or pairs of maps (Remmel and Fortin 2013) <doi:10.1007/s10980-013-9905-x>, (4) counting the number of each first-order pattern element and converting that information into both frequency and empirical probability vectors (Remmel 2020) <doi:10.3390/e22040420>, and (5) computing the porosity of raster patches <doi:10.3390/su10103413>. NOTE: This is a consolidation of existing packages ('PatternClass', 'ShapePattern') to begin warehousing all shape and pattern code in a common package. Additional utility tools for handling data are provided and this package will be added to as more tools are created, cleaned-up, and documented. Note that all future developments will appear in this package and that 'PatternClass' will eventually be archived.

Last updated 14 days ago

1.00 score 5 scripts 209 downloads

GenomicSig - Computation of Genomic Signatures

Genomic signatures represent unique features within a species' DNA, enabling the differentiation of species and offering broad applications across various fields. This package provides essential tools for calculating these specific signatures, streamlining the process for researchers and offering a comprehensive and time-saving solution for genomic analysis.The amino acid contents are identified based on the work published by Sandberg et al. (2003) <doi:10.1016/s0378-1119(03)00581-x> and Xiao et al. (2015) <doi:10.1093/bioinformatics/btv042>. The Average Mutual Information Profiles (AMIP) values are calculated based on the work of Bauer et al. (2008) <doi:10.1186/1471-2105-9-48>. The Chaos Game Representation (CGR) plot visualization was done based on the work of Deschavanne et al. (1999) <doi:10.1093/oxfordjournals.molbev.a026048> and Jeffrey et al. (1990) <doi:10.1093/nar/18.8.2163>. The GC content is calculated based on the work published by Nakabachi et al. (2006) <doi:10.1126/science.1134196> and Barbu et al. (1956) <https://pubmed.ncbi.nlm.nih.gov/13363015>. The Oligonucleotide Frequency Derived Error Gradient (OFDEG) values are computed based on the work published by Saeed et al. (2009) <doi:10.1186/1471-2164-10-S3-S10>. The Relative Synonymous Codon Usage (RSCU) values are calculated based on the work published by Elek (2018) <https://urn.nsk.hr/urn:nbn:hr:217:686131>.

Last updated 3 months ago

1.00 score 6 scripts 128 downloads

SILFS - Subgroup Identification with Latent Factor Structure

In various domains, many datasets exhibit both high variable dependency and group structures, which necessitates their simultaneous estimation. This package provides functions for two subgroup identification methods based on penalized functions, both of which utilize factor model structures to adapt to data with cross-sectional dependency. The first method is the Subgroup Identification with Latent Factor Structure Method (SILFSM) we proposed. By employing Center-Augmented Regularization and factor structures, the SILFSM effectively eliminates data dependencies while identifying subgroups within datasets. For this model, we offer optimization functions based on two different methods: Coordinate Descent and our newly developed Difference of Convex-Alternating Direction Method of Multipliers (DC-ADMM) algorithms; the latter can be applied to cases where the distance function in Center-Augmented Regularization takes L1 and L2 forms. The other method is the Factor-Adjusted Pairwise Fusion Penalty (FA-PFP) model, which incorporates factor augmentation into the Pairwise Fusion Penalty (PFP) developed by Ma, S. and Huang, J. (2017) <doi:10.1080/01621459.2016.1148039>. Additionally, we provide a function for the Standard CAR (S-CAR) method, which does not consider the dependency and is for comparative analysis with other approaches. Furthermore, functions based on the Bayesian Information Criterion (BIC) of the SILFSM and the FA-PFP method are also included in 'SILFS' for selecting tuning parameters. For more details of Subgroup Identification with Latent Factor Structure Method, please refer to He et al. (2024) <doi:10.48550/arXiv.2407.00882>.

Last updated 6 months ago

1.00 score 145 downloads

VAR.spec - Allows Specifying a Bivariate VAR (Vector Autoregression) with Desired Spectral Characteristics

The spectral characteristics of a bivariate series (Marginal Spectra, Coherency- and Phase-Spectrum) determine whether there is a strong presence of short-, medium-, or long-term fluctuations (components of certain frequencies in the spectral representation of the series) in each one of them. These are induced by strong peaks of the marginal spectra of each series at the corresponding frequencies. The spectral characteristics also determine how strongly these short-, medium-, or long-term fluctuations of the two series are correlated between the two series. Information on this is provided by the Coherency spectrum at the corresponding frequencies. Finally, certain fluctuations of the two series may be lagged to each other. Information on this is provided by the Phase spectrum at the corresponding frequencies. The idea in this package is to define a VAR (Vector autoregression) model with desired spectral characteristics by specifying a number of polynomials, required to define the VAR. See Ioannidis(2007) <doi:10.1016/j.jspi.2005.12.013>. These are specified via their roots, instead of via their coefficients. This is an idea borrowed from the Time Series Library of R. Dahlhaus, where it is used for defining ARMA models for univariate time series. This way, one may e.g. specify a VAR inducing a strong presence of long-term fluctuations in series 1 and in series 2, which are weakly correlated, but lagged by a number of time units to each other, while short-term fluctuations in series 1 and in series 2, are strongly present only in one of the two series, while they are strongly correlated to each other between the two series. Simulation from such models allows studying the behavior of data-analysis tools, such as estimation of the spectra, under different circumstances, as e.g. peaks in the spectra, generating bias, induced by leakage.

Last updated 7 months ago

1.00 score 455 downloads

nice - Get or Set UNIX Niceness

Get or set UNIX priority (niceness) of running R process.

Last updated 1 years ago

1.00 score 4 scripts 105 downloads

PrInDT - Prediction and Interpretation in Decision Trees for Classification and Regression

Optimization of conditional inference trees from the package 'party' for classification and regression. For optimization, the model space is searched for the best tree on the full sample by means of repeated subsampling. Restrictions are allowed so that only trees are accepted which do not include pre-specified uninterpretable split results (cf. Weihs & Buschfeld, 2021a). The function PrInDT() represents the basic resampling loop for 2-class classification (cf. Weihs & Buschfeld, 2021a). The function RePrInDT() (repeated PrInDT()) allows for repeated applications of PrInDT() for different percentages of the observations of the large and the small classes (cf. Weihs & Buschfeld, 2021c). The function NesPrInDT() (nested PrInDT()) allows for an extra layer of subsampling for a specific factor variable (cf. Weihs & Buschfeld, 2021b). The functions PrInDTMulev() and PrInDTMulab() deal with multilevel and multilabel classification. In addition to these PrInDT() variants for classification, the function PrInDTreg() has been developed for regression problems. Finally, the function PostPrInDT() allows for a posterior analysis of the distribution of a specified variable in the terminal nodes of a given tree. References are: -- Weihs, C., Buschfeld, S. (2021a) "Combining Prediction and Interpretation in Decision Trees (PrInDT) - a Linguistic Example" <arXiv:2103.02336>; -- Weihs, C., Buschfeld, S. (2021b) "NesPrInDT: Nested undersampling in PrInDT" <arXiv:2103.14931>; -- Weihs, C., Buschfeld, S. (2021c) "Repeated undersampling in PrInDT (RePrInDT): Variation in undersampling and prediction, and ranking of predictors in ensembles" <arXiv:2108.05129>.

Last updated 2 years ago

1.00 score 170 downloads

MiRNAQCD - Micro-RNA Quality Control and Diagnosis

A complete and dedicated analytical toolbox for quality control and diagnosis based on subject-related measurements of micro-RNA (miRNA) expressions. The package consists of a set of functions that allow to train, optimize and use a Bayesian classifier that relies on multiplets of measured miRNA expressions. The package also implements the quality control tools required to preprocess input datasets. In addition, the package provides a function to carry out a statistical analysis of miRNA expressions, which can give insights to improve the classifier's performance. The method implemented in the package was first introduced in L. Ricci, V. Del Vescovo, C. Cantaloni, M. Grasso, M. Barbareschi and M. A. Denti, "Statistical analysis of a Bayesian classifier based on the expression of miRNAs", BMC Bioinformatics 16:287, 2015 <doi:10.1186/s12859-015-0715-9>. The package is thoroughly described in M. Castelluzzo, A. Perinelli, S. Detassis, M. A. Denti and L. Ricci, "MiRNA-QC-and-Diagnosis: An R package for diagnosis based on MiRNA expression", SoftwareX 12:100569, 2020 <doi:10.1016/j.softx.2020.100569>. Please cite both these works if you use the package for your analysis. DISCLAIMER: The software in this package is for general research purposes only and is thus provided WITHOUT ANY WARRANTY. It is NOT intended to form the basis of clinical decisions. Please refer to the GNU General Public License 3.0 (GPLv3) for further information.

Last updated 2 years ago

1.00 score 7 scripts 205 downloads

TemporalGSSA - Outputs Temporal Profile of Molecules from Stochastic Simulation Algorithm Generated Datasets

The data that is generated from independent and consecutive 'GillespieSSA' runs for a generic biochemical network is formatted as rows and constitutes an observation. The first column of each row is the computed timestep for each run. Subsequent columns are used for the number of molecules of each participating molecular species or "metabolite" of a generic biochemical network. In this way 'TemporalGSSA', is a wrapper for the R-package 'GillespieSSA'. The number of observations must be at least 30. This will generate data that is statistically significant. 'TemporalGSSA', transforms this raw data into a simulation time-dependent and metabolite-specific trial. Each such trial is defined as a set of linear models (n >= 30) between a timestep and number of molecules for a metabolite. Each linear model is characterized by coefficients such as the slope, arbitrary constant, etc. The user must enter an integer from 1-4. These specify the statistical modality utilized to compute a representative timestep (mean, median, random, all). These arguments are mandatory and will be checked. Whilst, the numeric indicator "0" indicates suitability, "1" prompts the user to revise and re-enter their data. An optional logical argument controls the output to the console with the default being "TRUE" (curtailed) whilst "FALSE" (verbose). The coefficients of each linear model are averaged (mean slope, mean constant) and are incorporated into a metabolite-specific linear regression model as the dependent variable. The independent variable is the representative timestep chosen previously. The generated data is the imputed molecule number for an in silico experiment with (n >=30) observations. These steps can be replicated with multiple set of observations. The generated "technical replicates" can be statistically evaluated (mean, standard deviation) and will constitute simulation time-dependent molecules for each metabolite. For SSA-generated datasets with varying simulation times 'TemporalGSSA' will generate a simulation time-dependent trajectory for each metabolite of the biochemical network under study. The relevant publication with the mathematical derivation of the algorithm is (2022, Journal of Bioinformatics and Computational Biology) <doi:10.1142/S0219720022500184>. The algorithm has been deployed in the following publications (2021, Heliyon) <doi:10.1016/j.heliyon.2021.e07466> and (2016, Journal of Theoretical Biology) <doi:10.1016/j.jtbi.2016.07.002>.

Last updated 2 years ago

1.00 score 1 scripts 117 downloads

SurvTrunc - Analysis of Doubly Truncated Data

Package performs Cox regression and survival distribution function estimation when the survival times are subject to double truncation. In case that the survival and truncation times are quasi-independent, the estimation procedure for each method involves inverse probability weighting, where the weights correspond to the inverse of the selection probabilities and are estimated using the survival times and truncation times only. A test for checking this independence assumption is also included in this package. The functions available in this package for Cox regression, survival distribution function estimation, and testing independence under double truncation are based on the following methods, respectively: Rennert and Xie (2018) <doi:10.1111/biom.12809>, Shen (2010) <doi:10.1007/s10463-008-0192-2>, Martin and Betensky (2005) <doi:10.1198/016214504000001538>. When the survival times are dependent on at least one of the truncation times, an EM algorithm is employed to obtain point estimates for the regression coefficients. The standard errors are calculated using the bootstrap method. See Rennert and Xie (2022) <doi:10.1111/biom.13451>. Both the independent and dependent cases assume no censoring is present in the data. Please contact Lior Rennert <[email protected]> for questions regarding function coxDT and Yidan Shi <[email protected]> for questions regarding function coxDTdep.

Last updated 2 years ago

1.00 score 10 scripts 133 downloads

PhageCocktail - Design of the Best Phage Cocktail

There are 4 possible methods: "ExhaustiveSearch"; "ExhaustivePhi"; "ClusteringSearch"; and "ClusteringPhi". "ExhaustiveSearch"--> gives you the best phage cocktail from a phage-bacteria infection network. It checks different phage cocktail sizes from 1 to 7 and only stops before if it lyses all bacteria. Other option is when users have decided not to obtain a phage cocktail size higher than a limit value. "ExhaustivePhi"--> firstly, it finds Phi out. Phi is a formula indicating the necessary phage cocktail size. Phi needs nestedness temperature and fill, which are internally calculated. This function will only look for the best combination (phage cocktail) with a Phi size. "ClusteringSearch"--> firstly, an agglomerative hierarchical clustering using Ward's algorithm is calculated for phages. They will be clustered according to bacteria lysed by them. PhageCocktail() chooses how many clusters are needed in order to select 1 phage per cluster. Using the phages selected during the clustering, it checks different phage cocktail sizes from 1 to 7 and only stops before if it lyses all bacteria. Other option is when users have decided not to obtain a phage cocktail size higher than a limit value. "ClusteringPhi"--> firstly, an agglomerative hierarchical clustering using Ward's algorithm is calculated for phages. They will be clustered according to bacteria lysed by them. PhageCocktail() chooses how many clusters are needed in order to select 1 phage per cluster. Once the function has one phage per cluster, it calculates Phi. If the number of clusters is less than Phi number, it will be changed to obtain, as minimum, this quantity of candidates (phages). Then, it calculates the best combination of Phi phages using those selected during the clustering with Ward algorithm. If you use PhageCocktail, please cite it as: "PhageCocktail: An R Package to Design Phage Cocktails from Experimental Phage-Bacteria Infection Networks". María Victoria Díaz-Galián, Miguel A. Vega-Rodríguez, Felipe Molina. Computer Methods and Programs in Biomedicine, 221, 106865, Elsevier Ireland, Clare, Ireland, 2022, pp. 1-9, ISSN: 0169-2607. <doi:10.1016/j.cmpb.2022.106865>.

Last updated 3 years ago

1.00 score 1 stars 214 downloads

FWRGB - Fresh Weight Determination from Visual Image of the Plant

Fresh biomass determination is the key to evaluating crop genotypes' response to diverse input and stress conditions and forms the basis for calculating net primary production. However, as conventional phenotyping approaches for measuring fresh biomass is time-consuming, laborious and destructive, image-based phenotyping methods are being widely used now. In the image-based approach, the fresh weight of the above-ground part of the plant depends on the projected area. For determining the projected area, the visual image of the plant is converted into the grayscale image by simply averaging the Red(R), Green (G) and Blue (B) pixel values. Grayscale image is then converted into a binary image using Otsu’s thresholding method Otsu, N. (1979) <doi:10.1109/TSMC.1979.4310076> to separate plant area from the background (image segmentation). The segmentation process was accomplished by selecting the pixels with values over the threshold value belonging to the plant region and other pixels to the background region. The resulting binary image consists of white and black pixels representing the plant and background regions. Finally, the number of pixels inside the plant region was counted and converted to square centimetres (cm2) using the reference object (any object whose actual area is known previously) to get the projected area. After that, the projected area is used as input to the machine learning model (Linear Model, Artificial Neural Network, and Support Vector Regression) to determine the plant's fresh weight.

Last updated 3 years ago

1.00 score 166 downloads

ReDirection - Predict Dominant Direction of Reactions of a Biochemical Network

Biologically relevant, yet mathematically sound constraints are used to compute the propensity and thence infer the dominant direction of reactions of a generic biochemical network. The reactions must be unique and their number must exceed that of the reactants,i.e., reactions >= reactants + 2. 'ReDirection', computes the null space of a user-defined stoichiometry matrix. The spanning non-zero and unique reaction vectors (RVs) are combinatorially summed to generate one or more subspaces recursively. Every reaction is represented as a sequence of identical components across all RVs of a particular subspace. The terms are evaluated with (biologically relevant bounds, linear maps, tests of convergence, descriptive statistics, vector norms) and the terms are classified into forward-, reverse- and equivalent-subsets. Since, these are mutually exclusive the probability of occurrence is binary (all, 1; none, 0). The combined propensity of a reaction is the p1-norm of the sub-propensities, i.e., sum of the products of the probability and maximum numeric value of a subset (least upper bound, greatest lower bound). This, if strictly positive is the probable rate constant, is used to infer dominant direction and annotate a reaction as "Forward (f)", "Reverse (b)" or "Equivalent (e)". The inherent computational complexity (NP-hard) per iteration suggests that a suitable value for the number of reactions is around 20. Three functions comprise ReDirection. These are check_matrix() and reaction_vector() which are internal, and calculate_reaction_vector() which is external.

Last updated 3 years ago

1.00 score 1 scripts 174 downloads

EuclideanSD - An Euclidean View of Center and Spread

Illustrates the concepts developed in Sarkar and Rashid (2019, ISSN:0025-5742) <http://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=&cad=rja&uact=8&ved=2ahUKEwiH4deL3q3xAhWX73MBHR_wDaYQFnoECAUQAw&url=https%3A%2F%2Fwww.indianmathsociety.org.in%2Fmathstudent-part-2-2019.pdf&usg=AOvVaw3SY--3T6UAWUnH5-Nj6bSc>. This package helps a user guess four things (mean, MD, scaled MSD, and RMSD) before they get the SD. 1) The package displays the Empirical Cumulative Distribution Function (ECDF) of the given data. The user must choose the value of the mean by equating the areas of two colored (blue and green) regions. The package gives feedback to improve the choice until it is correct. Alternatively, the reader may continue with a different guess for the center (not necessarily the mean). 2) The user chooses the values of the Mean Deviation (MD) based on the ECDF of the deviations by equating the areas of two newly colored (blue and green) regions, with feedback from the package until the user guesses correctly. 3) The user chooses the Scaled Mean Squared Deviation (MSD) based on the ECDF of the scaled square deviations by equating the areas of two newly colored (blue and green) regions, with feedback from the package until the user guesses correctly. 4) The user chooses the Root Mean Squared Deviation (RMSD) by ensuring that its intersection with the ECDF of the deviations is at the same height as the intersection between the scaled MSD and the ECDF of the scaled squared deviations. Additionally, the intersection of two blue lines (the green dot) should fall on the vertical line at the maximum deviation. 5) Finally, if the mean is chosen correctly, only then the user can view the population SD (the same as the RMSD) and the sample SD (sqrt(n/(n-1))*RMSD) by clicking the respective buttons. If the mean is chosen incorrectly, the user is asked to correct it.

Last updated 3 years ago

1.00 score 194 downloads

TangPoemR - Write Chinese Tang Poems

Write Chinese Tang Poems automatically.

Last updated 6 years ago

1.00 score 2 scripts 83 downloads

rethinker - RethinkDB Client

Simple, native 'RethinkDB' client.

Last updated 7 years ago

1.00 score 6 scripts 378 downloads

IntegrateBs - Integration for B-Spline

Integrated B-spline function.

Last updated 8 years ago

1.00 score 1 scripts 96 downloads

psoptim - Particle Swarm Optimization

Particle swarm optimization - a basic variant.

Last updated 9 years ago

1.00 score 2 scripts 134 downloads

oaPlots - OpenAnalytics Plots Package

Offers a suite of functions for enhancing R plots.

Last updated 9 years ago

1.00 score 27 scripts 106 downloads