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Matrix - Sparse and Dense Matrix Classes and Methods

A rich hierarchy of sparse and dense matrix classes, including general, symmetric, triangular, and diagonal matrices with numeric, logical, or pattern entries. Efficient methods for operating on such matrices, often wrapping the 'BLAS', 'LAPACK', and 'SuiteSparse' libraries.

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openblas

16.87 score 1 stars 9.6k dependents 49k scripts 155k downloads

robustbase - Basic Robust Statistics

"Essential" Robust Statistics. Tools allowing to analyze data with robust methods. This includes regression methodology including model selections and multivariate statistics where we strive to cover the book "Robust Statistics, Theory and Methods" by 'Maronna, Martin and Yohai'; Wiley 2006.

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openblas

13.61 score 497 dependents 3.1k scripts 92k downloads

bitops - Bitwise Operations

Functions for bitwise operations on integer vectors.

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12.27 score 8 stars 2.0k dependents 784 scripts 252k downloads

cluster - "Finding Groups in Data": Cluster Analysis Extended Rousseeuw et al.

Methods for Cluster analysis. Much extended the original from Peter Rousseeuw, Anja Struyf and Mia Hubert, based on Kaufman and Rousseeuw (1990) "Finding Groups in Data".

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11.90 score 3 stars 2.5k dependents 23k scripts 156k downloads

copula - Multivariate Dependence with Copulas

Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.

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11.71 score 97 dependents 1.7k scripts 12k downloads

MatrixModels - Modelling with Sparse and Dense Matrices

Generalized Linear Modelling with sparse and dense 'Matrix' matrices, using modular prediction and response module classes.

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11.69 score 1 stars 1.7k dependents 182 scripts 406k downloads

sfsmisc - Utilities from 'Seminar fuer Statistik' ETH Zurich

Useful utilities ['goodies'] from Seminar fuer Statistik ETH Zurich, some of which were ported from S-plus in the 1990s. For graphics, have pretty (Log-scale) axes eaxis(), an enhanced Tukey-Anscombe plot, combining histogram and boxplot, 2d-residual plots, a 'tachoPlot()', pretty arrows, etc. For robustness, have a robust F test and robust range(). For system support, notably on Linux, provides 'Sys.*()' functions with more access to system and CPU information. Finally, miscellaneous utilities such as simple efficient prime numbers, integer codes, Duplicated(), toLatex.numeric() and is.whole().

Last updated

11.66 score 10 stars 120 dependents 934 scripts 27k downloads

expm - Matrix Exponential, Log, 'etc'

Computation of the matrix exponential, logarithm, sqrt, and related quantities, using traditional and modern methods.

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openblas

11.66 score 453 dependents 2.2k scripts 76k downloads

fracdiff - Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models

Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H".

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openblas

11.21 score 21 stars 1.3k dependents 534 scripts 361k downloads

diptest - Hartigan's Dip Test Statistic for Unimodality - Corrected

Compute Hartigan's dip test statistic for unimodality / multimodality and provide a test with simulation based p-values, where the original public code has been corrected.

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11.20 score 11 stars 86 dependents 546 scripts 20k downloads

Rmpfr - Interface R to MPFR - Multiple Precision Floating-Point Reliable

Arithmetic (via S4 classes and methods) for arbitrary precision floating point numbers, including transcendental ("special") functions. To this end, the package interfaces to the 'LGPL' licensed 'MPFR' (Multiple Precision Floating-Point Reliable) Library which itself is based on the 'GMP' (GNU Multiple Precision) Library.

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mpfr4gmp

10.94 score 88 dependents 640 scripts 29k downloads

stabledist - Stable Distribution Functions

Density, Probability and Quantile functions, and random number generation for (skew) stable distributions, using the parametrizations of Nolan.

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9.39 score 1 stars 232 dependents 103 scripts 27k downloads

cobs - Constrained B-Splines (Sparse Matrix Based)

Qualitatively Constrained (Regression) Smoothing Splines via Linear Programming and Sparse Matrices.

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7.80 score 21 dependents 198 scripts 10k downloads

Bessel - Computations and Approximations for Bessel Functions

Computations for Bessel function for complex, real and partly 'mpfr' (arbitrary precision) numbers; notably interfacing TOMS 644; approximations for large arguments, experiments, etc.

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7.69 score 17 dependents 215 scripts 7.5k downloads

nor1mix - Normal aka Gaussian 1-d Mixture Models

Onedimensional Normal (i.e. Gaussian) Mixture Models (S3) Classes, for, e.g., density estimation or clustering algorithms research and teaching; providing the widely used Marron-Wand densities. Efficient random number generation and graphics. Fitting to data by efficient ML (Maximum Likelihood) or traditional EM estimation.

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7.51 score 55 dependents 116 scripts 8.5k downloads

DPQ - Density, Probability, Quantile ('DPQ') Computations

Computations for approximations and alternatives for the 'DPQ' (Density (pdf), Probability (cdf) and Quantile) functions for probability distributions in R. Primary focus is on (central and non-central) beta, gamma and related distributions such as the chi-squared, F, and t. -- For several distribution functions, provide functions implementing formulas from Johnson, Kotz, and Kemp (1992) <doi:10.1002/bimj.4710360207> and Johnson, Kotz, and Balakrishnan (1995) for discrete or continuous distributions respectively. This is for the use of researchers in these numerical approximation implementations, notably for my own use in order to improve standard R pbeta(), qgamma(), ..., etc: {'"dpq"'-functions}.

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6.18 score 1 dependents 61 scripts 3.5k downloads

lokern - Kernel Regression Smoothing with Local or Global Plug-in Bandwidth

Kernel regression smoothing with adaptive local or global plug-in bandwidth selection.

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5.97 score 5 dependents 81 scripts 3.9k downloads

longmemo - Statistics for Long-Memory Processes (Book Jan Beran), and Related Functionality

Datasets and Functionality from 'Jan Beran' (1994). Statistics for Long-Memory Processes; Chapman & Hall. Estimation of Hurst (and more) parameters for fractional Gaussian noise, 'fARIMA' and 'FEXP' models.

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5.54 score 2 stars 3 dependents 63 scripts 6.1k downloads

lpridge - Local Polynomial (Ridge) Regression

Local Polynomial Regression with Ridging.

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5.23 score 2 dependents 19 scripts 328 downloads

round - Rounding to Decimal Digits

Decimal rounding is non-trivial in binary arithmetic. ISO standard round to even is more rare than typically assumed as most decimal fractions are not exactly representable in binary. Our 'roundX()' versions explore differences between current and potential future versions of round() in R. Further, provides (some partly related) C99 math lib functions not in base R.

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5.08 score 12 scripts 5.0k downloads

robustX - 'eXtra' / 'eXperimental' Functionality for Robust Statistics

Robustness -- 'eXperimental', 'eXtraneous', or 'eXtraordinary' Functionality for Robust Statistics. Hence methods which are not well established, often related to methods in package 'robustbase'. Amazingly, 'BACON()', originally by Billor, Hadi, and Velleman (2000) <doi:10.1016/S0167-9473(99)00101-2> has become established in places. The "barrow wheel" `rbwheel()` is from Stahel and Mächler (2009) <doi:10.1111/j.1467-9868.2009.00706.x>.

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4.76 score 2 dependents 30 scripts 680 downloads

supclust - Supervised Clustering of Predictor Variables Such as Genes

Methodology for supervised grouping aka "clustering" of potentially many predictor variables, such as genes etc, implementing algorithms 'PELORA' and 'WILMA'.

Last updated

openblas

4.15 score 2 stars 28 scripts 249 downloads

DPQmpfr - DPQ (Density, Probability, Quantile) Distribution Computations using MPFR

An extension to the 'DPQ' package with computations for 'DPQ' (Density (pdf), Probability (cdf) and Quantile) functions, where the functions here partly use the 'Rmpfr' package and hence the underlying 'MPFR' and 'GMP' C libraries.

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3.33 score 2 scripts 3.6k downloads

simest - Constrained Single Index Model Estimation

Estimation of function and index vector in single index model ('sim') with (and w/o) shape constraints including different smoothness conditions. See, e.g., Kuchibhotla and Patra (2020) <doi:10.3150/19-BEJ1183>.

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3.18 score 15 scripts 467 downloads

plugdensity - Plug-in Kernel Density Estimation

Kernel density estimation with global bandwidth selection via "plug-in".

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3.00 score 3 scripts 357 downloads

CLA - Critical Line Algorithm in Pure R

Implements 'Markowitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization, see Markowitz (1952) <doi:10.2307/2975974>. Care has been taken for correctness in light of previous buggy implementations.

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2.70 score 10 scripts 245 downloads

VLMC - Variable Length Markov Chains ('VLMC') Models

Functions, Classes & Methods for estimation, prediction, and simulation (bootstrap) of Variable Length Markov Chain ('VLMC') Models.

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1.49 score 31 scripts 206 downloads

classGraph - Construct Graphs of S4 Class Hierarchies

Construct directed graphs of S4 class hierarchies and visualize them. In general, these graphs typically are DAGs (directed acyclic graphs), often simple trees in practice.

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1.48 score 2 scripts 3.0k downloads

sca - Simple Component Analysis

Simple Component Analysis (SCA) often provides much more interpretable components than Principal Components (PCA) while still representing much of the variability in the data.

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1.11 score 13 scripts 304 downloads