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.
Last updated 12 days ago
openblas
16.93 score 1 stars 12k dependents 32k scripts 64k downloadsrobustbase - 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.
Last updated 2 months ago
fortranopenblas
13.20 score 480 dependents 1.6k scripts 57k downloadsbitops - Bitwise Operations
Functions for bitwise operations on integer vectors.
Last updated 4 months ago
12.19 score 6 stars 1.8k dependents 744 scripts 220k downloadscluster - "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".
Last updated 2 months ago
11.85 score 3 stars 2.1k dependents 14k scripts 134k downloadsexpm - Matrix Exponential, Log, 'etc'
Computation of the matrix exponential, logarithm, sqrt, and related quantities, using traditional and modern methods.
Last updated 3 months ago
fortranopenblas
11.81 score 427 dependents 1.3k scripts 63k downloadsRmpfr - 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.
Last updated 3 months ago
mpfr4gmp
11.30 score 141 dependents 316 scripts 31k downloadsdiptest - 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.
Last updated 6 months ago
11.18 score 10 stars 96 dependents 262 scripts 13k downloadssfsmisc - 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 3 months ago
10.78 score 11 stars 119 dependents 550 scripts 9.2k downloadsfracdiff - 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".
Last updated 11 months ago
openblas
9.85 score 17 stars 253 dependents 316 scripts 87k downloadsstabledist - Stable Distribution Functions
Density, Probability and Quantile functions, and random number generation for (skew) stable distributions, using the parametrizations of Nolan.
Last updated 2 months ago
9.39 score 1 stars 221 dependents 71 scripts 20k downloadsBessel - 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.
Last updated 11 hours ago
7.68 score 15 dependents 89 scripts 8.6k downloadscobs - Constrained B-Splines (Sparse Matrix Based)
Qualitatively Constrained (Regression) Smoothing Splines via Linear Programming and Sparse Matrices.
Last updated 2 months ago
7.51 score 18 dependents 134 scripts 4.5k downloadsnor1mix - 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.
Last updated 2 months ago
7.23 score 52 dependents 86 scripts 3.1k downloadslokern - Kernel Regression Smoothing with Local or Global Plug-in Bandwidth
Kernel regression smoothing with adaptive local or global plug-in bandwidth selection.
Last updated 2 months ago
fortran
5.58 score 5 dependents 63 scripts 969 downloadslpridge - Local Polynomial (Ridge) Regression
Local Polynomial Regression with Ridging.
Last updated 2 months ago
fortran
5.26 score 2 dependents 8 scripts 340 downloadslongmemo - 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.
Last updated 6 months ago
4.86 score 2 stars 4 dependents 46 scripts 1.3k downloadsround - 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.
Last updated 1 years ago
4.30 score 8 scripts 619 downloadssupclust - 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 6 months ago
openblas
4.15 score 2 stars 28 scripts 212 downloadsplugdensity - Plug-in Kernel Density Estimation
Kernel density estimation with global bandwidth selection via "plug-in".
Last updated 2 months ago
3.30 score 3 scripts 387 downloadsDPQmpfr - 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.
Last updated 11 hours ago
3.15 score 1 scripts 642 downloadsCLA - 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.
Last updated 6 months ago
2.70 score 8 scripts 337 downloadsrobustX - '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>.
Last updated 2 years ago
2.10 score 2 dependents 21 scripts 309 downloadsVLMC - Variable Length Markov Chains ('VLMC') Models
Functions, Classes & Methods for estimation, prediction, and simulation (bootstrap) of Variable Length Markov Chain ('VLMC') Models.
Last updated 6 months ago
1.92 score 28 scripts 327 downloadssca - 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.
Last updated 1 years ago
1.08 score 12 scripts 338 downloadsclassGraph - 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.
Last updated 1 years ago
1.00 score 1 scripts 332 downloads