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
16.44 score 9.8k dependents 47k scripts 304k 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.
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openblas
13.68 score 506 dependents 3.0k scripts 87k 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".
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12.20 score 3 stars 2.6k dependents 21k scripts 167k downloadsexpm - Matrix Exponential, Log, 'etc'
Computation of the matrix exponential, logarithm, sqrt, and related quantities, using traditional and modern methods.
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openblas
12.05 score 468 dependents 1.9k scripts 103k downloadsMatrixModels - 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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11.67 score 1 stars 1.7k dependents 191 scripts 412k 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().
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11.47 score 10 stars 121 dependents 1.0k scripts 23k 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".
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openblas
11.22 score 21 stars 1.4k dependents 516 scripts 369k 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.
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11.16 score 11 stars 88 dependents 592 scripts 17k 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.
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mpfr4gmp
10.74 score 89 dependents 508 scripts 34k downloadsbitops - Bitwise Operations
Functions for bitwise operations on integer vectors.
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10.50 score 8 stars 2.0k dependents 1 scripts 328k downloadsstabledist - 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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9.48 score 1 stars 213 dependents 99 scripts 31k 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.
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7.71 score 18 dependents 220 scripts 6.2k 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.
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7.69 score 73 dependents 121 scripts 11k downloadscobs - Constrained B-Splines (Sparse Matrix Based)
Qualitatively Constrained (Regression) Smoothing Splines via Linear Programming and Sparse Matrices.
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7.38 score 20 dependents 198 scripts 6.8k downloadslokern - 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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5.68 score 7 dependents 78 scripts 1.8k 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.
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5.32 score 2 stars 3 dependents 71 scripts 3.3k downloadslpridge - Local Polynomial (Ridge) Regression
Local Polynomial Regression with Ridging.
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5.14 score 2 dependents 19 scripts 362 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.
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5.10 score 1 dependents 12 scripts 1.8k 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>.
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4.84 score 2 dependents 29 scripts 461 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'.
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openblas
4.22 score 2 stars 33 scripts 298 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.
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3.11 score 1 scripts 1.8k downloadssimest - 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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2.95 score 15 scripts 246 downloadsplugdensity - Plug-in Kernel Density Estimation
Kernel density estimation with global bandwidth selection via "plug-in".
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2.90 score 2 scripts 396 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.
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2.78 score 12 scripts 388 downloadsVLMC - 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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2.27 score 31 scripts 442 downloads