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 5 days ago

1 stars 20.49 score 1 dependencies 11077 dependents

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".

Last updated 9 months ago

3 stars 14.54 score 0 dependencies 2065 dependents

bitops - Bitwise Operations

Functions for bitwise operations on integer vectors.

Last updated 1 months ago

5 stars 14.03 score 0 dependencies 1726 dependents

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.

Last updated 5 days ago

10.24 score 1 dependencies 456 dependents

expm - Matrix Exponential, Log, 'etc'

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

Last updated 20 days ago

9.72 score 2 dependencies 411 dependents

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".

Last updated 6 months ago

17 stars 8.63 score 0 dependencies 232 dependents

stabledist - Stable Distribution Functions

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

Last updated 4 days ago

1 stars 8.12 score 0 dependencies 212 dependents

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.

Last updated 19 days ago

7.05 score 1 dependencies 132 dependents

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 23 days ago

11 stars 6.96 score 0 dependencies 109 dependents

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.

Last updated 26 days ago

9 stars 6.72 score 0 dependencies 94 dependents

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.

Last updated 20 days ago

5.97 score 10 dependencies 79 dependents

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.

Last updated 25 days ago

5.13 score 0 dependencies 52 dependents

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.

Last updated 1 months ago

4.02 score 0 dependencies

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.

Last updated 15 days ago

3.72 score 2 dependencies 15 dependents

cobs - Constrained B-Splines (Sparse Matrix Based)

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

Last updated 25 days ago

3.65 score 7 dependencies 19 dependents

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

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

Last updated 25 days ago

2.59 score 1 dependencies 5 dependents

lpridge - Local Polynomial (Ridge) Regression

Local Polynomial Regression with Ridging.

Last updated 25 days ago

2.32 score 0 dependencies 2 dependents

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}.

Last updated 15 days ago

2.29 score 1 dependencies 1 dependents

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.

Last updated 15 days ago

2.15 score 4 dependencies

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 25 days ago

1 stars 1.87 score 3 dependencies

plugdensity - Plug-in Kernel Density Estimation

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

Last updated 25 days ago

1.61 score 0 dependencies

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.

Last updated 8 months ago

1.57 score 0 dependencies 1 dependents

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.

Last updated 1 months ago

1 stars 1.38 score 0 dependencies 4 dependents

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

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

Last updated 19 days ago

1.08 score 1 dependencies

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>.

Last updated 1 years ago

0.71 score 2 dependencies 2 dependents

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.

Last updated 7 months ago

0.09 score 0 dependencies

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.

Last updated 1 years ago

0.09 score 3 dependencies