Showing 200 of total 585 results (show query)

alexiosg

rugarch:Univariate GARCH Models

ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.

Maintained by Alexios Galanos. Last updated 3 months ago.

cpp

26 stars 12.25 score 1.3k scripts 16 dependents

alexiosg

rmgarch:Multivariate GARCH Models

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

Maintained by Alexios Galanos. Last updated 3 months ago.

openblascppopenmp

14 stars 8.51 score 294 scripts 2 dependents

mlr-org

mlr3cluster:Cluster Extension for 'mlr3'

Extends the 'mlr3' package with cluster analysis.

Maintained by Maximilian MĂŒcke. Last updated 1 months ago.

cluster-analysisclusteringmlr3

23 stars 8.31 score 50 scripts 2 dependents

branchlab

metasnf:Meta Clustering with Similarity Network Fusion

Framework to facilitate patient subtyping with similarity network fusion and meta clustering. The similarity network fusion (SNF) algorithm was introduced by Wang et al. (2014) in <doi:10.1038/nmeth.2810>. SNF is a data integration approach that can transform high-dimensional and diverse data types into a single similarity network suitable for clustering with minimal loss of information from each initial data source. The meta clustering approach was introduced by Caruana et al. (2006) in <doi:10.1109/ICDM.2006.103>. Meta clustering involves generating a wide range of cluster solutions by adjusting clustering hyperparameters, then clustering the solutions themselves into a manageable number of qualitatively similar solutions, and finally characterizing representative solutions to find ones that are best for the user's specific context. This package provides a framework to easily transform multi-modal data into a wide range of similarity network fusion-derived cluster solutions as well as to visualize, characterize, and validate those solutions. Core package functionality includes easy customization of distance metrics, clustering algorithms, and SNF hyperparameters to generate diverse clustering solutions; calculation and plotting of associations between features, between patients, and between cluster solutions; and standard cluster validation approaches including resampled measures of cluster stability, standard metrics of cluster quality, and label propagation to evaluate generalizability in unseen data. Associated vignettes guide the user through using the package to identify patient subtypes while adhering to best practices for unsupervised learning.

Maintained by Prashanth S Velayudhan. Last updated 6 days ago.

bioinformaticsclusteringmetaclusteringsnf

8 stars 8.21 score 30 scripts

samhforbes

PupillometryR:A Unified Pipeline for Pupillometry Data

Provides a unified pipeline to clean, prepare, plot, and run basic analyses on pupillometry experiments.

Maintained by Samuel Forbes. Last updated 2 years ago.

44 stars 7.58 score 288 scripts 1 dependents

neon-biodiversity

Ostats:O-Stats, or Pairwise Community-Level Niche Overlap Statistics

O-statistics, or overlap statistics, measure the degree of community-level trait overlap. They are estimated by fitting nonparametric kernel density functions to each species’ trait distribution and calculating their areas of overlap. For instance, the median pairwise overlap for a community is calculated by first determining the overlap of each species pair in trait space, and then taking the median overlap of each species pair in a community. This median overlap value is called the O-statistic (O for overlap). The Ostats() function calculates separate univariate overlap statistics for each trait, while the Ostats_multivariate() function calculates a single multivariate overlap statistic for all traits. O-statistics can be evaluated against null models to obtain standardized effect sizes. 'Ostats' is part of the collaborative Macrosystems Biodiversity Project "Local- to continental-scale drivers of biodiversity across the National Ecological Observatory Network (NEON)." For more information on this project, see the Macrosystems Biodiversity Website (<https://neon-biodiversity.github.io/>). Calculation of O-statistics is described in Read et al. (2018) <doi:10.1111/ecog.03641>, and a teaching module for introducing the underlying biological concepts at an undergraduate level is described in Grady et al. (2018) <http://tiee.esa.org/vol/v14/issues/figure_sets/grady/abstract.html>.

Maintained by Quentin D. Read. Last updated 4 months ago.

ecology

7 stars 6.69 score 28 scripts

cran

fds:Functional Data Sets

Functional data sets.

Maintained by Han Lin Shang. Last updated 6 years ago.

1 stars 4.79 score 148 dependents

cran

ftsa:Functional Time Series Analysis

Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series.

Maintained by Han Lin Shang. Last updated 1 months ago.

6 stars 4.61 score 10 dependents