R-universe search: decomposition

pachadotdev

cpp11armadillo:An 'Armadillo' Interface

Provides function declarations and inline function definitions that facilitate communication between R and the 'Armadillo' 'C++' library for linear algebra and scientific computing. This implementation is detailed in Vargas Sepulveda and Schneider Malamud (2024) <doi:10.48550/arXiv.2408.11074>.

Maintained by Mauricio Vargas Sepulveda. Last updated 26 days ago.

armadillo cpp cpp11 hacktoberfest linear-algebra

24.9 match 9 stars 9.14 score 1 scripts 16 dependents

bsvars

bsvars:Bayesian Estimation of Structural Vector Autoregressive Models

Provides fast and efficient procedures for Bayesian analysis of Structural Vector Autoregressions. This package estimates a wide range of models, including homo-, heteroskedastic, and non-normal specifications. Structural models can be identified by adjustable exclusion restrictions, time-varying volatility, or non-normality. They all include a flexible three-level equation-specific local-global hierarchical prior distribution for the estimated level of shrinkage for autoregressive and structural parameters. Additionally, the package facilitates predictive and structural analyses such as impulse responses, forecast error variance and historical decompositions, forecasting, verification of heteroskedasticity, non-normality, and hypotheses on autoregressive parameters, as well as analyses of structural shocks, volatilities, and fitted values. Beautiful plots, informative summary functions, and extensive documentation including the vignette by Woźniak (2024) <doi:10.48550/arXiv.2410.15090> complement all this. The implemented techniques align closely with those presented in Lütkepohl, Shang, Uzeda, & Woźniak (2024) <doi:10.48550/arXiv.2404.11057>, Lütkepohl & Woźniak (2020) <doi:10.1016/j.jedc.2020.103862>, and Song & Woźniak (2021) <doi:10.1093/acrefore/9780190625979.013.174>. The 'bsvars' package is aligned regarding objects, workflows, and code structure with the R package 'bsvarSIGNs' by Wang & Woźniak (2024) <doi:10.32614/CRAN.package.bsvarSIGNs>, and they constitute an integrated toolset.

Maintained by Tomasz Woźniak. Last updated 1 months ago.

bayesian-inference econometrics vector-autoregression openblas cpp openmp

28.9 match 46 stars 7.67 score 32 scripts 1 dependents

cran

wavethresh:Wavelets Statistics and Transforms

Performs 1, 2 and 3D real and complex-valued wavelet transforms, nondecimated transforms, wavelet packet transforms, nondecimated wavelet packet transforms, multiple wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation.

Maintained by Guy Nason. Last updated 7 months ago.

35.8 match 5.89 score 41 dependents

bioc

BiocSingular:Singular Value Decomposition for Bioconductor Packages

Implements exact and approximate methods for singular value decomposition and principal components analysis, in a framework that allows them to be easily switched within Bioconductor packages or workflows. Where possible, parallelization is achieved using the BiocParallel framework.

Maintained by Aaron Lun. Last updated 5 months ago.

software dimensionreduction principalcomponent bioconductor-package human-cell-atlas singular-value-decomposition cpp

16.3 match 7 stars 12.10 score 1.2k scripts 99 dependents

erichson

rsvd:Randomized Singular Value Decomposition

Low-rank matrix decompositions are fundamental tools and widely used for data analysis, dimension reduction, and data compression. Classically, highly accurate deterministic matrix algorithms are used for this task. However, the emergence of large-scale data has severely challenged our computational ability to analyze big data. The concept of randomness has been demonstrated as an effective strategy to quickly produce approximate answers to familiar problems such as the singular value decomposition (SVD). The rsvd package provides several randomized matrix algorithms such as the randomized singular value decomposition (rsvd), randomized principal component analysis (rpca), randomized robust principal component analysis (rrpca), randomized interpolative decomposition (rid), and the randomized CUR decomposition (rcur). In addition several plot functions are provided.

Maintained by N. Benjamin Erichson. Last updated 4 years ago.

dimension-reduction matrix-approximation pca principal-component-analysis probabilistic-algorithms randomized-algorithm singular-value-decomposition svd

18.2 match 98 stars 10.80 score 408 scripts 119 dependents

business-science

timetk:A Tool Kit for Working with Time Series

Easy visualization, wrangling, and feature engineering of time series data for forecasting and machine learning prediction. Consolidates and extends time series functionality from packages including 'dplyr', 'stats', 'xts', 'forecast', 'slider', 'padr', 'recipes', and 'rsample'.

Maintained by Matt Dancho. Last updated 1 years ago.

coercion coercion-functions data-mining dplyr forecast forecasting forecasting-models machine-learning series-decomposition series-signature tibble tidy tidyquant tidyverse time time-series timeseries

13.8 match 625 stars 14.15 score 4.0k scripts 16 dependents

mlverse

torch:Tensors and Neural Networks with 'GPU' Acceleration

Provides functionality to define and train neural networks similar to 'PyTorch' by Paszke et al (2019) <doi:10.48550/arXiv.1912.01703> but written entirely in R using the 'libtorch' library. Also supports low-level tensor operations and 'GPU' acceleration.

Maintained by Daniel Falbel. Last updated 6 days ago.

autograd deep-learning torch cpp

10.4 match 520 stars 16.52 score 1.4k scripts 38 dependents

snoweye

QZ:Generalized Eigenvalues and QZ Decomposition

Generalized eigenvalues and eigenvectors use QZ decomposition (generalized Schur decomposition). The decomposition needs an N-by-N non-symmetric matrix A or paired matrices (A,B) with eigenvalues reordering mechanism. The decomposition functions are mainly based Fortran subroutines in complex*16 and double precision of LAPACK library (version 3.10.0 or later).

Maintained by Wei-Chen Chen. Last updated 2 years ago.

fortran openblas

31.8 match 2 stars 5.20 score 53 scripts

friendly

matlib:Matrix Functions for Teaching and Learning Linear Algebra and Multivariate Statistics

A collection of matrix functions for teaching and learning matrix linear algebra as used in multivariate statistical methods. Many of these functions are designed for tutorial purposes in learning matrix algebra ideas using R. In some cases, functions are provided for concepts available elsewhere in R, but where the function call or name is not obvious. In other cases, functions are provided to show or demonstrate an algorithm. In addition, a collection of functions are provided for drawing vector diagrams in 2D and 3D and for rendering matrix expressions and equations in LaTeX.

Maintained by Michael Friendly. Last updated 2 days ago.

diagrams linear-equations matrix matrix-functions matrix-visualizer vector vignette

12.6 match 65 stars 12.89 score 900 scripts 11 dependents

zhaokg

Rbeast:Bayesian Change-Point Detection and Time Series Decomposition

Interpretation of time series data is affected by model choices. Different models can give different or even contradicting estimates of patterns, trends, and mechanisms for the same data--a limitation alleviated by the Bayesian estimator of abrupt change,seasonality, and trend (BEAST) of this package. BEAST seeks to improve time series decomposition by forgoing the "single-best-model" concept and embracing all competing models into the inference via a Bayesian model averaging scheme. It is a flexible tool to uncover abrupt changes (i.e., change-points), cyclic variations (e.g., seasonality), and nonlinear trends in time-series observations. BEAST not just tells when changes occur but also quantifies how likely the detected changes are true. It detects not just piecewise linear trends but also arbitrary nonlinear trends. BEAST is applicable to real-valued time series data of all kinds, be it for remote sensing, economics, climate sciences, ecology, and hydrology. Example applications include its use to identify regime shifts in ecological data, map forest disturbance and land degradation from satellite imagery, detect market trends in economic data, pinpoint anomaly and extreme events in climate data, and unravel system dynamics in biological data. Details on BEAST are reported in Zhao et al. (2019) <doi:10.1016/j.rse.2019.04.034>.

Maintained by Kaiguang Zhao. Last updated 6 months ago.

anomoly-detection bayesian-time-series breakpoint-detection changepoint-detection interrupted-time-series seasonality-analysis structural-breakpoint technical-analysis time-series time-series-decomposition trend trend-analysis

20.3 match 302 stars 7.63 score 89 scripts

sciviews

pastecs:Package for Analysis of Space-Time Ecological Series

Regularisation, decomposition and analysis of space-time series. The pastecs R package is a PNEC-Art4 and IFREMER (Benoit Beliaeff <Benoit.Beliaeff@ifremer.fr>) initiative to bring PASSTEC 2000 functionalities to R.

Maintained by Philippe Grosjean. Last updated 1 years ago.

ecology time-series

14.4 match 4 stars 10.34 score 2.1k scripts 13 dependents

helske

Rlibeemd:Ensemble Empirical Mode Decomposition (EEMD) and Its Complete Variant (CEEMDAN)

An R interface for libeemd (Luukko, Helske, Räsänen, 2016) <doi:10.1007/s00180-015-0603-9>, a C library of highly efficient parallelizable functions for performing the ensemble empirical mode decomposition (EEMD), its complete variant (CEEMDAN), the regular empirical mode decomposition (EMD), and bivariate EMD (BEMD). Due to the possible portability issues CRAN version no longer supports OpenMP, you can install OpenMP-supported version from GitHub: <https://github.com/helske/Rlibeemd/>.

Maintained by Jouni Helske. Last updated 2 years ago.

c decomposition eemd emd time-series gsl cpp openmp

24.0 match 39 stars 6.14 score 17 scripts 14 dependents

kylecaudle

rTensor2:MultiLinear Algebra

A set of tools for basic tensor operators. A tensor in the context of data analysis in a multidimensional array. The tools in this package rely on using any discrete transformation (e.g. Fast Fourier Transform (FFT)). Standard tools included are the Eigenvalue decomposition of a tensor, the QR decomposition and LU decomposition. Other functionality includes the inverse of a tensor and the transpose of a symmetric tensor. Functionality in the package is outlined in Kernfeld et al. (2015) <https://www.sciencedirect.com/science/article/pii/S0024379515004358>.

Maintained by Kyle Caudle. Last updated 12 months ago.

58.2 match 2.48 score 2 scripts 1 dependents

business-science

anomalize:Tidy Anomaly Detection

The 'anomalize' package enables a "tidy" workflow for detecting anomalies in data. The main functions are time_decompose(), anomalize(), and time_recompose(). When combined, it's quite simple to decompose time series, detect anomalies, and create bands separating the "normal" data from the anomalous data at scale (i.e. for multiple time series). Time series decomposition is used to remove trend and seasonal components via the time_decompose() function and methods include seasonal decomposition of time series by Loess ("stl") and seasonal decomposition by piecewise medians ("twitter"). The anomalize() function implements two methods for anomaly detection of residuals including using an inner quartile range ("iqr") and generalized extreme studentized deviation ("gesd"). These methods are based on those used in the 'forecast' package and the Twitter 'AnomalyDetection' package. Refer to the associated functions for specific references for these methods.

Maintained by Matt Dancho. Last updated 1 years ago.

anomaly anomaly-detection decomposition detect-anomalies iqr time-series

15.0 match 339 stars 9.56 score 332 scripts

bwlewis

irlba:Fast Truncated Singular Value Decomposition and Principal Components Analysis for Large Dense and Sparse Matrices

Fast and memory efficient methods for truncated singular value decomposition and principal components analysis of large sparse and dense matrices.

Maintained by B. W. Lewis. Last updated 2 years ago.

pca principal-component-analysis singular-value-decomposition sparse-principal-components svd openblas

9.9 match 128 stars 13.85 score 1.5k scripts 293 dependents

robjhyndman

forecast:Forecasting Functions for Time Series and Linear Models

Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

Maintained by Rob Hyndman. Last updated 7 months ago.

forecast forecasting openblas cpp

7.3 match 1.1k stars 18.63 score 16k scripts 239 dependents

bquast

decompr:Global Value Chain Decomposition

Three global value chain (GVC) decompositions are implemented. The Leontief decomposition derives the value added origin of exports by country and industry as in Hummels, Ishii and Yi (2001). The Koopman, Wang and Wei (2014) decomposition splits country-level exports into 9 value added components, and the Wang, Wei and Zhu (2013) decomposition splits bilateral exports into 16 value added components. Various GVC indicators based on these decompositions are computed in the complimentary 'gvc' package. --- References: --- Hummels, D., Ishii, J., & Yi, K. M. (2001). The nature and growth of vertical specialization in world trade. Journal of international Economics, 54(1), 75-96. Koopman, R., Wang, Z., & Wei, S. J. (2014). Tracing value-added and double counting in gross exports. American Economic Review, 104(2), 459-94. Wang, Z., Wei, S. J., & Zhu, K. (2013). Quantifying international production sharing at the bilateral and sector levels (No. w19677). National Bureau of Economic Research.

Maintained by Bastiaan Quast. Last updated 1 years ago.

19.5 match 17 stars 6.78 score 118 scripts 1 dependents

crlsierra

SoilR:Models of Soil Organic Matter Decomposition

Functions for modeling Soil Organic Matter decomposition in terrestrial ecosystems with linear and nonlinear systems of differential equations. The package implements models according to the compartmental system representation described in Sierra and others (2012) <doi:10.5194/gmd-5-1045-2012> and Sierra and others (2014) <doi:10.5194/gmd-7-1919-2014>.

Maintained by Carlos A. Sierra. Last updated 1 years ago.

44.8 match 5 stars 2.88 score 153 scripts

robjhyndman

stR:Seasonal Trend Decomposition Using Regression

Methods for decomposing seasonal data: STR (a Seasonal-Trend time series decomposition procedure based on Regression) and Robust STR. In some ways, STR is similar to Ridge Regression and Robust STR can be related to LASSO. They allow for multiple seasonal components, multiple linear covariates with constant, flexible and seasonal influence. Seasonal patterns (for both seasonal components and seasonal covariates) can be fractional and flexible over time; moreover they can be either strictly periodic or have a more complex topology. The methods provide confidence intervals for the estimated components. The methods can also be used for forecasting.

Maintained by Rob Hyndman. Last updated 2 months ago.

17.1 match 7 stars 7.02 score 1.3k scripts 2 dependents

kylecaudle

TensorTools:Multilinear Algebra

A set of tools for basic tensor operators. A tensor in the context of data analysis in a multidimensional array. The tools in this package rely on using any discrete transformation (e.g. Fast Fourier Transform (FFT)). Standard tools included are the Eigenvalue decomposition of a tensor, the QR decomposition and LU decomposition. Other functionality includes the inverse of a tensor and the transpose of a symmetric tensor. Functionality in the package is outlined in Kernfeld, E., Kilmer, M., and Aeron, S. (2015) <doi:10.1016/j.laa.2015.07.021>.

Maintained by Kyle Caudle. Last updated 5 months ago.

57.8 match 2.00 score

mlampros

VMDecomp:Variational Mode Decomposition

'RcppArmadillo' implementation for the Matlab code of the 'Variational Mode Decomposition' and 'Two-Dimensional Variational Mode Decomposition'. For more information, see (i) 'Variational Mode Decomposition' by K. Dragomiretskiy and D. Zosso in IEEE Transactions on Signal Processing, vol. 62, no. 3, pp. 531-544, Feb.1, 2014, <doi:10.1109/TSP.2013.2288675>; (ii) 'Two-Dimensional Variational Mode Decomposition' by Dragomiretskiy, K., Zosso, D. (2015), In: Tai, XC., Bae, E., Chan, T.F., Lysaker, M. (eds) Energy Minimization Methods in Computer Vision and Pattern Recognition. EMMCVPR 2015. Lecture Notes in Computer Science, vol 8932. Springer, <doi:10.1007/978-3-319-14612-6_15>.

Maintained by Lampros Mouselimis. Last updated 2 years ago.

rcpparmadillo variational-mode-decomposition openblas cpp openmp

19.9 match 8 stars 5.78 score 1 scripts 5 dependents

svkucheryavski

mdatools:Multivariate Data Analysis for Chemometrics

Projection based methods for preprocessing, exploring and analysis of multivariate data used in chemometrics. S. Kucheryavskiy (2020) <doi:10.1016/j.chemolab.2020.103937>.

Maintained by Sergey Kucheryavskiy. Last updated 8 months ago.

14.5 match 35 stars 7.37 score 220 scripts 1 dependents

rikenbit

rTensor:Tools for Tensor Analysis and Decomposition

A set of tools for creation, manipulation, and modeling of tensors with arbitrary number of modes. A tensor in the context of data analysis is a multidimensional array. rTensor does this by providing a S4 class 'Tensor' that wraps around the base 'array' class. rTensor provides common tensor operations as methods, including matrix unfolding, summing/averaging across modes, calculating the Frobenius norm, and taking the inner product between two tensors. Familiar array operations are overloaded, such as index subsetting via '[' and element-wise operations. rTensor also implements various tensor decomposition, including CP, GLRAM, MPCA, PVD, and Tucker. For tensors with 3 modes, rTensor also implements transpose, t-product, and t-SVD, as defined in Kilmer et al. (2013). Some auxiliary functions include the Khatri-Rao product, Kronecker product, and the Hadamard product for a list of matrices.

Maintained by Koki Tsuyuzaki. Last updated 2 years ago.

13.6 match 6 stars 7.65 score 278 scripts 30 dependents

bioc

DelayedTensor:R package for sparse and out-of-core arithmetic and decomposition of Tensor

DelayedTensor operates Tensor arithmetic directly on DelayedArray object. DelayedTensor provides some generic function related to Tensor arithmetic/decompotision and dispatches it on the DelayedArray class. DelayedTensor also suppors Tensor contraction by einsum function, which is inspired by numpy einsum.

Maintained by Koki Tsuyuzaki. Last updated 5 months ago.

software infrastructure datarepresentation dimensionreduction

21.2 match 4 stars 4.68 score 3 scripts

rstudio

keras3:R Interface to 'Keras'

Interface to 'Keras' <https://keras.io>, a high-level neural networks API. 'Keras' was developed with a focus on enabling fast experimentation, supports both convolution based networks and recurrent networks (as well as combinations of the two), and runs seamlessly on both CPU and GPU devices.

Maintained by Tomasz Kalinowski. Last updated 4 days ago.

7.1 match 845 stars 13.57 score 264 scripts 2 dependents

bioc

TDbasedUFE:Tensor Decomposition Based Unsupervised Feature Extraction

This is a comprehensive package to perform Tensor decomposition based unsupervised feature extraction. It can perform unsupervised feature extraction. It uses tensor decomposition. It is applicable to gene expression, DNA methylation, and histone modification etc. It can perform multiomics analysis. It is also potentially applicable to single cell omics data sets.

Maintained by Y-h. Taguchi. Last updated 5 months ago.

geneexpression featureextraction methylationarray singlecell bioinformatics dna-methylation gene-expression-profiles histone-modifications multiomics tensor-decomposition

17.1 match 5 stars 5.48 score 9 scripts 1 dependents

cozygene

BisqueRNA:Decomposition of Bulk Expression with Single-Cell Sequencing

Provides tools to accurately estimate cell type abundances from heterogeneous bulk expression. A reference-based method utilizes single-cell information to generate a signature matrix and transformation of bulk expression for accurate regression based estimates. A marker-based method utilizes known cell-specific marker genes to measure relative abundances across samples. For more details, see Jew and Alvarez et al (2019) <doi:10.1101/669911>.

Maintained by Brandon Jew. Last updated 4 years ago.

12.7 match 72 stars 6.95 score 124 scripts

rikenbit

dcTensor:Discrete Matrix/Tensor Decomposition

Semi-Binary and Semi-Ternary Matrix Decomposition are performed based on Non-negative Matrix Factorization (NMF) and Singular Value Decomposition (SVD). For the details of the methods, see the reference section of GitHub README.md <https://github.com/rikenbit/dcTensor>.

Maintained by Koki Tsuyuzaki. Last updated 10 months ago.

16.9 match 3 stars 5.08 score

dcgerard

tensr:Covariance Inference and Decompositions for Tensor Datasets

A collection of functions for Kronecker structured covariance estimation and testing under the array normal model. For estimation, maximum likelihood and Bayesian equivariant estimation procedures are implemented. For testing, a likelihood ratio testing procedure is available. This package also contains additional functions for manipulating and decomposing tensor data sets. This work was partially supported by NSF grant DMS-1505136. Details of the methods are described in Gerard and Hoff (2015) <doi:10.1016/j.jmva.2015.01.020> and Gerard and Hoff (2016) <doi:10.1016/j.laa.2016.04.033>.

Maintained by David Gerard. Last updated 2 years ago.

13.0 match 5 stars 6.53 score 56 scripts 4 dependents

igraph

igraph:Network Analysis and Visualization

Routines for simple graphs and network analysis. It can handle large graphs very well and provides functions for generating random and regular graphs, graph visualization, centrality methods and much more.

Maintained by Kirill Müller. Last updated 9 hours ago.

complex-networks graph-algorithms graph-theory mathematics network-analysis network-graph fortran libxml2 glpk openblas cpp

3.9 match 582 stars 21.11 score 31k scripts 1.9k dependents

allen-1242

StructuralDecompose:Decomposes a Level Shifted Time Series

Explains the behavior of a time series by decomposing it into its trend, seasonality and residuals. It is built to perform very well in the presence of significant level shifts. It is designed to play well with any breakpoint algorithm and any smoothing algorithm. Currently defaults to 'lowess' for smoothing and 'strucchange' for breakpoint identification. The package is useful in areas such as trend analysis, time series decomposition, breakpoint identification and anomaly detection.

Maintained by Allen Sunny. Last updated 2 years ago.

decomposition timeseries-analysis

19.5 match 1 stars 4.18 score 4 scripts

bioc

Rdisop:Decomposition of Isotopic Patterns

In high resolution mass spectrometry (HR-MS), the measured masses can be decomposed into potential element combinations (chemical sum formulas). Where additional mass/intensity information of respective isotopic peaks is available, decomposition can take this information into account to better rank the potential candidate sum formulas. To compare measured mass/intensity information with the theoretical distribution of candidate sum formulas, the latter needs to be calculated. This package implements fast algorithms to address both tasks, the calculation of isotopic distributions for arbitrary sum formulas (assuming a HR-MS resolution of roughly 30,000), and the ranked list of sum formulas fitting an observed peak or isotopic peak set.

Maintained by Steffen Neumann. Last updated 30 days ago.

immunooncology massspectrometry metabolomics mass-spectrometry cpp

8.8 match 4 stars 9.14 score 111 scripts 2 dependents

gzt

CholWishart:Cholesky Decomposition of the Wishart Distribution

Sampling from the Cholesky factorization of a Wishart random variable, sampling from the inverse Wishart distribution, sampling from the Cholesky factorization of an inverse Wishart random variable, sampling from the pseudo Wishart distribution, sampling from the generalized inverse Wishart distribution, computing densities for the Wishart and inverse Wishart distributions, and computing the multivariate gamma and digamma functions. Provides a header file so the C functions can be called directly from other programs.

Maintained by Geoffrey Thompson. Last updated 6 months ago.

cholesky-decomposition cholesky-factorization digamma-functions gamma multivariate pseudo-wishart wishart wishart-distributions openblas

10.6 match 7 stars 7.05 score 41 scripts 13 dependents

tidyverts

feasts:Feature Extraction and Statistics for Time Series

Provides a collection of features, decomposition methods, statistical summaries and graphics functions for the analysing tidy time series data. The package name 'feasts' is an acronym comprising of its key features: Feature Extraction And Statistics for Time Series.

Maintained by Mitchell OHara-Wild. Last updated 4 months ago.

5.9 match 300 stars 12.38 score 1.4k scripts 7 dependents

briencj

dae:Functions Useful in the Design and ANOVA of Experiments

The content falls into the following groupings: (i) Data, (ii) Factor manipulation functions, (iii) Design functions, (iv) ANOVA functions, (v) Matrix functions, (vi) Projector and canonical efficiency functions, and (vii) Miscellaneous functions. There is a vignette describing how to use the design functions for randomizing and assessing designs available as a vignette called 'DesignNotes'. The ANOVA functions facilitate the extraction of information when the 'Error' function has been used in the call to 'aov'. The package 'dae' can also be installed from <http://chris.brien.name/rpackages/>.

Maintained by Chris Brien. Last updated 4 months ago.

8.5 match 1 stars 8.62 score 356 scripts 7 dependents

egenn

rtemis:Machine Learning and Visualization

Advanced Machine Learning and Visualization. Unsupervised Learning (Clustering, Decomposition), Supervised Learning (Classification, Regression), Cross-Decomposition, Bagging, Boosting, Meta-models. Static and interactive graphics.

Maintained by E.D. Gennatas. Last updated 1 months ago.

data-science data-visualization machine-learning machine-learning-library visualization

10.3 match 145 stars 7.09 score 50 scripts 2 dependents

mboeck11

BGVAR:Bayesian Global Vector Autoregressions

Estimation of Bayesian Global Vector Autoregressions (BGVAR) with different prior setups and the possibility to introduce stochastic volatility. Built-in priors include the Minnesota, the stochastic search variable selection and Normal-Gamma (NG) prior. For a reference see also Crespo Cuaresma, J., Feldkircher, M. and F. Huber (2016) "Forecasting with Global Vector Autoregressive Models: a Bayesian Approach", Journal of Applied Econometrics, Vol. 31(7), pp. 1371-1391 <doi:10.1002/jae.2504>. Post-processing functions allow for doing predictions, structurally identify the model with short-run or sign-restrictions and compute impulse response functions, historical decompositions and forecast error variance decompositions. Plotting functions are also available. The package has a companion paper: Boeck, M., Feldkircher, M. and F. Huber (2022) "BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R", Journal of Statistical Software, Vol. 104(9), pp. 1-28 <doi:10.18637/jss.v104.i09>.

Maintained by Maximilian Boeck. Last updated 3 months ago.

openblas cpp

9.4 match 27 stars 7.58 score 156 scripts

traitecoevo

litterfitter:Fit a Collection of Curves to Single Cohort Decomposition Data

There is a long tradition of studying the flux of carbon from the biosphere to the atmosphere by following a particular cohort of litter (wood, leaves, roots, or other organic material) through time. The resulting data are mass remaining and time. A variety of functional forms may be used to fit the resulting data. Some work better empirically. Some are better connected to a process-based understanding. Some have a small number of free parameters; others have more. This package matches decomposition data to a family of these curves using likelihood--based fitting. This package is based on published research by Cornwell & Weedon (2013) <doi:10.1111/2041-210X.12138>.

Maintained by Will Cornwell. Last updated 2 years ago.

14.0 match 5 stars 5.05 score 15 scripts

bioc

limpca:An R package for the linear modeling of high-dimensional designed data based on ASCA/APCA family of methods

This package has for objectives to provide a method to make Linear Models for high-dimensional designed data. limpca applies a GLM (General Linear Model) version of ASCA and APCA to analyse multivariate sample profiles generated by an experimental design. ASCA/APCA provide powerful visualization tools for multivariate structures in the space of each effect of the statistical model linked to the experimental design and contrarily to MANOVA, it can deal with mutlivariate datasets having more variables than observations. This method can handle unbalanced design.

Maintained by Manon Martin. Last updated 5 months ago.

statisticalmethod principalcomponent regression visualization experimentaldesign multiplecomparison geneexpression metabolomics

12.2 match 2 stars 5.73 score 2 scripts

franzmohr

bvartools:Bayesian Inference of Vector Autoregressive and Error Correction Models

Assists in the set-up of algorithms for Bayesian inference of vector autoregressive (VAR) and error correction (VEC) models. Functions for posterior simulation, forecasting, impulse response analysis and forecast error variance decomposition are largely based on the introductory texts of Chan, Koop, Poirier and Tobias (2019, ISBN: 9781108437493), Koop and Korobilis (2010) <doi:10.1561/0800000013> and Luetkepohl (2006, ISBN: 9783540262398).

Maintained by Franz X. Mohr. Last updated 1 years ago.

bayesian bayesian-inference bayesian-var bvar bvecm gibbs-sampling mcmc vector-autoregression vector-error-correction-model openblas cpp

10.2 match 31 stars 6.80 score 34 scripts 1 dependents

rikenbit

nnTensor:Non-Negative Tensor Decomposition

Some functions for performing non-negative matrix factorization, non-negative CANDECOMP/PARAFAC (CP) decomposition, non-negative Tucker decomposition, and generating toy model data. See Andrzej Cichock et al (2009) and the reference section of GitHub README.md <https://github.com/rikenbit/nnTensor>, for details of the methods.

Maintained by Koki Tsuyuzaki. Last updated 10 months ago.

10.5 match 16 stars 6.58 score 9 scripts 4 dependents

cran

mgcv:Mixed GAM Computation Vehicle with Automatic Smoothness Estimation

Generalized additive (mixed) models, some of their extensions and other generalized ridge regression with multiple smoothing parameter estimation by (Restricted) Marginal Likelihood, Generalized Cross Validation and similar, or using iterated nested Laplace approximation for fully Bayesian inference. See Wood (2017) <doi:10.1201/9781315370279> for an overview. Includes a gam() function, a wide variety of smoothers, 'JAGS' support and distributions beyond the exponential family.

Maintained by Simon Wood. Last updated 1 years ago.

openblas openmp

5.3 match 32 stars 12.71 score 17k scripts 7.8k dependents

cailab-tamu

scTenifoldNet:Construct and Compare scGRN from Single-Cell Transcriptomic Data

A workflow based on machine learning methods to construct and compare single-cell gene regulatory networks (scGRN) using single-cell RNA-seq (scRNA-seq) data collected from different conditions. Uses principal component regression, tensor decomposition, and manifold alignment, to accurately identify even subtly shifted gene expression programs. See <doi:10.1016/j.patter.2020.100139> for more details.

Maintained by Daniel Osorio. Last updated 3 months ago.

differential-regulation-analysis gene-regulatory-networks manifold-alignment single-cell tensor-decomposition

11.8 match 22 stars 5.63 score 65 scripts 1 dependents

ellisp

ggseas:'stats' for Seasonal Adjustment on the Fly with 'ggplot2'

Provides 'ggplot2' 'stats' that estimate seasonally adjusted series and rolling summaries such as rolling average on the fly for time series.

Maintained by Peter Ellis. Last updated 7 years ago.

9.6 match 74 stars 6.68 score 129 scripts

cran

VisitorCounts:Modeling and Forecasting Visitor Counts Using Social Media

Performs modeling and forecasting of park visitor counts using social media data and (partial) on-site visitor counts. Specifically, the model is built based on an automatic decomposition of the trend and seasonal components of the social media-based park visitor counts, from which short-term forecasts of the visitor counts and percent changes in the visitor counts can be made. A reference for the underlying model that 'VisitorCounts' uses can be found at Russell Goebel, Austin Schmaltz, Beth Ann Brackett, Spencer A. Wood, Kimihiro Noguchi (2023) <doi:10.1002/for.2965> .

Maintained by Robert Bowen. Last updated 2 months ago.

19.3 match 3.30 score 8 scripts

stla

EigenR:Complex Matrix Algebra with 'Eigen'

Matrix algebra using the 'Eigen' C++ library: determinant, rank, inverse, pseudo-inverse, kernel and image, QR decomposition, Cholesky decomposition, Schur decomposition, Hessenberg decomposition, linear least-squares problems. Also provides matrix functions such as exponential, logarithm, power, sine and cosine. Complex matrices are supported.

Maintained by Stéphane Laurent. Last updated 11 months ago.

eigen rcpp cpp

13.3 match 5 stars 4.78 score 27 scripts 1 dependents

tomaskrehlik

frequencyConnectedness:Spectral Decomposition of Connectedness Measures

Accompanies a paper (Barunik, Krehlik (2018) <doi:10.1093/jjfinec/nby001>) dedicated to spectral decomposition of connectedness measures and their interpretation. We implement all the developed estimators as well as the historical counterparts. For more information, see the help or GitHub page (<https://github.com/tomaskrehlik/frequencyConnectedness>) for relevant information.

Maintained by Tomas Krehlik. Last updated 2 years ago.

10.3 match 100 stars 5.88 score 50 scripts 1 dependents

cadam00

scoredec:S-Core Graph Decomposition

S-Core Graph Decomposition algorithm for graphs. This is a method for decomposition of a weighted graph, as proposed by Eidsaa and Almaas (2013) <doi:10.1103/PhysRevE.88.062819>. The high speed and the low memory usage make it suitable for large graphs.

Maintained by Christos Adam. Last updated 4 months ago.

graph-theory rcpp s-core-decomposition cpp

12.5 match 1 stars 4.65 score 3 scripts

fcampelo

MOEADr:Component-Wise MOEA/D Implementation

Modular implementation of Multiobjective Evolutionary Algorithms based on Decomposition (MOEA/D) [Zhang and Li (2007), <DOI:10.1109/TEVC.2007.892759>] for quick assembling and testing of new algorithmic components, as well as easy replication of published MOEA/D proposals. The full framework is documented in a paper published in the Journal of Statistical Software [<doi:10.18637/jss.v092.i06>].

Maintained by Felipe Campelo. Last updated 2 years ago.

moead multiobjective-optimization

9.1 match 20 stars 6.30 score 40 scripts

tylerjpike

sovereign:State-Dependent Empirical Analysis

A set of tools for state-dependent empirical analysis through both VAR- and local projection-based state-dependent forecasts, impulse response functions, historical decompositions, and forecast error variance decompositions.

Maintained by Tyler J. Pike. Last updated 2 years ago.

econometrics forecasting impulse-response local-projection macroeconomics state-dependent time-series vector-autoregression

11.9 match 11 stars 4.74 score 8 scripts

asl

Rssa:A Collection of Methods for Singular Spectrum Analysis

Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filling for univariate and multivariate time series. General description of the methods with many examples can be found in the book Golyandina (2018, <doi:10.1007/978-3-662-57380-8>). See 'citation("Rssa")' for details.

Maintained by Anton Korobeynikov. Last updated 6 months ago.

fftw3

7.8 match 58 stars 7.10 score 182 scripts 4 dependents

reneschulenberg

dineq:Decomposition of (Income) Inequality

Decomposition of (income) inequality by population sub groups. For a decomposition on a single variable the mean log deviation can be used (see Mookherjee Shorrocks (1982) <DOI:10.2307/2232673>. For a decomposition on multiple variables a regression based technique can be used (see Fields (2003) <DOI:10.1016/s0147-9121(03)22001-x>). Recentered influence function regression for marginal effects of the (income or wealth) distribution (see Firpo et al. (2009) <DOI:10.3982/ECTA6822>). Some extensions to inequality functions to handle weights and/or missings.

Maintained by René Schulenberg. Last updated 7 years ago.

13.8 match 3 stars 4.00 score 112 scripts 1 dependents

tidyverts

fabletools:Core Tools for Packages in the 'fable' Framework

Provides tools, helpers and data structures for developing models and time series functions for 'fable' and extension packages. These tools support a consistent and tidy interface for time series modelling and analysis.

Maintained by Mitchell OHara-Wild. Last updated 1 months ago.

4.5 match 91 stars 12.18 score 396 scripts 18 dependents

evanjflack

bacondecomp:Goodman-Bacon Decomposition

Decomposition for differences-in-differences with variation in treatment timing from Goodman-Bacon (2018) <doi:10.3386/w25018>.

Maintained by Evan Flack. Last updated 4 years ago.

applied-econometrics econometrics economics

7.7 match 47 stars 6.98 score 202 scripts

adeverse

ade4:Analysis of Ecological Data: Exploratory and Euclidean Methods in Environmental Sciences

Tools for multivariate data analysis. Several methods are provided for the analysis (i.e., ordination) of one-table (e.g., principal component analysis, correspondence analysis), two-table (e.g., coinertia analysis, redundancy analysis), three-table (e.g., RLQ analysis) and K-table (e.g., STATIS, multiple coinertia analysis). The philosophy of the package is described in Dray and Dufour (2007) <doi:10.18637/jss.v022.i04>.

Maintained by Aurélie Siberchicot. Last updated 12 days ago.

openblas cpp

3.5 match 39 stars 14.96 score 2.2k scripts 256 dependents

bnaras

PMA:Penalized Multivariate Analysis

Performs Penalized Multivariate Analysis: a penalized matrix decomposition, sparse principal components analysis, and sparse canonical correlation analysis, described in Witten, Tibshirani and Hastie (2009) <doi:10.1093/biostatistics/kxp008> and Witten and Tibshirani (2009) Extensions of sparse canonical correlation analysis, with applications to genomic data <doi:10.2202/1544-6115.1470>.

Maintained by Balasubramanian Narasimhan. Last updated 1 years ago.

cpp

7.2 match 4 stars 7.24 score 254 scripts 11 dependents

nicholasjclark

mvgam:Multivariate (Dynamic) Generalized Additive Models

Fit Bayesian Dynamic Generalized Additive Models to multivariate observations. Users can build nonlinear State-Space models that can incorporate semiparametric effects in observation and process components, using a wide range of observation families. Estimation is performed using Markov Chain Monte Carlo with Hamiltonian Monte Carlo in the software 'Stan'. References: Clark & Wells (2023) <doi:10.1111/2041-210X.13974>.

Maintained by Nicholas J Clark. Last updated 17 hours ago.

bayesian-statistics dynamic-factor-models ecological-modelling forecasting gaussian-process generalised-additive-models generalized-additive-models joint-species-distribution-modelling multilevel-models multivariate-timeseries stan time-series-analysis timeseries vector-autoregression vectorautoregression cpp

5.2 match 139 stars 9.85 score 117 scripts

nimble-dev

nimble:MCMC, Particle Filtering, and Programmable Hierarchical Modeling

A system for writing hierarchical statistical models largely compatible with 'BUGS' and 'JAGS', writing nimbleFunctions to operate models and do basic R-style math, and compiling both models and nimbleFunctions via custom-generated C++. 'NIMBLE' includes default methods for MCMC, Laplace Approximation, Monte Carlo Expectation Maximization, and some other tools. The nimbleFunction system makes it easy to do things like implement new MCMC samplers from R, customize the assignment of samplers to different parts of a model from R, and compile the new samplers automatically via C++ alongside the samplers 'NIMBLE' provides. 'NIMBLE' extends the 'BUGS'/'JAGS' language by making it extensible: New distributions and functions can be added, including as calls to external compiled code. Although most people think of MCMC as the main goal of the 'BUGS'/'JAGS' language for writing models, one can use 'NIMBLE' for writing arbitrary other kinds of model-generic algorithms as well. A full User Manual is available at <https://r-nimble.org>.

Maintained by Christopher Paciorek. Last updated 4 days ago.

bayesian-inference bayesian-methods hierarchical-models mcmc probabilistic-programming openblas cpp

3.9 match 169 stars 12.97 score 2.6k scripts 19 dependents

kdevkdev

rineq:Concentration Index and Decomposition for Health Inequalities

Relative, generalized, and Erreygers corrected concentration index; plot Lorenz curves; and decompose health inequalities into contributing factors. The package currently works with (generalized) linear models, survival models, complex survey models, and marginal effects probit models. originally forked by Brecht Devleesschauwer from the 'decomp' package (no longer on CRAN), 'rineq' is now maintained by Kaspar Walter Meili. Compared to the earlier 'rineq' version on 'github' by Brecht Devleesschauwer (<https://github.com/brechtdv/rineq>), the regression tree functionality has been removed. Improvements compared to earlier versions include improved plotting of decomposition and concentration, added functionality to calculate the concentration index with different methods, calculation of robust standard errors, and support for the decomposition analysis using marginal effects probit regression models. The development version is available at <https://github.com/kdevkdev/rineq>.

Maintained by Kaspar Meili. Last updated 2 months ago.

14.3 match 1 stars 3.48 score 2 scripts

geobosh

mcompanion:Objects and Methods for Multi-Companion Matrices

Provides a class for multi-companion matrices with methods for arithmetic and factorization. A method for generation of multi-companion matrices with prespecified spectral properties is provided, as well as some utilities for periodically correlated and multivariate time series models. See Boshnakov (2002) <doi:10.1016/S0024-3795(01)00475-X> and Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>.

Maintained by Georgi N. Boshnakov. Last updated 1 years ago.

eigen-vector-decomposition matrices periodic time-series

12.1 match 4.05 score 37 scripts 2 dependents

bioc

TDbasedUFEadv:Advanced package of tensor decomposition based unsupervised feature extraction

This is an advanced version of TDbasedUFE, which is a comprehensive package to perform Tensor decomposition based unsupervised feature extraction. In contrast to TDbasedUFE which can perform simple the feature selection and the multiomics analyses, this package can perform more complicated and advanced features, but they are not so popularly required. Only users who require more specific features can make use of its functionality.

Maintained by Y-h. Taguchi. Last updated 5 months ago.

geneexpression featureextraction methylationarray singlecell software bioconductor-package bioinformatics tensor-decomposition

10.8 match 4.48 score 4 scripts

bioc

lmdme:Linear Model decomposition for Designed Multivariate Experiments

linear ANOVA decomposition of Multivariate Designed Experiments implementation based on limma lmFit. Features: i)Flexible formula type interface, ii) Fast limma based implementation, iii) p-values for each estimated coefficient levels in each factor, iv) F values for factor effects and v) plotting functions for PCA and PLS.

Maintained by Cristobal Fresno. Last updated 5 months ago.

microarray onechannel twochannel visualization differentialexpression experimentdata cancer

12.8 match 3.78 score 1 scripts

devillemereuil

Reacnorm:Perform a Partition of Variance of Reaction Norms

Partitions the phenotypic variance of a plastic trait, studied through its reaction norm. The variance partition distinguishes between the variance arising from the average shape of the reaction norms (V_Plas) and the (additive) genetic variance . The latter is itself separated into an environment-blind component (V_G/V_A) and the component arising from plasticity (V_GxE/V_AxE). The package also provides a way to further partition V_Plas into aspects (slope/curvature) of the shape of the average reaction norm (pi-decomposition) and partition V_Add (gamma-decomposition) and V_AxE (iota-decomposition) into the impact of genetic variation in the reaction norm parameters. Reference: de Villemereuil & Chevin (2025) <doi:10.32942/X2NC8B>.

Maintained by Pierre de Villemereuil. Last updated 17 days ago.

8.9 match 4 stars 5.34 score

alexkz

kernlab:Kernel-Based Machine Learning Lab

Kernel-based machine learning methods for classification, regression, clustering, novelty detection, quantile regression and dimensionality reduction. Among other methods 'kernlab' includes Support Vector Machines, Spectral Clustering, Kernel PCA, Gaussian Processes and a QP solver.

Maintained by Alexandros Karatzoglou. Last updated 7 months ago.

openblas cpp

3.9 match 21 stars 12.26 score 7.8k scripts 487 dependents

ajdamico

convey:Income Concentration Analysis with Complex Survey Samples

Variance estimation on indicators of income concentration and poverty using complex sample survey designs. Wrapper around the 'survey' package.

Maintained by Anthony Damico. Last updated 5 months ago.

7.8 match 19 stars 6.09 score 201 scripts

dkimstatlab

EMD:Empirical Mode Decomposition and Hilbert Spectral Analysis

For multiscale analysis, this package carries out empirical mode decomposition and Hilbert spectral analysis. For usage of EMD, see Kim and Oh, 2009 (Kim, D and Oh, H.-S. (2009) EMD: A Package for Empirical Mode Decomposition and Hilbert Spectrum, The R Journal, 1, 40-46).

Maintained by Donghoh Kim. Last updated 3 years ago.

11.2 match 1 stars 4.17 score 55 scripts 9 dependents

fchen365

epca:Exploratory Principal Component Analysis

Exploratory principal component analysis for large-scale dataset, including sparse principal component analysis and sparse matrix approximation.

Maintained by Fan Chen. Last updated 11 months ago.

community-detection exploratory-data-analysis matrix-decompositions pca principal-component-analysis sparse-matrix

9.8 match 11 stars 4.74 score 8 scripts

bioc

pcaMethods:A collection of PCA methods

Provides Bayesian PCA, Probabilistic PCA, Nipals PCA, Inverse Non-Linear PCA and the conventional SVD PCA. A cluster based method for missing value estimation is included for comparison. BPCA, PPCA and NipalsPCA may be used to perform PCA on incomplete data as well as for accurate missing value estimation. A set of methods for printing and plotting the results is also provided. All PCA methods make use of the same data structure (pcaRes) to provide a common interface to the PCA results. Initiated at the Max-Planck Institute for Molecular Plant Physiology, Golm, Germany.

Maintained by Henning Redestig. Last updated 5 months ago.

bayesian cpp

3.5 match 49 stars 13.10 score 538 scripts 73 dependents

kkholst

lava:Latent Variable Models

A general implementation of Structural Equation Models with latent variables (MLE, 2SLS, and composite likelihood estimators) with both continuous, censored, and ordinal outcomes (Holst and Budtz-Joergensen (2013) <doi:10.1007/s00180-012-0344-y>). Mixture latent variable models and non-linear latent variable models (Holst and Budtz-Joergensen (2020) <doi:10.1093/biostatistics/kxy082>). The package also provides methods for graph exploration (d-separation, back-door criterion), simulation of general non-linear latent variable models, and estimation of influence functions for a broad range of statistical models.

Maintained by Klaus K. Holst. Last updated 2 months ago.

latent-variable-models simulation statistics structural-equation-models

3.5 match 33 stars 12.85 score 610 scripts 476 dependents

hojsgaard

gRbase:A Package for Graphical Modelling in R

The 'gRbase' package provides graphical modelling features used by e.g. the packages 'gRain', 'gRim' and 'gRc'. 'gRbase' implements graph algorithms including (i) maximum cardinality search (for marked and unmarked graphs). (ii) moralization, (iii) triangulation, (iv) creation of junction tree. 'gRbase' facilitates array operations, 'gRbase' implements functions for testing for conditional independence. 'gRbase' illustrates how hierarchical log-linear models may be implemented and describes concept of graphical meta data. The facilities of the package are documented in the book by Højsgaard, Edwards and Lauritzen (2012, <doi:10.1007/978-1-4614-2299-0>) and in the paper by Dethlefsen and Højsgaard, (2005, <doi:10.18637/jss.v014.i17>). Please see 'citation("gRbase")' for citation details.

Maintained by Søren Højsgaard. Last updated 4 months ago.

openblas cpp

4.9 match 3 stars 9.24 score 241 scripts 20 dependents

rudjer

SparseM:Sparse Linear Algebra

Some basic linear algebra functionality for sparse matrices is provided: including Cholesky decomposition and backsolving as well as standard R subsetting and Kronecker products.

Maintained by Roger Koenker. Last updated 8 months ago.

fortran

3.9 match 3 stars 11.47 score 306 scripts 1.5k dependents

bryanhanson

LearnPCA:Functions, Data Sets and Vignettes to Aid in Learning Principal Components Analysis (PCA)

Principal component analysis (PCA) is one of the most widely used data analysis techniques. This package provides a series of vignettes explaining PCA starting from basic concepts. The primary purpose is to serve as a self-study resource for anyone wishing to understand PCA better. A few convenience functions are provided as well.

Maintained by Bryan A. Hanson. Last updated 10 months ago.

7.0 match 10 stars 6.20 score 1 scripts

bozenne

BuyseTest:Generalized Pairwise Comparisons

Implementation of the Generalized Pairwise Comparisons (GPC) as defined in Buyse (2010) <doi:10.1002/sim.3923> for complete observations, and extended in Peron (2018) <doi:10.1177/0962280216658320> to deal with right-censoring. GPC compare two groups of observations (intervention vs. control group) regarding several prioritized endpoints to estimate the probability that a random observation drawn from one group performs better/worse/equivalently than a random observation drawn from the other group. Summary statistics such as the net treatment benefit, win ratio, or win odds are then deduced from these probabilities. Confidence intervals and p-values are obtained based on asymptotic results (Ozenne 2021 <doi:10.1177/09622802211037067>), non-parametric bootstrap, or permutations. The software enables the use of thresholds of minimal importance difference, stratification, non-prioritized endpoints (O Brien test), and can handle right-censoring and competing-risks.

Maintained by Brice Ozenne. Last updated 4 days ago.

generalized-pairwise-comparisons non-parametric statistics cpp

7.3 match 5 stars 5.91 score 90 scripts

cran

ddecompose:Detailed Distributional Decomposition

Implements the Oaxaca-Blinder decomposition method and generalizations of it that decompose differences in distributional statistics beyond the mean. The function ob_decompose() decomposes differences in the mean outcome between two groups into one part explained by different covariates (composition effect) and into another part due to differences in the way covariates are linked to the outcome variable (structure effect). The function further divides the two effects into the contribution of each covariate and allows for weighted doubly robust decompositions. For distributional statistics beyond the mean, the function performs the recentered influence function (RIF) decomposition proposed by Firpo, Fortin, and Lemieux (2018). The function dfl_decompose() divides differences in distributional statistics into an composition effect and a structure effect using inverse probability weighting as introduced by DiNardo, Fortin, and Lemieux (1996). The function also allows to sequentially decompose the composition effect into the contribution of single covariates. References: Firpo, Sergio, Nicole M. Fortin, and Thomas Lemieux. (2018) <doi:10.3390/econometrics6020028>. "Decomposing Wage Distributions Using Recentered Influence Function Regressions." Fortin, Nicole M., Thomas Lemieux, and Sergio Firpo. (2011) <doi:10.3386/w16045>. "Decomposition Methods in Economics." DiNardo, John, Nicole M. Fortin, and Thomas Lemieux. (1996) <doi:10.2307/2171954>. "Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach." Oaxaca, Ronald. (1973) <doi:10.2307/2525981>. "Male-Female Wage Differentials in Urban Labor Markets." Blinder, Alan S. (1973) <doi:10.2307/144855>. "Wage Discrimination: Reduced Form and Structural Estimates."

Maintained by Samuel Meier. Last updated 10 months ago.

25.4 match 1 stars 1.70 score

ang-yu

cdgd:Causal Decomposition of Group Disparities

The framework of causal decomposition of group disparities developed by Yu and Elwert (2023) <doi:10.48550/arXiv.2306.16591>. This package implements the decomposition estimators that are based on efficient influence functions. For the nuisance functions of the estimators, both parametric and nonparametric options are provided, as well as manual options in case the default models are not satisfying.

Maintained by Ang Yu. Last updated 8 months ago.

14.3 match 1 stars 3.00 score 3 scripts

j-mitchel

scITD:Single-Cell Interpretable Tensor Decomposition

Single-cell Interpretable Tensor Decomposition (scITD) employs the Tucker tensor decomposition to extract multicell-type gene expression patterns that vary across donors/individuals. This tool is geared for use with single-cell RNA-sequencing datasets consisting of many source donors. The method has a wide range of potential applications, including the study of inter-individual variation at the population-level, patient sub-grouping/stratification, and the analysis of sample-level batch effects. Each "multicellular process" that is extracted consists of (A) a multi cell type gene loadings matrix and (B) a corresponding donor scores vector indicating the level at which the corresponding loadings matrix is expressed in each donor. Additional methods are implemented to aid in selecting an appropriate number of factors and to evaluate stability of the decomposition. Additional tools are provided for downstream analysis, including integration of gene set enrichment analysis and ligand-receptor analysis. Tucker, L.R. (1966) <doi:10.1007/BF02289464>. Unkel, S., Hannachi, A., Trendafilov, N. T., & Jolliffe, I. T. (2011) <doi:10.1007/s13253-011-0055-9>. Zhou, G., & Cichocki, A. (2012) <doi:10.2478/v10175-012-0051-4>.

Maintained by Jonathan Mitchel. Last updated 2 years ago.

cpp

21.5 match 1.98 score 19 scripts

shipei-zeng

dfvad:Diewert and Fox's Method of Value Added Growth Decomposition

Decomposing value added growth into explanatory factors. A cost constrained value added function is defined to specify the production frontier. Industry estimates can also be aggregated using a weighted average approach. Details about the methodology and data can be found in Diewert and Fox (2018) <doi:10.1093/oxfordhb/9780190226718.013.19> and Zeng, Parsons, Diewert and Fox (2018) <https://www.business.unsw.edu.au/research-site/centreforappliedeconomicresearch-site/Documents/emg2018-6_SZeng_EMG-Slides.pdf>.

Maintained by Shipei Zeng. Last updated 3 years ago.

11.5 match 3.70 score 5 scripts

rikenbit

ccTensor:CUR/CX Tensor Decomposition

CUR/CX decomposition factorizes a matrix into two factor matrices and Multidimensional CX Decomposition factorizes a tensor into a core tensor and some factor matrices. See the reference section of GitHub README.md <https://github.com/rikenbit/ccTensor>, for details of the methods.

Maintained by Koki Tsuyuzaki. Last updated 2 years ago.

11.8 match 3.48 score 2 dependents

bioc

orthos:`orthos` is an R package for variance decomposition using conditional variational auto-encoders

`orthos` decomposes RNA-seq contrasts, for example obtained from a gene knock-out or compound treatment experiment, into unspecific and experiment-specific components. Original and decomposed contrasts can be efficiently queried against a large database of contrasts (derived from ARCHS4, https://maayanlab.cloud/archs4/) to identify similar experiments. `orthos` furthermore provides plotting functions to visualize the results of such a search for similar contrasts.

Maintained by Panagiotis Papasaikas. Last updated 4 days ago.

rnaseq differentialexpression geneexpression

9.8 match 4.18 score 2 scripts

oconnellmj

r.jive:Perform JIVE Decomposition for Multi-Source Data

Performs the Joint and Individual Variation Explained (JIVE) decomposition on a list of data sets when the data share a dimension, returning low-rank matrices that capture the joint and individual structure of the data [O'Connell, MJ and Lock, EF (2016) <doi:10.1093/bioinformatics/btw324>]. It provides two methods of rank selection when the rank is unknown, a permutation test and a Bayesian Information Criterion (BIC) selection algorithm. Also included in the package are three plotting functions for visualizing the variance attributed to each data source: a bar plot that shows the percentages of the variability attributable to joint and individual structure, a heatmap that shows the structure of the variability, and principal component plots.

Maintained by Michael J. OConnell. Last updated 4 years ago.

12.8 match 2 stars 3.18 score 75 scripts

functionaldata

fdapace:Functional Data Analysis and Empirical Dynamics

A versatile package that provides implementation of various methods of Functional Data Analysis (FDA) and Empirical Dynamics. The core of this package is Functional Principal Component Analysis (FPCA), a key technique for functional data analysis, for sparsely or densely sampled random trajectories and time courses, via the Principal Analysis by Conditional Estimation (PACE) algorithm. This core algorithm yields covariance and mean functions, eigenfunctions and principal component (scores), for both functional data and derivatives, for both dense (functional) and sparse (longitudinal) sampling designs. For sparse designs, it provides fitted continuous trajectories with confidence bands, even for subjects with very few longitudinal observations. PACE is a viable and flexible alternative to random effects modeling of longitudinal data. There is also a Matlab version (PACE) that contains some methods not available on fdapace and vice versa. Updates to fdapace were supported by grants from NIH Echo and NSF DMS-1712864 and DMS-2014626. Please cite our package if you use it (You may run the command citation("fdapace") to get the citation format and bibtex entry). References: Wang, J.L., Chiou, J., Müller, H.G. (2016) <doi:10.1146/annurev-statistics-041715-033624>; Chen, K., Zhang, X., Petersen, A., Müller, H.G. (2017) <doi:10.1007/s12561-015-9137-5>.

Maintained by Yidong Zhou. Last updated 9 months ago.

cpp

3.5 match 31 stars 11.46 score 474 scripts 25 dependents

bioc

decompTumor2Sig:Decomposition of individual tumors into mutational signatures by signature refitting

Uses quadratic programming for signature refitting, i.e., to decompose the mutation catalog from an individual tumor sample into a set of given mutational signatures (either Alexandrov-model signatures or Shiraishi-model signatures), computing weights that reflect the contributions of the signatures to the mutation load of the tumor.

Maintained by Rosario M. Piro. Last updated 5 months ago.

software snp sequencing dnaseq genomicvariation somaticmutation biomedicalinformatics genetics biologicalquestion statisticalmethod

8.2 match 1 stars 4.78 score 10 scripts 1 dependents

haghish

shapley:Weighted Mean SHAP and CI for Robust Feature Selection in ML Grid

This R package introduces Weighted Mean SHapley Additive exPlanations (WMSHAP), an innovative method for calculating SHAP values for a grid of fine-tuned base-learner machine learning models as well as stacked ensembles, a method not previously available due to the common reliance on single best-performing models. By integrating the weighted mean SHAP values from individual base-learners comprising the ensemble or individual base-learners in a tuning grid search, the package weights SHAP contributions according to each model's performance, assessed by multiple either R squared (for both regression and classification models). alternatively, this software also offers weighting SHAP values based on the area under the precision-recall curve (AUCPR), the area under the curve (AUC), and F2 measures for binary classifiers. It further extends this framework to implement weighted confidence intervals for weighted mean SHAP values, offering a more comprehensive and robust feature importance evaluation over a grid of machine learning models, instead of solely computing SHAP values for the best model. This methodology is particularly beneficial for addressing the severe class imbalance (class rarity) problem by providing a transparent, generalized measure of feature importance that mitigates the risk of reporting SHAP values for an overfitted or biased model and maintains robustness under severe class imbalance, where there is no universal criteria of identifying the absolute best model. Furthermore, the package implements hypothesis testing to ascertain the statistical significance of SHAP values for individual features, as well as comparative significance testing of SHAP contributions between features. Additionally, it tackles a critical gap in feature selection literature by presenting criteria for the automatic feature selection of the most important features across a grid of models or stacked ensembles, eliminating the need for arbitrary determination of the number of top features to be extracted. This utility is invaluable for researchers analyzing feature significance, particularly within severely imbalanced outcomes where conventional methods fall short. Moreover, it is also expected to report democratic feature importance across a grid of models, resulting in a more comprehensive and generalizable feature selection. The package further implements a novel method for visualizing SHAP values both at subject level and feature level as well as a plot for feature selection based on the weighted mean SHAP ratios.

Maintained by E. F. Haghish. Last updated 3 days ago.

class-imbalance class-imbalance-problem feature-extraction feature-importance feature-selection machine-learning machine-learning-algorithms shap shap-analysis shap-values shapely shapley-additive-explanations shapley-decomposition shapley-value shapley-values shapleyvalue weighted-shap weighted-shap-confidence-interval weighted-shapley weighted-shapley-ci

7.5 match 14 stars 5.19 score 17 scripts

alexanderlange53

svars:Data-Driven Identification of SVAR Models

Implements data-driven identification methods for structural vector autoregressive (SVAR) models as described in Lange et al. (2021) <doi:10.18637/jss.v097.i05>. Based on an existing VAR model object (provided by e.g. VAR() from the 'vars' package), the structural impact matrix is obtained via data-driven identification techniques (i.e. changes in volatility (Rigobon, R. (2003) <doi:10.1162/003465303772815727>), patterns of GARCH (Normadin, M., Phaneuf, L. (2004) <doi:10.1016/j.jmoneco.2003.11.002>), independent component analysis (Matteson, D. S, Tsay, R. S., (2013) <doi:10.1080/01621459.2016.1150851>), least dependent innovations (Herwartz, H., Ploedt, M., (2016) <doi:10.1016/j.jimonfin.2015.11.001>), smooth transition in variances (Luetkepohl, H., Netsunajev, A. (2017) <doi:10.1016/j.jedc.2017.09.001>) or non-Gaussian maximum likelihood (Lanne, M., Meitz, M., Saikkonen, P. (2017) <doi:10.1016/j.jeconom.2016.06.002>)).

Maintained by Alexander Lange. Last updated 2 years ago.

openblas cpp openmp

5.3 match 46 stars 7.22 score 130 scripts

bioc

BASiCS:Bayesian Analysis of Single-Cell Sequencing data

Single-cell mRNA sequencing can uncover novel cell-to-cell heterogeneity in gene expression levels in seemingly homogeneous populations of cells. However, these experiments are prone to high levels of technical noise, creating new challenges for identifying genes that show genuine heterogeneous expression within the population of cells under study. BASiCS (Bayesian Analysis of Single-Cell Sequencing data) is an integrated Bayesian hierarchical model to perform statistical analyses of single-cell RNA sequencing datasets in the context of supervised experiments (where the groups of cells of interest are known a priori, e.g. experimental conditions or cell types). BASiCS performs built-in data normalisation (global scaling) and technical noise quantification (based on spike-in genes). BASiCS provides an intuitive detection criterion for highly (or lowly) variable genes within a single group of cells. Additionally, BASiCS can compare gene expression patterns between two or more pre-specified groups of cells. Unlike traditional differential expression tools, BASiCS quantifies changes in expression that lie beyond comparisons of means, also allowing the study of changes in cell-to-cell heterogeneity. The latter can be quantified via a biological over-dispersion parameter that measures the excess of variability that is observed with respect to Poisson sampling noise, after normalisation and technical noise removal. Due to the strong mean/over-dispersion confounding that is typically observed for scRNA-seq datasets, BASiCS also tests for changes in residual over-dispersion, defined by residual values with respect to a global mean/over-dispersion trend.

Maintained by Catalina Vallejos. Last updated 5 months ago.

immunooncology normalization sequencing rnaseq software geneexpression transcriptomics singlecell differentialexpression bayesian cellbiology bioconductor-package gene-expression rcpp rcpparmadillo scrna-seq single-cell openblas cpp openmp

3.6 match 83 stars 10.26 score 368 scripts 1 dependents

cran

geigen:Calculate Generalized Eigenvalues, the Generalized Schur Decomposition and the Generalized Singular Value Decomposition of a Matrix Pair with Lapack

Functions to compute generalized eigenvalues and eigenvectors, the generalized Schur decomposition and the generalized Singular Value Decomposition of a matrix pair, using Lapack routines.

Maintained by Berend Hasselman. Last updated 6 years ago.

fortran openblas

13.4 match 1 stars 2.77 score 16 dependents

hafen

stlplus:Enhanced Seasonal Decomposition of Time Series by Loess

Decompose a time series into seasonal, trend, and remainder components using an implementation of Seasonal Decomposition of Time Series by Loess (STL) that provides several enhancements over the STL method in the stats package. These enhancements include handling missing values, providing higher order (quadratic) loess smoothing with automated parameter choices, frequency component smoothing beyond the seasonal and trend components, and some basic plot methods for diagnostics.

Maintained by Ryan Hafen. Last updated 8 years ago.

cpp

5.2 match 66 stars 7.02 score 63 scripts 5 dependents

hypertidy

silicate:Common Forms for Complex Hierarchical and Relational Data Structures

Generate common data forms for complex data suitable for conversions and transmission by decomposition as paths or primitives. Paths are sequentially-linked records, primitives are basic atomic elements and both can model many forms and be grouped into hierarchical structures. The universal models 'SC0' (structural) and 'SC' (labelled, relational) are composed of edges and can represent any hierarchical form. Specialist models 'PATH', 'ARC' and 'TRI' provide the most common intermediate forms used for converting from one form to another. The methods are inspired by the simplicial complex <https://en.wikipedia.org/wiki/Simplicial_complex> and provide intermediate forms that relate spatial data structures to this mathematical construct.

Maintained by Michael D. Sumner. Last updated 1 years ago.

hierarchical-data simplicial-complex spatial-data structural-primitives topology triangulation

5.0 match 54 stars 7.28 score 111 scripts 7 dependents

yixuan

RSpectra:Solvers for Large-Scale Eigenvalue and SVD Problems

R interface to the 'Spectra' library <https://spectralib.org/> for large-scale eigenvalue and SVD problems. It is typically used to compute a few eigenvalues/vectors of an n by n matrix, e.g., the k largest eigenvalues, which is usually more efficient than eigen() if k << n. This package provides the 'eigs()' function that does the similar job as in 'Matlab', 'Octave', 'Python SciPy' and 'Julia'. It also provides the 'svds()' function to calculate the largest k singular values and corresponding singular vectors of a real matrix. The matrix to be computed on can be dense, sparse, or in the form of an operator defined by the user.

Maintained by Yixuan Qiu. Last updated 8 months ago.

eigenvalues spectra svd openblas cpp

2.9 match 81 stars 12.40 score 394 scripts 433 dependents

craddm

eegUtils:Utilities for Electroencephalographic (EEG) Analysis

Electroencephalography data processing and visualization tools. Includes import functions for 'BioSemi' (.BDF), 'Neuroscan' (.CNT), 'Brain Vision Analyzer' (.VHDR), 'EEGLAB' (.set) and 'Fieldtrip' (.mat). Many preprocessing functions such as referencing, epoching, filtering, and ICA are available. There are a variety of visualizations possible, including timecourse and topographical plotting.

Maintained by Matt Craddock. Last updated 5 months ago.

eeg eeg-analysis eeg-data eeg-signals eeg-signals-processing openblas cpp openmp

5.5 match 106 stars 6.54 score 82 scripts

mwsill

s4vd:Biclustering via Sparse Singular Value Decomposition Incorporating Stability Selection

The main function s4vd() performs a biclustering via sparse singular value decomposition with a nested stability selection. The results is an biclust object and thus all methods of the biclust package can be applied.

Maintained by Martin Sill. Last updated 5 years ago.

6.7 match 4 stars 5.31 score 17 scripts 2 dependents

corybrunson

ordr:A Tidyverse Extension for Ordinations and Biplots

Ordination comprises several multivariate exploratory and explanatory techniques with theoretical foundations in geometric data analysis; see Podani (2000, ISBN:90-5782-067-6) for techniques and applications and Le Roux & Rouanet (2005) <doi:10.1007/1-4020-2236-0> for foundations. Greenacre (2010, ISBN:978-84-923846) shows how the most established of these, including principal components analysis, correspondence analysis, multidimensional scaling, factor analysis, and discriminant analysis, rely on eigen-decompositions or singular value decompositions of pre-processed numeric matrix data. These decompositions give rise to a set of shared coordinates along which the row and column elements can be measured. The overlay of their scatterplots on these axes, introduced by Gabriel (1971) <doi:10.1093/biomet/58.3.453>, is called a biplot. 'ordr' provides inspection, extraction, manipulation, and visualization tools for several popular ordination classes supported by a set of recovery methods. It is inspired by and designed to integrate into 'tidyverse' workflows provided by Wickham et al (2019) <doi:10.21105/joss.01686>.

Maintained by Jason Cory Brunson. Last updated 13 days ago.

biplot data-visualization dimension-reduction geometric-data-analysis grammar-of-graphics log-ratio-analysis multivariate-analysis multivariate-statistics ordination tidymodels tidyverse

4.8 match 24 stars 7.26 score 28 scripts

tomkellygenetics

matrixcalc:Collection of Functions for Matrix Calculations

A collection of functions to support matrix calculations for probability, econometric and numerical analysis. There are additional functions that are comparable to APL functions which are useful for actuarial models such as pension mathematics. This package is used for teaching and research purposes at the Department of Finance and Risk Engineering, New York University, Polytechnic Institute, Brooklyn, NY 11201. Horn, R.A. (1990) Matrix Analysis. ISBN 978-0521386326. Lancaster, P. (1969) Theory of Matrices. ISBN 978-0124355507. Lay, D.C. (1995) Linear Algebra: And Its Applications. ISBN 978-0201845563.

Maintained by S. Thomas Kelly. Last updated 4 years ago.

4.1 match 8.32 score 1.7k scripts 149 dependents

maartenbijlsma

cfdecomp:Counterfactual Decomposition: MC Integration of the G-Formula

Provides a set of functions for counterfactual decomposition (cfdecomp). The functions available in this package decompose differences in an outcome attributable to a mediating variable (or sets of mediating variables) between groups based on counterfactual (causal inference) theory. By using Monte Carlo (MC) integration (simulations based on empirical estimates from multivariable models) we provide added flexibility compared to existing (analytical) approaches, at the cost of computational power or time. The added flexibility means that we can decompose difference between groups in any outcome or and with any mediator (any variable type and distribution). See Sudharsanan & Bijlsma (2019) <doi:10.4054/MPIDR-WP-2019-004> for more information.

Maintained by Maarten Jacob Bijlsma. Last updated 4 years ago.

12.6 match 1 stars 2.70 score 5 scripts

sklivan

ineq.2d:Two-Dimensional Decomposition of the Theil Index and the Squared Coefficient of Variation

Decomposition of income inequality by groups formed of individuals possessing similar characteristics (e.g., sex, education, age) and their income sources at the same time. Decomposition of the Theil index is based on Giammatteo, M. (2007) <https://www.lisdatacenter.org/wps/liswps/466.pdf>. Decomposition of the squared coefficient of variation is based on Garcia-Penalosa, C., & Orgiazzi, E. (2013) <doi:10.1111/roiw.12054>.

Maintained by Ivan Skliarov. Last updated 2 years ago.

7.1 match 4.70 score 3 scripts

pecanproject

PEcAn.uncertainty:PEcAn Functions Used for Propagating and Partitioning Uncertainties in Ecological Forecasts and Reanalysis

The Predictive Ecosystem Carbon Analyzer (PEcAn) is a scientific workflow management tool that is designed to simplify the management of model parameterization, execution, and analysis. The goal of PECAn is to streamline the interaction between data and models, and to improve the efficacy of scientific investigation.

Maintained by David LeBauer. Last updated 2 days ago.

bayesian cyberinfrastructure data-assimilation data-science ecosystem-model ecosystem-science forecasting meta-analysis national-science-foundation pecan plants jags cpp

3.8 match 216 stars 8.91 score 15 scripts 5 dependents

rjdverse

rjd3toolkit:Utility Functions around 'JDemetra+ 3.0'

R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to model time series (create outlier regressors, user-defined calendar regressors, UCARIMA models...), to test the presence of trading days or seasonal effects and also to set specifications in pre-adjustment and benchmarking when using rjd3x13 or rjd3tramoseats.

Maintained by Tanguy Barthelemy. Last updated 5 months ago.

jdemetra seasonal-adjustment timeseries openjdk

5.7 match 5 stars 5.81 score 48 scripts 15 dependents

shixiangwang

sigminer:Extract, Analyze and Visualize Mutational Signatures for Genomic Variations

Genomic alterations including single nucleotide substitution, copy number alteration, etc. are the major force for cancer initialization and development. Due to the specificity of molecular lesions caused by genomic alterations, we can generate characteristic alteration spectra, called 'signature' (Wang, Shixiang, et al. (2021) <DOI:10.1371/journal.pgen.1009557> & Alexandrov, Ludmil B., et al. (2020) <DOI:10.1038/s41586-020-1943-3> & Steele Christopher D., et al. (2022) <DOI:10.1038/s41586-022-04738-6>). This package helps users to extract, analyze and visualize signatures from genomic alteration records, thus providing new insight into cancer study.

Maintained by Shixiang Wang. Last updated 5 months ago.

bayesian-nmf bioinformatics cancer-research cnv copynumber-signatures cosmic-signatures dbs easy-to-use indel mutational-signatures nmf nmf-extraction sbs signature-extraction somatic-mutations somatic-variants visualization cpp

3.5 match 150 stars 9.48 score 123 scripts 2 dependents

r-forge

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.

Maintained by Martin Maechler. Last updated 7 days ago.

openblas

1.9 match 1 stars 17.23 score 33k scripts 12k dependents

friendly

genridge:Generalized Ridge Trace Plots for Ridge Regression

The genridge package introduces generalizations of the standard univariate ridge trace plot used in ridge regression and related methods. These graphical methods show both bias (actually, shrinkage) and precision, by plotting the covariance ellipsoids of the estimated coefficients, rather than just the estimates themselves. 2D and 3D plotting methods are provided, both in the space of the predictor variables and in the transformed space of the PCA/SVD of the predictors.

Maintained by Michael Friendly. Last updated 3 months ago.

bias-variance graphics principal-component-analysis regression-models ridge-regression singular-value-decomposition

6.7 match 4 stars 4.84 score 69 scripts

bioc

nipalsMCIA:Multiple Co-Inertia Analysis via the NIPALS Method

Computes Multiple Co-Inertia Analysis (MCIA), a dimensionality reduction (jDR) algorithm, for a multi-block dataset using a modification to the Nonlinear Iterative Partial Least Squares method (NIPALS) proposed in (Hanafi et. al, 2010). Allows multiple options for row- and table-level preprocessing, and speeds up computation of variance explained. Vignettes detail application to bulk- and single cell- multi-omics studies.

Maintained by Maximilian Mattessich. Last updated 27 days ago.

software clustering classification multiplecomparison normalization preprocessing singlecell

4.8 match 6 stars 6.60 score 10 scripts

rikenbit

mwTensor:Multi-Way Component Analysis

For single tensor data, any matrix factorization method can be specified the matricised tensor in each dimension by Multi-way Component Analysis (MWCA). An originally extended MWCA is also implemented to specify and decompose multiple matrices and tensors simultaneously (CoupledMWCA). See the reference section of GitHub README.md <https://github.com/rikenbit/mwTensor>, for details of the methods.

Maintained by Koki Tsuyuzaki. Last updated 2 years ago.

11.6 match 2.70 score 2 scripts

jkrijthe

RSSL:Implementations of Semi-Supervised Learning Approaches for Classification

A collection of implementations of semi-supervised classifiers and methods to evaluate their performance. The package includes implementations of, among others, Implicitly Constrained Learning, Moment Constrained Learning, the Transductive SVM, Manifold regularization, Maximum Contrastive Pessimistic Likelihood estimation, S4VM and WellSVM.

Maintained by Jesse Krijthe. Last updated 1 years ago.

openblas cpp

5.1 match 58 stars 6.05 score 128 scripts 1 dependents

bioc

scTensor:Detection of cell-cell interaction from single-cell RNA-seq dataset by tensor decomposition

The algorithm is based on the non-negative tucker decomposition (NTD2) of nnTensor.

Maintained by Koki Tsuyuzaki. Last updated 5 months ago.

dimensionreduction singlecell software geneexpression

7.3 match 4.18 score 2 scripts

stan-dev

posterior:Tools for Working with Posterior Distributions

Provides useful tools for both users and developers of packages for fitting Bayesian models or working with output from Bayesian models. The primary goals of the package are to: (a) Efficiently convert between many different useful formats of draws (samples) from posterior or prior distributions. (b) Provide consistent methods for operations commonly performed on draws, for example, subsetting, binding, or mutating draws. (c) Provide various summaries of draws in convenient formats. (d) Provide lightweight implementations of state of the art posterior inference diagnostics. References: Vehtari et al. (2021) <doi:10.1214/20-BA1221>.

Maintained by Paul-Christian Bürkner. Last updated 10 days ago.

bayes bayesian mcmc

1.9 match 168 stars 16.13 score 3.3k scripts 342 dependents

rstudio

tfprobability:Interface to 'TensorFlow Probability'

Interface to 'TensorFlow Probability', a 'Python' library built on 'TensorFlow' that makes it easy to combine probabilistic models and deep learning on modern hardware ('TPU', 'GPU'). 'TensorFlow Probability' includes a wide selection of probability distributions and bijectors, probabilistic layers, variational inference, Markov chain Monte Carlo, and optimizers such as Nelder-Mead, BFGS, and SGLD.

Maintained by Tomasz Kalinowski. Last updated 3 years ago.

3.5 match 54 stars 8.63 score 221 scripts 3 dependents

nalzok

tree.interpreter:Random Forest Prediction Decomposition and Feature Importance Measure

An R re-implementation of the 'treeinterpreter' package on PyPI <https://pypi.org/project/treeinterpreter/>. Each prediction can be decomposed as 'prediction = bias + feature_1_contribution + ... + feature_n_contribution'. This decomposition is then used to calculate the Mean Decrease Impurity (MDI) and Mean Decrease Impurity using out-of-bag samples (MDI-oob) feature importance measures based on the work of Li et al. (2019) <arXiv:1906.10845>.

Maintained by Qingyao Sun. Last updated 5 years ago.

data-science datascience interpretability machine-learning random-forest cpp

5.1 match 12 stars 5.79 score 6 scripts

lucaweihs

SEMID:Identifiability of Linear Structural Equation Models

Provides routines to check identifiability or non-identifiability of linear structural equation models as described in Drton, Foygel, and Sullivant (2011) <doi:10.1214/10-AOS859>, Foygel, Draisma, and Drton (2012) <doi:10.1214/12-AOS1012>, and other works. The routines are based on the graphical representation of structural equation models.

Maintained by Nils Sturma. Last updated 2 years ago.

7.1 match 4 stars 4.06 score 29 scripts

insightsengineering

tern:Create Common TLGs Used in Clinical Trials

Table, Listings, and Graphs (TLG) library for common outputs used in clinical trials.

Maintained by Joe Zhu. Last updated 2 months ago.

clinical-trials graphs listings nest outputs tables

2.3 match 79 stars 12.62 score 186 scripts 9 dependents

bioc

GlobalAncova:Global test for groups of variables via model comparisons

The association between a variable of interest (e.g. two groups) and the global pattern of a group of variables (e.g. a gene set) is tested via a global F-test. We give the following arguments in support of the GlobalAncova approach: After appropriate normalisation, gene-expression-data appear rather symmetrical and outliers are no real problem, so least squares should be rather robust. ANCOVA with interaction yields saturated data modelling e.g. different means per group and gene. Covariate adjustment can help to correct for possible selection bias. Variance homogeneity and uncorrelated residuals cannot be expected. Application of ordinary least squares gives unbiased, but no longer optimal estimates (Gauss-Markov-Aitken). Therefore, using the classical F-test is inappropriate, due to correlation. The test statistic however mirrors deviations from the null hypothesis. In combination with a permutation approach, empirical significance levels can be approximated. Alternatively, an approximation yields asymptotic p-values. The framework is generalized to groups of categorical variables or even mixed data by a likelihood ratio approach. Closed and hierarchical testing procedures are supported. This work was supported by the NGFN grant 01 GR 0459, BMBF, Germany and BMBF grant 01ZX1309B, Germany.

Maintained by Manuela Hummel. Last updated 5 months ago.

microarray onechannel differentialexpression pathways regression

5.3 match 5.32 score 9 scripts 1 dependents

tomasfryda

h2o:R Interface for the 'H2O' Scalable Machine Learning Platform

R interface for 'H2O', the scalable open source machine learning platform that offers parallelized implementations of many supervised and unsupervised machine learning algorithms such as Generalized Linear Models (GLM), Gradient Boosting Machines (including XGBoost), Random Forests, Deep Neural Networks (Deep Learning), Stacked Ensembles, Naive Bayes, Generalized Additive Models (GAM), ANOVA GLM, Cox Proportional Hazards, K-Means, PCA, ModelSelection, Word2Vec, as well as a fully automatic machine learning algorithm (H2O AutoML).

Maintained by Tomas Fryda. Last updated 1 years ago.

3.4 match 3 stars 8.20 score 7.8k scripts 11 dependents

husson

FactoMineR:Multivariate Exploratory Data Analysis and Data Mining

Exploratory data analysis methods to summarize, visualize and describe datasets. The main principal component methods are available, those with the largest potential in terms of applications: principal component analysis (PCA) when variables are quantitative, correspondence analysis (CA) and multiple correspondence analysis (MCA) when variables are categorical, Multiple Factor Analysis when variables are structured in groups, etc. and hierarchical cluster analysis. F. Husson, S. Le and J. Pages (2017).

Maintained by Francois Husson. Last updated 3 months ago.

1.9 match 47 stars 14.71 score 5.6k scripts 112 dependents

rohelab

LRMF3:Low Rank Matrix Factorization S3 Objects

Provides S3 classes to represent low rank matrix decompositions.

Maintained by Alex Hayes. Last updated 3 years ago.

matrix-factorization singular-value-decomposition

7.2 match 2 stars 3.78 score 6 scripts 2 dependents

javlacalle

tsdecomp:Decomposition of Time Series Data

ARIMA-model-based decomposition of quarterly and monthly time series data. The methodology is developed and described, among others, in Burman (1980) <DOI:10.2307/2982132> and Hillmer and Tiao (1982) <DOI:10.2307/2287770>.

Maintained by Javier López-de-Lacalle. Last updated 8 years ago.

13.6 match 2.00 score

aambarek

GiniDecompLY:Gini Decomposition by Income Sources

Estimation of the effect of each income source on income inequalities based on the decomposition of Lerman and Yitzhaki (1985) <doi:10.2307/1928447>.

Maintained by Abdessamad Ait Mbarek. Last updated 4 months ago.

6.8 match 1 stars 4.00 score 3 scripts

fawda123

SWMPr:Retrieving, Organizing, and Analyzing Estuary Monitoring Data

Tools for retrieving, organizing, and analyzing environmental data from the System Wide Monitoring Program of the National Estuarine Research Reserve System <https://cdmo.baruch.sc.edu/>. These tools address common challenges associated with continuous time series data for environmental decision making.

Maintained by Marcus W. Beck. Last updated 1 months ago.

3.8 match 13 stars 7.05 score 143 scripts 1 dependents

ropensci

karel:Learning programming with Karel the robot

This is the R implementation of Karel the robot, a programming language created by Dr. R. E. Pattis at Stanford University in 1981. Karel is an useful tool to teach introductory concepts about general programming, such as algorithmic decomposition, conditional statements, loops, etc., in an interactive and fun way, by writing programs to make Karel the robot achieve certain tasks in the world she lives in. Originally based on Pascal, Karel was implemented in many languages through these decades, including 'Java', 'C++', 'Ruby' and 'Python'. This is the first package implementing Karel in R.

Maintained by Marcos Prunello. Last updated 8 months ago.

learning programming r-language

3.8 match 10 stars 6.87 score 31 scripts

bioc

scran:Methods for Single-Cell RNA-Seq Data Analysis

Implements miscellaneous functions for interpretation of single-cell RNA-seq data. Methods are provided for assignment of cell cycle phase, detection of highly variable and significantly correlated genes, identification of marker genes, and other common tasks in routine single-cell analysis workflows.

Maintained by Aaron Lun. Last updated 5 months ago.

immunooncology normalization sequencing rnaseq software geneexpression transcriptomics singlecell clustering bioconductor-package human-cell-atlas single-cell-rna-seq openblas cpp

2.0 match 41 stars 13.14 score 7.6k scripts 36 dependents

kcha193

infoDecompuTE:Information Decomposition of Two-Phase Experiments

The main purpose of this package is to generate the structure of the analysis of variance (ANOVA) table of the two-phase experiments. The user only need to input the design and the relationships of the random and fixed factors using the Wilkinson-Rogers' syntax, this package can then quickly generate the structure of the ANOVA table with the coefficients of the variance components for the expected mean squares. Thus, the balanced incomplete block design and provides the efficiency factors of the fixed effects can also be studied and compared much easily.

Maintained by Kevin Chang. Last updated 5 years ago.

8.3 match 3.15 score 28 scripts

guido-s

netmeta:Network Meta-Analysis using Frequentist Methods

A comprehensive set of functions providing frequentist methods for network meta-analysis (Balduzzi et al., 2023) <doi:10.18637/jss.v106.i02> and supporting Schwarzer et al. (2015) <doi:10.1007/978-3-319-21416-0>, Chapter 8 "Network Meta-Analysis": - frequentist network meta-analysis following Rücker (2012) <doi:10.1002/jrsm.1058>; - additive network meta-analysis for combinations of treatments (Rücker et al., 2020) <doi:10.1002/bimj.201800167>; - network meta-analysis of binary data using the Mantel-Haenszel or non-central hypergeometric distribution method (Efthimiou et al., 2019) <doi:10.1002/sim.8158>, or penalised logistic regression (Evrenoglou et al., 2022) <doi:10.1002/sim.9562>; - rankograms and ranking of treatments by the Surface under the cumulative ranking curve (SUCRA) (Salanti et al., 2013) <doi:10.1016/j.jclinepi.2010.03.016>; - ranking of treatments using P-scores (frequentist analogue of SUCRAs without resampling) according to Rücker & Schwarzer (2015) <doi:10.1186/s12874-015-0060-8>; - split direct and indirect evidence to check consistency (Dias et al., 2010) <doi:10.1002/sim.3767>, (Efthimiou et al., 2019) <doi:10.1002/sim.8158>; - league table with network meta-analysis results; - 'comparison-adjusted' funnel plot (Chaimani & Salanti, 2012) <doi:10.1002/jrsm.57>; - net heat plot and design-based decomposition of Cochran's Q according to Krahn et al. (2013) <doi:10.1186/1471-2288-13-35>; - measures characterizing the flow of evidence between two treatments by König et al. (2013) <doi:10.1002/sim.6001>; - automated drawing of network graphs described in Rücker & Schwarzer (2016) <doi:10.1002/jrsm.1143>; - partial order of treatment rankings ('poset') and Hasse diagram for 'poset' (Carlsen & Bruggemann, 2014) <doi:10.1002/cem.2569>; (Rücker & Schwarzer, 2017) <doi:10.1002/jrsm.1270>; - contribution matrix as described in Papakonstantinou et al. (2018) <doi:10.12688/f1000research.14770.3> and Davies et al. (2022) <doi:10.1002/sim.9346>; - subgroup network meta-analysis.

Maintained by Guido Schwarzer. Last updated 2 days ago.

meta-analysis network-meta-analysis rstudio

2.2 match 33 stars 11.82 score 199 scripts 10 dependents

timriffe

DemoDecomp:Decompose Demographic Functions

Three general demographic decomposition methods: Pseudo-continuous decomposition proposed by Horiuchi, Wilmoth, and Pletcher (2008) <doi:10.1353/dem.0.0033>, stepwise replacement decomposition proposed by Andreev, Shkolnikov and Begun (2002) <doi:10.4054/DemRes.2002.7.14>, and lifetable response experiments proposed by Caswell (1989) <doi:10.1016/0304-3800(89)90019-7>.

Maintained by Tim Riffe. Last updated 6 months ago.

6.5 match 4 stars 3.99 score 49 scripts

cvxgrp

CVXR:Disciplined Convex Optimization

An object-oriented modeling language for disciplined convex programming (DCP) as described in Fu, Narasimhan, and Boyd (2020, <doi:10.18637/jss.v094.i14>). It allows the user to formulate convex optimization problems in a natural way following mathematical convention and DCP rules. The system analyzes the problem, verifies its convexity, converts it into a canonical form, and hands it off to an appropriate solver to obtain the solution. Interfaces to solvers on CRAN and elsewhere are provided, both commercial and open source.

Maintained by Anqi Fu. Last updated 4 months ago.

cpp

2.0 match 207 stars 12.89 score 768 scripts 51 dependents

nk027

sanic:Solving Ax = b Nimbly in C++

Routines for solving large systems of linear equations and eigenproblems in R. Direct and iterative solvers from the Eigen C++ library are made available. Solvers include Cholesky, LU, QR, and Krylov subspace methods (Conjugate Gradient, BiCGSTAB). Dense and sparse problems are supported.

Maintained by Nikolas Kuschnig. Last updated 2 years ago.

bicgstab cholesky conjugate-gradient eigen linear-equations solvers cpp

6.1 match 9 stars 4.13 score 1 scripts 1 dependents

lem-usp

evolqg:Evolutionary Quantitative Genetics

Provides functions for covariance matrix comparisons, estimation of repeatabilities in measurements and matrices, and general evolutionary quantitative genetics tools. Melo D, Garcia G, Hubbe A, Assis A P, Marroig G. (2016) <doi:10.12688/f1000research.7082.3>.

Maintained by Diogo Melo. Last updated 11 months ago.

openblas cpp

4.0 match 10 stars 6.26 score 114 scripts

bsvars

bsvarSIGNs:Bayesian SVARs with Sign, Zero, and Narrative Restrictions

Implements state-of-the-art algorithms for the Bayesian analysis of Structural Vector Autoregressions (SVARs) identified by sign, zero, and narrative restrictions. The core model is based on a flexible Vector Autoregression with estimated hyper-parameters of the Minnesota prior and the dummy observation priors as in Giannone, Lenza, Primiceri (2015) <doi:10.1162/REST_a_00483>. The sign restrictions are implemented employing the methods proposed by Rubio-Ramírez, Waggoner & Zha (2010) <doi:10.1111/j.1467-937X.2009.00578.x>, while identification through sign and zero restrictions follows the approach developed by Arias, Rubio-Ramírez, & Waggoner (2018) <doi:10.3982/ECTA14468>. Furthermore, our tool provides algorithms for identification via sign and narrative restrictions, in line with the methods introduced by Antolín-Díaz and Rubio-Ramírez (2018) <doi:10.1257/aer.20161852>. Users can also estimate a model with sign, zero, and narrative restrictions imposed at once. The package facilitates predictive and structural analyses using impulse responses, forecast error variance and historical decompositions, forecasting and conditional forecasting, as well as analyses of structural shocks and fitted values. All this is complemented by colourful plots, user-friendly summary functions, and comprehensive documentation including the vignette by Wang & Woźniak (2024) <doi:10.48550/arXiv.2501.16711>. The 'bsvarSIGNs' package is aligned regarding objects, workflows, and code structure with the R package 'bsvars' by Woźniak (2024) <doi:10.32614/CRAN.package.bsvars>, and they constitute an integrated toolset. It was granted the Di Cook Open-Source Statistical Software Award by the Statistical Society of Australia in 2024.

Maintained by Xiaolei Wang. Last updated 2 months ago.

bayesian-inference econometrics vector-autoregression openblas cpp openmp

4.0 match 13 stars 6.21 score 10 scripts

r-hyperspec

hyperSpec:Work with Hyperspectral Data, i.e. Spectra + Meta Information (Spatial, Time, Concentration, ...)

Comfortable ways to work with hyperspectral data sets, i.e. spatially or time-resolved spectra, or spectra with any other kind of information associated with each of the spectra. The spectra can be data as obtained in XRF, UV/VIS, Fluorescence, AES, NIR, IR, Raman, NMR, MS, etc. More generally, any data that is recorded over a discretized variable, e.g. absorbance = f(wavelength), stored as a vector of absorbance values for discrete wavelengths is suitable.

Maintained by Claudia Beleites. Last updated 10 months ago.

data-wrangling hyperspectral imaging infrared nmr raman spectroscopy uv-vis xrf

3.0 match 16 stars 8.13 score 233 scripts 2 dependents

bayesiandemography

bage:Bayesian Estimation and Forecasting of Age-Specific Rates

Fast Bayesian estimation and forecasting of age-specific rates, probabilities, and means, based on 'Template Model Builder'.

Maintained by John Bryant. Last updated 2 months ago.

cpp

3.3 match 3 stars 7.30 score 39 scripts

saviviro

sstvars:Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

Penalized and non-penalized maximum likelihood estimation of smooth transition vector autoregressive models with various types of transition weight functions, conditional distributions, and identification methods. Constrained estimation with various types of constraints is available. Residual based model diagnostics, forecasting, simulations, and calculation of impulse response functions, generalized impulse response functions, and generalized forecast error variance decompositions. See Heather Anderson, Farshid Vahid (1998) <doi:10.1016/S0304-4076(97)00076-6>, Helmut Lütkepohl, Aleksei Netšunajev (2017) <doi:10.1016/j.jedc.2017.09.001>, Markku Lanne, Savi Virolainen (2025) <doi:10.48550/arXiv.2403.14216>, Savi Virolainen (2025) <doi:10.48550/arXiv.2404.19707>.

Maintained by Savi Virolainen. Last updated 16 days ago.

openblas cpp openmp

3.8 match 4 stars 6.36 score 41 scripts

bioc

YAPSA:Yet Another Package for Signature Analysis

This package provides functions and routines for supervised analyses of mutational signatures (i.e., the signatures have to be known, cf. L. Alexandrov et al., Nature 2013 and L. Alexandrov et al., Bioaxiv 2018). In particular, the family of functions LCD (LCD = linear combination decomposition) can use optimal signature-specific cutoffs which takes care of different detectability of the different signatures. Moreover, the package provides different sets of mutational signatures, including the COSMIC and PCAWG SNV signatures and the PCAWG Indel signatures; the latter infering that with YAPSA, the concept of supervised analysis of mutational signatures is extended to Indel signatures. YAPSA also provides confidence intervals as computed by profile likelihoods and can perform signature analysis on a stratified mutational catalogue (SMC = stratify mutational catalogue) in order to analyze enrichment and depletion patterns for the signatures in different strata.

Maintained by Zuguang Gu. Last updated 5 months ago.

sequencing dnaseq somaticmutation visualization clustering genomicvariation statisticalmethod biologicalquestion

3.8 match 6.41 score 57 scripts

kapiliasri

decompDL:Decomposition Based Deep Learning Models for Time Series Forecasting

Hybrid model is the most promising forecasting method by combining decomposition and deep learning techniques to improve the accuracy of time series forecasting. Each decomposition technique decomposes a time series into a set of intrinsic mode functions (IMFs), and the obtained IMFs are modelled and forecasted separately using the deep learning models. Finally, the forecasts of all IMFs are combined to provide an ensemble output for the time series. The prediction ability of the developed models are calculated using international monthly price series of maize in terms of evaluation criteria like root mean squared error, mean absolute percentage error and, mean absolute error. For method details see Choudhary, K. et al. (2023). <https://ssca.org.in/media/14_SA44052022_R3_SA_21032023_Girish_Jha_FINAL_Finally.pdf>.

Maintained by Kapil Choudhary. Last updated 1 years ago.

23.8 match 1.00 score

hubbardalex

autostsm:Automatic Structural Time Series Models

Automatic model selection for structural time series decomposition into trend, cycle, and seasonal components, plus optionality for structural interpolation, using the Kalman filter. Koopman, Siem Jan and Marius Ooms (2012) "Forecasting Economic Time Series Using Unobserved Components Time Series Models" <doi:10.1093/oxfordhb/9780195398649.013.0006>. Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.

Maintained by Alex Hubbard. Last updated 9 months ago.

6.7 match 3.55 score 29 scripts

cran

VMDML:Variational Mode Decomposition Based Machine Learning Models

Application of Variational Mode Decomposition based different Machine Learning models for univariate time series forecasting. For method details see (i) K. Dragomiretskiy and D. Zosso (2014) <doi:10.1109/TSP.2013.2288675>; (ii) Pankaj Das (2020) <http://krishi.icar.gov.in/jspui/handle/123456789/44138>.

Maintained by Pankaj Das. Last updated 2 years ago.

11.8 match 2.00 score 3 scripts

derekbeaton

ExPosition:Exploratory Analysis with the Singular Value Decomposition

A variety of descriptive multivariate analyses with the singular value decomposition, such as principal components analysis, correspondence analysis, and multidimensional scaling. See An ExPosition of the Singular Value Decomposition in R (Beaton et al 2014) <doi:10.1016/j.csda.2013.11.006>.

Maintained by Derek Beaton. Last updated 1 years ago.

3.8 match 4 stars 6.20 score 164 scripts 8 dependents

stan-dev

rstanarm:Bayesian Applied Regression Modeling via Stan

Estimates previously compiled regression models using the 'rstan' package, which provides the R interface to the Stan C++ library for Bayesian estimation. Users specify models via the customary R syntax with a formula and data.frame plus some additional arguments for priors.

Maintained by Ben Goodrich. Last updated 9 months ago.

bayesian bayesian-data-analysis bayesian-inference bayesian-methods bayesian-statistics multilevel-models rstan rstanarm stan statistical-modeling cpp

1.5 match 393 stars 15.68 score 5.0k scripts 13 dependents

rfastofficial

Rfast:A Collection of Efficient and Extremely Fast R Functions

A collection of fast (utility) functions for data analysis. Column and row wise means, medians, variances, minimums, maximums, many t, F and G-square tests, many regressions (normal, logistic, Poisson), are some of the many fast functions. References: a) Tsagris M., Papadakis M. (2018). Taking R to its limits: 70+ tips. PeerJ Preprints 6:e26605v1 <doi:10.7287/peerj.preprints.26605v1>. b) Tsagris M. and Papadakis M. (2018). Forward regression in R: from the extreme slow to the extreme fast. Journal of Data Science, 16(4): 771--780. <doi:10.6339/JDS.201810_16(4).00006>. c) Chatzipantsiou C., Dimitriadis M., Papadakis M. and Tsagris M. (2020). Extremely Efficient Permutation and Bootstrap Hypothesis Tests Using Hypothesis Tests Using R. Journal of Modern Applied Statistical Methods, 18(2), eP2898. <doi:10.48550/arXiv.1806.10947>. d) Tsagris M., Papadakis M., Alenazi A. and Alzeley O. (2024). Computationally Efficient Outlier Detection for High-Dimensional Data Using the MDP Algorithm. Computation, 12(9): 185. <doi:10.3390/computation12090185>. e) Tsagris M. and Papadakis M. (2025). Fast and light-weight energy statistics using the R package Rfast. <doi:10.48550/arXiv.2501.02849>.

Maintained by Manos Papadakis. Last updated 17 days ago.

openblas cpp openmp

1.9 match 147 stars 12.54 score 1.2k scripts 166 dependents

bioc

mixOmics:Omics Data Integration Project

Multivariate methods are well suited to large omics data sets where the number of variables (e.g. genes, proteins, metabolites) is much larger than the number of samples (patients, cells, mice). They have the appealing properties of reducing the dimension of the data by using instrumental variables (components), which are defined as combinations of all variables. Those components are then used to produce useful graphical outputs that enable better understanding of the relationships and correlation structures between the different data sets that are integrated. mixOmics offers a wide range of multivariate methods for the exploration and integration of biological datasets with a particular focus on variable selection. The package proposes several sparse multivariate models we have developed to identify the key variables that are highly correlated, and/or explain the biological outcome of interest. The data that can be analysed with mixOmics may come from high throughput sequencing technologies, such as omics data (transcriptomics, metabolomics, proteomics, metagenomics etc) but also beyond the realm of omics (e.g. spectral imaging). The methods implemented in mixOmics can also handle missing values without having to delete entire rows with missing data. A non exhaustive list of methods include variants of generalised Canonical Correlation Analysis, sparse Partial Least Squares and sparse Discriminant Analysis. Recently we implemented integrative methods to combine multiple data sets: N-integration with variants of Generalised Canonical Correlation Analysis and P-integration with variants of multi-group Partial Least Squares.

Maintained by Eva Hamrud. Last updated 4 days ago.

immunooncology microarray sequencing metabolomics metagenomics proteomics geneprediction multiplecomparison classification regression bioconductor genomics genomics-data genomics-visualization multivariate-analysis multivariate-statistics omics r-pkg r-project

1.7 match 182 stars 13.71 score 1.3k scripts 22 dependents

tagteam

riskRegression:Risk Regression Models and Prediction Scores for Survival Analysis with Competing Risks

Implementation of the following methods for event history analysis. Risk regression models for survival endpoints also in the presence of competing risks are fitted using binomial regression based on a time sequence of binary event status variables. A formula interface for the Fine-Gray regression model and an interface for the combination of cause-specific Cox regression models. A toolbox for assessing and comparing performance of risk predictions (risk markers and risk prediction models). Prediction performance is measured by the Brier score and the area under the ROC curve for binary possibly time-dependent outcome. Inverse probability of censoring weighting and pseudo values are used to deal with right censored data. Lists of risk markers and lists of risk models are assessed simultaneously. Cross-validation repeatedly splits the data, trains the risk prediction models on one part of each split and then summarizes and compares the performance across splits.

Maintained by Thomas Alexander Gerds. Last updated 17 days ago.

openblas cpp

1.8 match 46 stars 13.00 score 736 scripts 35 dependents

bioc

Informeasure:R implementation of information measures

This package consolidates a comprehensive set of information measurements, encompassing mutual information, conditional mutual information, interaction information, partial information decomposition, and part mutual information.

Maintained by Chu Pan. Last updated 5 months ago.

geneexpression networkinference network software

5.2 match 3 stars 4.48 score 4 scripts

rebeccasalles

TSPred:Functions for Benchmarking Time Series Prediction

Functions for defining and conducting a time series prediction process including pre(post)processing, decomposition, modelling, prediction and accuracy assessment. The generated models and its yielded prediction errors can be used for benchmarking other time series prediction methods and for creating a demand for the refinement of such methods. For this purpose, benchmark data from prediction competitions may be used.

Maintained by Rebecca Pontes Salles. Last updated 4 years ago.

benchmarking linear-models machine-learning nonstationarity time-series-forecast time-series-prediction

4.2 match 24 stars 5.53 score 94 scripts 1 dependents

jamesramsay5

fda:Functional Data Analysis

These functions were developed to support functional data analysis as described in Ramsay, J. O. and Silverman, B. W. (2005) Functional Data Analysis. New York: Springer and in Ramsay, J. O., Hooker, Giles, and Graves, Spencer (2009). Functional Data Analysis with R and Matlab (Springer). The package includes data sets and script files working many examples including all but one of the 76 figures in this latter book. Matlab versions are available by ftp from <https://www.psych.mcgill.ca/misc/fda/downloads/FDAfuns/>.

Maintained by James Ramsay. Last updated 4 months ago.

1.9 match 3 stars 12.29 score 2.0k scripts 143 dependents

stuart-lab

Signac:Analysis of Single-Cell Chromatin Data

A framework for the analysis and exploration of single-cell chromatin data. The 'Signac' package contains functions for quantifying single-cell chromatin data, computing per-cell quality control metrics, dimension reduction and normalization, visualization, and DNA sequence motif analysis. Reference: Stuart et al. (2021) <doi:10.1038/s41592-021-01282-5>.

Maintained by Tim Stuart. Last updated 7 months ago.

atac bioinformatics single-cell zlib cpp

1.9 match 349 stars 12.19 score 3.7k scripts 1 dependents

biooss

sensitivity:Global Sensitivity Analysis of Model Outputs and Importance Measures

A collection of functions for sensitivity analysis of model outputs (factor screening, global sensitivity analysis and robustness analysis), for variable importance measures of data, as well as for interpretability of machine learning models. Most of the functions have to be applied on scalar output, but several functions support multi-dimensional outputs.

Maintained by Bertrand Iooss. Last updated 7 months ago.

cpp

3.4 match 17 stars 6.74 score 472 scripts 8 dependents

alsabtay

ATAforecasting:Automatic Time Series Analysis and Forecasting using the Ata Method

The Ata method (Yapar et al. (2019) <doi:10.15672/hujms.461032>), an alternative to exponential smoothing (described in Yapar (2016) <doi:10.15672/HJMS.201614320580>, Yapar et al. (2017) <doi:10.15672/HJMS.2017.493>), is a new univariate time series forecasting method which provides innovative solutions to issues faced during the initialization and optimization stages of existing forecasting methods. Forecasting performance of the Ata method is superior to existing methods both in terms of easy implementation and accurate forecasting. It can be applied to non-seasonal or seasonal time series which can be decomposed into four components (remainder, level, trend and seasonal). This methodology performed well on the M3 and M4-competition data. This package was written based on Ali Sabri Taylan’s PhD dissertation.

Maintained by Ali Sabri Taylan. Last updated 2 years ago.

ata ataforecasting fable forecast forecasting time-series cpp

5.8 match 5 stars 3.88 score 4 scripts 1 dependents

robertwbuchkowski

soilfoodwebs:Soil Food Web Analysis

Analyzing soil food webs or any food web measured at equilibrium. The package calculates carbon and nitrogen fluxes and stability properties using methods described by Hunt et al. (1987) <doi:10.1007/BF00260580>, de Ruiter et al. (1995) <doi:10.1126/science.269.5228.1257>, Holtkamp et al. (2011) <doi:10.1016/j.soilbio.2010.10.004>, and Buchkowski and Lindo (2021) <doi:10.1111/1365-2435.13706>. The package can also manipulate the structure of the food web as well as simulate food webs away from equilibrium and run decomposition experiments.

Maintained by Robert Buchkowski. Last updated 11 months ago.

5.1 match 5 stars 4.40 score 4 scripts

cran

tensorA:Advanced Tensor Arithmetic with Named Indices

Provides convenience functions for advanced linear algebra with tensors and computation with data sets of tensors on a higher level abstraction. It includes Einstein and Riemann summing conventions, dragging, co- and contravariate indices, parallel computations on sequences of tensors.

Maintained by K. Gerald van den Boogaart. Last updated 1 years ago.

3.9 match 5.83 score 399 dependents

bioc

Clomial:Infers clonal composition of a tumor

Clomial fits binomial distributions to counts obtained from Next Gen Sequencing data of multiple samples of the same tumor. The trained parameters can be interpreted to infer the clonal structure of the tumor.

Maintained by Habil Zare. Last updated 5 months ago.

genetics geneticvariability sequencing clustering multiplecomparison bayesian dnaseq exomeseq targetedresequencing immunooncology

5.2 match 4.30 score 3 scripts

asgr

imager:Image Processing Library Based on 'CImg'

Fast image processing for images in up to 4 dimensions (two spatial dimensions, one time/depth dimension, one colour dimension). Provides most traditional image processing tools (filtering, morphology, transformations, etc.) as well as various functions for easily analysing image data using R. The package wraps 'CImg', <http://cimg.eu>, a simple, modern C++ library for image processing.

Maintained by Aaron Robotham. Last updated 27 days ago.

libx11 fftw3 tiff cpp openmp

1.7 match 17 stars 13.62 score 2.4k scripts 45 dependents

helske

ramcmc:Robust Adaptive Metropolis Algorithm

Function for adapting the shape of the random walk Metropolis proposal as specified by robust adaptive Metropolis algorithm by Vihola (2012) <doi:10.1007/s11222-011-9269-5>. The package also includes fast functions for rank-one Cholesky update and downdate. These functions can be used directly from R or the corresponding C++ header files can be easily linked to other R packages.

Maintained by Jouni Helske. Last updated 3 years ago.

openblas cpp

3.6 match 6 stars 6.21 score 8 scripts 12 dependents

yijuanhu

LDM:Testing Hypotheses About the Microbiome using the Linear Decomposition Model

A single analysis path that includes distance-based ordination, global tests of any effect of the microbiome, and tests of the effects of individual taxa with false-discovery-rate (FDR) control. It accommodates both continuous and discrete covariates as well as interaction terms to be tested either singly or in combination, allows for adjustment of confounding covariates, and uses permutation-based p-values that can control for sample correlations. It can be applied to transformed data, and an omnibus test can combine results from analyses conducted on different transformation scales. It can also be used for testing presence-absence associations based on infinite number of rarefaction replicates, testing mediation effects of the microbiome, analyzing censored time-to-event outcomes, and for compositional analysis by fitting linear models to centered-log-ratio taxa count data.

Maintained by Yi-Juan Hu. Last updated 2 years ago.

4.5 match 7 stars 4.91 score 23 scripts

config-i1

smooth:Forecasting Using State Space Models

Functions implementing Single Source of Error state space models for purposes of time series analysis and forecasting. The package includes ADAM (Svetunkov, 2023, <https://openforecast.org/adam/>), Exponential Smoothing (Hyndman et al., 2008, <doi: 10.1007/978-3-540-71918-2>), SARIMA (Svetunkov & Boylan, 2019 <doi: 10.1080/00207543.2019.1600764>), Complex Exponential Smoothing (Svetunkov & Kourentzes, 2018, <doi: 10.13140/RG.2.2.24986.29123>), Simple Moving Average (Svetunkov & Petropoulos, 2018 <doi: 10.1080/00207543.2017.1380326>) and several simulation functions. It also allows dealing with intermittent demand based on the iETS framework (Svetunkov & Boylan, 2019, <doi: 10.13140/RG.2.2.35897.06242>).

Maintained by Ivan Svetunkov. Last updated 2 days ago.

arima arima-forecasting ces ets exponential-smoothing forecast state-space time-series openblas cpp

1.9 match 90 stars 11.87 score 412 scripts 25 dependents

stephenhky

RQEntangle:Quantum Entanglement of Bipartite System

It computes the Schmidt decomposition of bipartite quantum systems, discrete or continuous, and their respective entanglement metrics. See Artur Ekert, Peter L. Knight (1995) <doi:10.1119/1.17904> for more details.

Maintained by Kwan-Yuet Ho. Last updated 6 years ago.

numerical-methods physics quantum-computing

4.4 match 6 stars 5.03 score 12 scripts

dkimstatlab

GSD:Graph Signal Decomposition

Graph signals residing on the vertices of a graph have recently gained prominence in research in various fields. Many methodologies have been proposed to analyze graph signals by adapting classical signal processing tools. Recently, several notable graph signal decomposition methods have been proposed, which include graph Fourier decomposition based on graph Fourier transform, graph empirical mode decomposition, and statistical graph empirical mode decomposition. This package efficiently implements multiscale analysis applicable to various fields, and offers an effective tool for visualizing and decomposing graph signals. For the detailed methodology, see Ortega et al. (2018) <doi:10.1109/JPROC.2018.2820126>, Shuman et al. (2013) <doi:10.1109/MSP.2012.2235192>, Tremblay et al. (2014) <https://www.eurasip.org/Proceedings/Eusipco/Eusipco2014/HTML/papers/1569922141.pdf>, and Cho et al. (2024) "Statistical graph empirical mode decomposition by graph denoising and boundary treatment".

Maintained by Donghoh Kim. Last updated 1 years ago.

8.1 match 2.70 score

bioc

mogsa:Multiple omics data integrative clustering and gene set analysis

This package provide a method for doing gene set analysis based on multiple omics data.

Maintained by Chen Meng. Last updated 5 months ago.

geneexpression principalcomponent statisticalmethod clustering software

5.1 match 4.29 score 49 scripts

helske

KFAS:Kalman Filter and Smoother for Exponential Family State Space Models

State space modelling is an efficient and flexible framework for statistical inference of a broad class of time series and other data. KFAS includes computationally efficient functions for Kalman filtering, smoothing, forecasting, and simulation of multivariate exponential family state space models, with observations from Gaussian, Poisson, binomial, negative binomial, and gamma distributions. See the paper by Helske (2017) <doi:10.18637/jss.v078.i10> for details.

Maintained by Jouni Helske. Last updated 6 months ago.

dynamic-linear-model exponential-family fortran gaussian-models state-space time-series openblas

2.0 match 64 stars 10.97 score 242 scripts 16 dependents

fauvernierma

survPen:Multidimensional Penalized Splines for (Excess) Hazard Models, Relative Mortality Ratio Models and Marginal Intensity Models

Fits (excess) hazard, relative mortality ratio or marginal intensity models with multidimensional penalized splines allowing for time-dependent effects, non-linear effects and interactions between several continuous covariates. In survival and net survival analysis, in addition to modelling the effect of time (via the baseline hazard), one has often to deal with several continuous covariates and model their functional forms, their time-dependent effects, and their interactions. Model specification becomes therefore a complex problem and penalized regression splines represent an appealing solution to that problem as splines offer the required flexibility while penalization limits overfitting issues. Current implementations of penalized survival models can be slow or unstable and sometimes lack some key features like taking into account expected mortality to provide net survival and excess hazard estimates. In contrast, survPen provides an automated, fast, and stable implementation (thanks to explicit calculation of the derivatives of the likelihood) and offers a unified framework for multidimensional penalized hazard and excess hazard models. Later versions (>2.0.0) include penalized models for relative mortality ratio, and marginal intensity in recurrent event setting. survPen may be of interest to those who 1) analyse any kind of time-to-event data: mortality, disease relapse, machinery breakdown, unemployment, etc 2) wish to describe the associated hazard and to understand which predictors impact its dynamics, 3) wish to model the relative mortality ratio between a cohort and a reference population, 4) wish to describe the marginal intensity for recurrent event data. See Fauvernier et al. (2019a) <doi:10.21105/joss.01434> for an overview of the package and Fauvernier et al. (2019b) <doi:10.1111/rssc.12368> for the method.

Maintained by Mathieu Fauvernier. Last updated 3 months ago.

cpp

3.2 match 12 stars 6.82 score 85 scripts 1 dependents

nashjc

optimx:Expanded Replacement and Extension of the 'optim' Function

Provides a replacement and extension of the optim() function to call to several function minimization codes in R in a single statement. These methods handle smooth, possibly box constrained functions of several or many parameters. Note that function 'optimr()' was prepared to simplify the incorporation of minimization codes going forward. Also implements some utility codes and some extra solvers, including safeguarded Newton methods. Many methods previously separate are now included here. This is the version for CRAN.

Maintained by John C Nash. Last updated 2 months ago.

1.7 match 2 stars 12.87 score 1.8k scripts 89 dependents

luca-scr

mclust:Gaussian Mixture Modelling for Model-Based Clustering, Classification, and Density Estimation

Gaussian finite mixture models fitted via EM algorithm for model-based clustering, classification, and density estimation, including Bayesian regularization, dimension reduction for visualisation, and resampling-based inference.

Maintained by Luca Scrucca. Last updated 11 months ago.

fortran openblas

1.8 match 21 stars 12.23 score 6.6k scripts 587 dependents

quirinms

mrf:Multiresolution Forecasting

Forecasting of univariate time series using feature extraction with variable prediction methods is provided. Feature extraction is done with a redundant Haar wavelet transform with filter h = (0.5, 0.5). The advantage of the approach compared to typical Fourier based methods is an dynamic adaptation to varying seasonalities. Currently implemented prediction methods based on the selected wavelets levels and scales are a regression and a multi-layer perceptron. Forecasts can be computed for horizon 1 or higher. Model selection is performed with an evolutionary optimization. Selection criteria are currently the AIC criterion, the Mean Absolute Error or the Mean Root Error. The data is split into three parts for model selection: Training, test, and evaluation dataset. The training data is for computing the weights of a parameter set. The test data is for choosing the best parameter set. The evaluation data is for assessing the forecast performance of the best parameter set on new data unknown to the model. This work is published in Stier, Q.; Gehlert, T.; Thrun, M.C. Multiresolution Forecasting for Industrial Applications. Processes 2021, 9, 1697. <https://doi.org/10.3390/pr9101697>.

Maintained by Quirin Stier. Last updated 3 years ago.

5.0 match 2 stars 4.28 score 19 scripts

bnosac

udpipe:Tokenization, Parts of Speech Tagging, Lemmatization and Dependency Parsing with the 'UDPipe' 'NLP' Toolkit

This natural language processing toolkit provides language-agnostic 'tokenization', 'parts of speech tagging', 'lemmatization' and 'dependency parsing' of raw text. Next to text parsing, the package also allows you to train annotation models based on data of 'treebanks' in 'CoNLL-U' format as provided at <https://universaldependencies.org/format.html>. The techniques are explained in detail in the paper: 'Tokenizing, POS Tagging, Lemmatizing and Parsing UD 2.0 with UDPipe', available at <doi:10.18653/v1/K17-3009>. The toolkit also contains functionalities for commonly used data manipulations on texts which are enriched with the output of the parser. Namely functionalities and algorithms for collocations, token co-occurrence, document term matrix handling, term frequency inverse document frequency calculations, information retrieval metrics (Okapi BM25), handling of multi-word expressions, keyword detection (Rapid Automatic Keyword Extraction, noun phrase extraction, syntactical patterns) sentiment scoring and semantic similarity analysis.

Maintained by Jan Wijffels. Last updated 2 years ago.

conll dependency-parser lemmatization natural-language-processing nlp pos-tagging r-pkg rcpp text-mining tokenizer udpipe cpp

1.8 match 215 stars 11.83 score 1.2k scripts 9 dependents

dsteuer

VBV:The Generalized Berlin Method for Time Series Decomposition

Time series decomposition for univariate time series using the "Verallgemeinerte Berliner Verfahren" (Generalized Berlin Method) as described in 'Kontinuierliche Messgrößen und Stichprobenstrategien in Raum und Zeit mit Anwendungen in den Natur-, Umwelt-, Wirtschafts- und Finanzwissenschaften', by Hebbel and Steuer, Springer Berlin Heidelberg, 2022 <doi:10.1007/978-3-662-65638-9>, or 'Decomposition of Time Series using the Generalised Berlin Method (VBV)' by Hebbel and Steuer, in Jan Beran, Yuanhua Feng, Hartmut Hebbel (Eds.): Empirical Economic and Financial Research - Theory, Methods and Practice, Festschrift in Honour of Prof. Siegfried Heiler. Series: Advanced Studies in Theoretical and Applied Econometrics. Springer 2014, p. 9-40.

Maintained by Detlef Steuer. Last updated 2 years ago.

12.4 match 1.70 score

dselivanov

mlapi:Abstract Classes for Building 'scikit-learn' Like API

Provides 'R6' abstract classes for building machine learning models with 'scikit-learn' like API. <https://scikit-learn.org/> is a popular module for 'Python' programming language which design became de facto a standard in industry for machine learning tasks.

Maintained by Dmitriy Selivanov. Last updated 3 years ago.

3.9 match 5.42 score 5 scripts 26 dependents

subroy13

rsvddpd:Robust Singular Value Decomposition using Density Power Divergence

Computing singular value decomposition with robustness is a challenging task. This package provides an implementation of computing robust SVD using density power divergence (<arXiv:2109.10680>). It combines the idea of robustness and efficiency in estimation based on a tuning parameter. It also provides utility functions to simulate various scenarios to compare performances of different algorithms.

Maintained by Subhrajyoty Roy. Last updated 2 years ago.

openblas cpp openmp

5.0 match 3 stars 4.18 score 6 scripts

elbersb

segregation:Entropy-Based Segregation Indices

Computes segregation indices, including the Index of Dissimilarity, as well as the information-theoretic indices developed by Theil (1971) <isbn:978-0471858454>, namely the Mutual Information Index (M) and Theil's Information Index (H). The M, further described by Mora and Ruiz-Castillo (2011) <doi:10.1111/j.1467-9531.2011.01237.x> and Frankel and Volij (2011) <doi:10.1016/j.jet.2010.10.008>, is a measure of segregation that is highly decomposable. The package provides tools to decompose the index by units and groups (local segregation), and by within and between terms. The package also provides a method to decompose differences in segregation as described by Elbers (2021) <doi:10.1177/0049124121986204>. The package includes standard error estimation by bootstrapping, which also corrects for small sample bias. The package also contains functions for visualizing segregation patterns.

Maintained by Benjamin Elbers. Last updated 1 years ago.

entropy segregation statistics cpp

3.3 match 36 stars 6.44 score 51 scripts

bpfaff

vars:VAR Modelling

Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR and SVEC models.

Maintained by Bernhard Pfaff. Last updated 12 months ago.

2.4 match 7 stars 8.68 score 2.8k scripts 44 dependents

mflores72000

ILS:Interlaboratory Study

It performs interlaboratory studies (ILS) to detect those laboratories that provide non-consistent results when comparing to others. It permits to work simultaneously with various testing materials, from standard univariate, and functional data analysis (FDA) perspectives. The univariate approach based on ASTM E691-08 consist of estimating the Mandel's h and k statistics to identify those laboratories that provide more significant different results, testing also the presence of outliers by Cochran and Grubbs tests, Analysis of variance (ANOVA) techniques are provided (F and Tuckey tests) to test differences in means corresponding to different laboratories per each material. Taking into account the functional nature of data retrieved in analytical chemistry, applied physics and engineering (spectra, thermograms, etc.). ILS package provides a FDA approach for finding the Mandel's k and h statistics distribution by smoothing bootstrap resampling.

Maintained by Miguel Flores. Last updated 2 years ago.

3.2 match 6.48 score 75 scripts

pixushi

tempted:Temporal Tensor Decomposition, a Dimensionality Reduction Tool for Longitudinal Multivariate Data

TEMPoral TEnsor Decomposition (TEMPTED), is a dimension reduction method for multivariate longitudinal data with varying temporal sampling. It formats the data into a temporal tensor and decomposes it into a summation of low-dimensional components, each consisting of a subject loading vector, a feature loading vector, and a continuous temporal loading function. These loadings provide a low-dimensional representation of subjects or samples and can be used to identify features associated with clusters of subjects or samples. TEMPTED provides the flexibility of allowing subjects to have different temporal sampling, so time points do not need to be binned, and missing time points do not need to be imputed.

Maintained by Pixu Shi. Last updated 10 months ago.

5.3 match 14 stars 3.92 score 12 scripts

facebookexperimental

Robyn:Semi-Automated Marketing Mix Modeling (MMM) from Meta Marketing Science

Semi-Automated Marketing Mix Modeling (MMM) aiming to reduce human bias by means of ridge regression and evolutionary algorithms, enables actionable decision making providing a budget allocation and diminishing returns curves and allows ground-truth calibration to account for causation.

Maintained by Gufeng Zhou. Last updated 19 days ago.

adstocking budget-allocation cost-response-curve econometrics evolutionary-algorithm gradient-based-optimisation hyperparameter-optimization marketing-mix-modeling marketing-mix-modelling marketing-science mmm ridge-regression

2.0 match 1.2k stars 10.32 score 95 scripts

kapiliasri

decompML:Decomposition Based Machine Learning Model

The hybrid model is a highly effective forecasting approach that integrates decomposition techniques with machine learning to enhance time series prediction accuracy. Each decomposition technique breaks down a time series into multiple intrinsic mode functions (IMFs), which are then individually modeled and forecasted using machine learning algorithms. The final forecast is obtained by aggregating the predictions of all IMFs, producing an ensemble output for the time series. The performance of the developed models is evaluated using international monthly maize price data, assessed through metrics such as root mean squared error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE). For method details see Choudhary, K. et al. (2023). <https://ssca.org.in/media/14_SA44052022_R3_SA_21032023_Girish_Jha_FINAL_Finally.pdf>.

Maintained by Kapil Choudhary. Last updated 26 days ago.

20.5 match 1.00 score

rjdverse

rjd3highfreq:Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'

R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions for seasonal adjustment of high-frequency data displaying multiple, non integer periodicities. Pre-adjustment with extended airline model and Arima Model Based decomposition.

Maintained by Jean Palate. Last updated 8 months ago.

openjdk

4.0 match 2 stars 5.15 score 33 scripts 3 dependents

mplex

multiplex:Algebraic Tools for the Analysis of Multiple Social Networks

Algebraic procedures for analyses of multiple social networks are delivered with this package as described in Ostoic (2020) <DOI:10.18637/jss.v092.i11>. 'multiplex' makes possible, among other things, to create and manipulate multiplex, multimode, and multilevel network data with different formats. Effective ways are available to treat multiple networks with routines that combine algebraic systems like the partially ordered semigroup with decomposition procedures or semiring structures with the relational bundles occurring in different types of multivariate networks. 'multiplex' provides also an algebraic approach for affiliation networks through Galois derivations between families of the pairs of subsets in the two domains of the network with visualization options.

Maintained by Antonio Rivero Ostoic. Last updated 2 months ago.

algebra network-analysis semigroup semiring

2.5 match 23 stars 8.12 score 69 scripts 2 dependents

tsuda16k

materialmodifier:Apply Photo Editing Effects

You can apply image processing effects that modifies the perceived material properties of objects in photos, such as gloss, smoothness, and blemishes. This is an implementation of the algorithm proposed by Boyadzhiev et al. (2015) "Band-Sifting Decomposition for Image Based Material Editing". Documentation and practical tips of the package is available at <https://github.com/tsuda16k/materialmodifier>.

Maintained by Hiroyuki Tsuda. Last updated 2 years ago.

6.1 match 4 stars 3.30 score 3 scripts

nk027

BVAR:Hierarchical Bayesian Vector Autoregression

Estimation of hierarchical Bayesian vector autoregressive models following Kuschnig & Vashold (2021) <doi:10.18637/jss.v100.i14>. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>. Functions to compute and identify impulse responses, calculate forecasts, forecast error variance decompositions and scenarios are available. Several methods to print, plot and summarise results facilitate analysis.

Maintained by Nikolas Kuschnig. Last updated 4 months ago.

bayesian bvar forecasts impulse-responses vector-autoregressions

2.8 match 51 stars 7.30 score 68 scripts 1 dependents

adeverse

adephylo:Exploratory Analyses for the Phylogenetic Comparative Method

Multivariate tools to analyze comparative data, i.e. a phylogeny and some traits measured for each taxa. The package contains functions to represent comparative data, compute phylogenetic proximities, perform multivariate analysis with phylogenetic constraints and test for the presence of phylogenetic autocorrelation. The package is described in Jombart et al (2010) <doi:10.1093/bioinformatics/btq292>.

Maintained by Aurélie Siberchicot. Last updated 2 days ago.

2.0 match 9 stars 10.05 score 312 scripts 4 dependents

sewouter

DecomposeR:Empirical Mode Decomposition for Cyclostratigraphy

Tools to apply Ensemble Empirical Mode Decomposition (EEMD) for cyclostratigraphy purposes. Mainly: a new algorithm, extricate, that performs EEMD in seconds, a linear interpolation algorithm using the greatest rational common divisor of depth or time, different algorithms to compute instantaneous amplitude, frequency and ratios of frequencies, and functions to verify and visualise the outputs. The functions were developed during the CRASH project (Checking the Reproducibility of Astrochronology in the Hauterivian). When using for publication please cite Wouters, S., Crucifix, M., Sinnesael, M., Da Silva, A.C., Zeeden, C., Zivanovic, M., Boulvain, F., Devleeschouwer, X., 2022, "A decomposition approach to cyclostratigraphic signal processing". Earth-Science Reviews 225 (103894). <doi:10.1016/j.earscirev.2021.103894>.

Maintained by Sebastien Wouters. Last updated 2 years ago.

20.0 match 1.00 score 2 scripts

saviviro

gmvarkit:Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

Unconstrained and constrained maximum likelihood estimation of structural and reduced form Gaussian mixture vector autoregressive, Student's t mixture vector autoregressive, and Gaussian and Student's t mixture vector autoregressive models, quantile residual tests, graphical diagnostics, simulations, forecasting, and estimation of generalized impulse response function and generalized forecast error variance decomposition. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>, Savi Virolainen (2025) <doi:10.1080/07350015.2024.2322090>, Savi Virolainen (2022) <doi:10.48550/arXiv.2109.13648>.

Maintained by Savi Virolainen. Last updated 2 months ago.

3.7 match 3 stars 5.32 score 45 scripts

matthieustigler

tsDyn:Nonlinear Time Series Models with Regime Switching

Implements nonlinear autoregressive (AR) time series models. For univariate series, a non-parametric approach is available through additive nonlinear AR. Parametric modeling and testing for regime switching dynamics is available when the transition is either direct (TAR: threshold AR) or smooth (STAR: smooth transition AR, LSTAR). For multivariate series, one can estimate a range of TVAR or threshold cointegration TVECM models with two or three regimes. Tests can be conducted for TVAR as well as for TVECM (Hansen and Seo 2002 and Seo 2006).

Maintained by Matthieu Stigler. Last updated 5 months ago.

1.9 match 34 stars 10.56 score 684 scripts 3 dependents

zilong-li

pcaone:Fast and Accurate Randomized Singular Value Decomposition Algorithms with 'PCAone'

Fast and Accurate Randomized Singular Value Decomposition (RSVD) methods proposed in the 'PCAone' paper by Li (2023) <https://genome.cshlp.org/content/33/9/1599>.

Maintained by Zilong Li. Last updated 9 hours ago.

matrix-factorization pca rcppeigen rsvd svd openblas cpp

4.9 match 4 stars 4.00 score 6 scripts

insightsengineering

rbmi:Reference Based Multiple Imputation

Implements standard and reference based multiple imputation methods for continuous longitudinal endpoints (Gower-Page et al. (2022) <doi:10.21105/joss.04251>). In particular, this package supports deterministic conditional mean imputation and jackknifing as described in Wolbers et al. (2022) <doi:10.1002/pst.2234>, Bayesian multiple imputation as described in Carpenter et al. (2013) <doi:10.1080/10543406.2013.834911>, and bootstrapped maximum likelihood imputation as described in von Hippel and Bartlett (2021) <doi: 10.1214/20-STS793>.

Maintained by Isaac Gravestock. Last updated 23 days ago.

2.3 match 18 stars 8.78 score 33 scripts 1 dependents

bioc

destiny:Creates diffusion maps

Create and plot diffusion maps.

Maintained by Philipp Angerer. Last updated 4 months ago.

cellbiology cellbasedassays clustering software visualization diffusion-maps dimensionality-reduction cpp

1.8 match 81 stars 10.94 score 792 scripts

bbuchsbaum

multivarious:Extensible Data Structures for Multivariate Analysis

Provides a set of basic and extensible data structures and functions for multivariate analysis, including dimensionality reduction techniques, projection methods, and preprocessing functions. The aim of this package is to offer a flexible and user-friendly framework for multivariate analysis that can be easily extended for custom requirements and specific data analysis tasks.

Maintained by Bradley Buchsbaum. Last updated 3 months ago.

5.5 match 3.53 score 17 scripts

nago2020

depCensoring:Statistical Methods for Survival Data with Dependent Censoring

Several statistical methods for analyzing survival data under various forms of dependent censoring are implemented in the package. In addition to accounting for dependent censoring, it offers tools to adjust for unmeasured confounding factors. The implemented approaches allow users to estimate the dependency between survival time and dependent censoring time, based solely on observed survival data. For more details on the methods, refer to Deresa and Van Keilegom (2021) <doi:10.1093/biomet/asaa095>, Czado and Van Keilegom (2023) <doi:10.1093/biomet/asac067>, Crommen et al. (2024) <doi:10.1007/s11749-023-00903-9>, Deresa and Van Keilegom (2024) <doi:10.1080/01621459.2022.2161387>, Rutten et al. (2024+) <doi:10.48550/arXiv.2403.11860> and Ding and Van Keilegom (2024).

Maintained by Negera Wakgari Deresa. Last updated 10 days ago.

7.0 match 2.78 score 5 scripts

mandymejia

fMRItools:Routines for Common fMRI Processing Tasks

Supports fMRI (functional magnetic resonance imaging) analysis tasks including reading in 'CIFTI', 'GIFTI' and 'NIFTI' data, temporal filtering, nuisance regression, and aCompCor (anatomical Components Correction) (Muschelli et al. (2014) <doi:10.1016/j.neuroimage.2014.03.028>).

Maintained by Amanda Mejia. Last updated 10 days ago.

3.8 match 2 stars 5.10 score 35 scripts 4 dependents

sjuhl

spfilteR:Semiparametric Spatial Filtering with Eigenvectors in (Generalized) Linear Models

Tools to decompose (transformed) spatial connectivity matrices and perform supervised or unsupervised semiparametric spatial filtering in a regression framework. The package supports unsupervised spatial filtering in standard linear as well as some generalized linear regression models.

Maintained by Sebastian Juhl. Last updated 23 days ago.

3.8 match 7 stars 5.15 score 10 scripts

marce10

warbleR:Streamline Bioacoustic Analysis

Functions aiming to facilitate the analysis of the structure of animal acoustic signals in 'R'. 'warbleR' makes use of the basic sound analysis tools from the packages 'tuneR' and 'seewave', and offers new tools for explore and quantify acoustic signal structure. The package allows to organize and manipulate multiple sound files, create spectrograms of complete recordings or individual signals in different formats, run several measures of acoustic structure, and characterize different structural levels in acoustic signals.

Maintained by Marcelo Araya-Salas. Last updated 2 months ago.

animal-acoustic-signals audio-processing bioacoustics spectrogram streamline-analysis cpp

1.8 match 54 stars 11.01 score 270 scripts 4 dependents

cran

oaxaca:Blinder-Oaxaca Decomposition

An implementation of the Blinder-Oaxaca decomposition for linear regression models.

Maintained by Marek Hlavac. Last updated 3 years ago.

7.7 match 3 stars 2.48 score

duct317

scDHA:Single-Cell Decomposition using Hierarchical Autoencoder

Provides a fast and accurate pipeline for single-cell analyses. The 'scDHA' software package can perform clustering, dimension reduction and visualization, classification, and time-trajectory inference on single-cell data (Tran et.al. (2021) <DOI:10.1038/s41467-021-21312-2>).

Maintained by Ha Nguyen. Last updated 11 months ago.

cpp

2.9 match 40 stars 6.38 score 20 scripts 2 dependents

ericaponzi

RaJIVE:Robust Angle Based Joint and Individual Variation Explained

A robust alternative to the aJIVE (angle based Joint and Individual Variation Explained) method (Feng et al 2018: <doi:10.1016/j.jmva.2018.03.008>) for the estimation of joint and individual components in the presence of outliers in multi-source data. It decomposes the multi-source data into joint, individual and residual (noise) contributions. The decomposition is robust to outliers and noise in the data. The method is illustrated in Ponzi et al (2021) <arXiv:2101.09110>.

Maintained by Erica Ponzi. Last updated 4 years ago.

6.9 match 2.70 score 1 scripts

trnnick

tsutils:Time Series Exploration, Modelling and Forecasting

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.

Maintained by Nikolaos Kourentzes. Last updated 1 years ago.

2.4 match 12 stars 7.78 score 472 scripts 18 dependents

trnnick

tsintermittent:Intermittent Time Series Forecasting

Time series methods for intermittent demand forecasting. Includes Croston's method and its variants (Moving Average, SBA), and the TSB method. Users can obtain optimal parameters on a variety of loss functions, or use fixed ones (Kourenztes (2014) <doi:10.1016/j.ijpe.2014.06.007>). Intermittent time series classification methods and iMAPA that uses multiple temporal aggregation levels are also provided (Petropoulos & Kourenztes (2015) <doi:10.1057/jors.2014.62>).

Maintained by Nikolaos Kourentzes. Last updated 3 years ago.

4.0 match 14 stars 4.53 score 48 scripts

bioc

MsCoreUtils:Core Utils for Mass Spectrometry Data

MsCoreUtils defines low-level functions for mass spectrometry data and is independent of any high-level data structures. These functions include mass spectra processing functions (noise estimation, smoothing, binning, baseline estimation), quantitative aggregation functions (median polish, robust summarisation, ...), missing data imputation, data normalisation (quantiles, vsn, ...), misc helper functions, that are used across high-level data structure within the R for Mass Spectrometry packages.

Maintained by RforMassSpectrometry Package Maintainer. Last updated 4 days ago.

infrastructure proteomics massspectrometry metabolomics bioconductor mass-spectrometry utils

1.7 match 16 stars 10.52 score 41 scripts 71 dependents

kbroman

broman:Karl Broman's R Code

Miscellaneous R functions, including functions related to graphics (mostly for base graphics), permutation tests, running mean/median, and general utilities.

Maintained by Karl W Broman. Last updated 10 months ago.

2.0 match 183 stars 8.80 score 648 scripts 1 dependents

jsspaulding

rcrimeanalysis:An Implementation of Crime Analysis Methods

An implementation of functions for the analysis of crime incident or records management system data. The package implements analysis algorithms scaled for city or regional crime analysis units. The package provides functions for kernel density estimation for crime heat maps, geocoding using the 'Google Maps' API, identification of repeat crime incidents, spatio-temporal map comparison across time intervals, time series analysis (forecasting and decomposition), detection of optimal parameters for the identification of near repeat incidents, and near repeat analysis with crime network linkage.

Maintained by Jamie Spaulding. Last updated 2 years ago.

4.0 match 5 stars 4.40 score 5 scripts

cran

unbalhaar:Function Estimation via Unbalanced Haar Wavelets

Top-down and bottom-up algorithms for nonparametric function estimation in Gaussian noise using Unbalanced Haar wavelets.

Maintained by Piotr Fryzlewicz. Last updated 3 years ago.

10.7 match 1.62 score 14 scripts 1 dependents

bozenne

lavaSearch2:Tools for Model Specification in the Latent Variable Framework

Tools for model specification in the latent variable framework (add-on to the 'lava' package). The package contains three main functionalities: Wald tests/F-tests with improved control of the type 1 error in small samples, adjustment for multiple comparisons when searching for local dependencies, and adjustment for multiple comparisons when doing inference for multiple latent variable models.

Maintained by Brice Ozenne. Last updated 8 months ago.

inference latent-variable-models statistics openblas cpp

3.8 match 4.55 score 155 scripts

adeverse

adegraphics:An S4 Lattice-Based Package for the Representation of Multivariate Data

Graphical functionalities for the representation of multivariate data. It is a complete re-implementation of the functions available in the 'ade4' package.

Maintained by Aurélie Siberchicot. Last updated 8 months ago.

1.7 match 9 stars 10.37 score 386 scripts 6 dependents

faosorios

fastmatrix:Fast Computation of some Matrices Useful in Statistics

Small set of functions to fast computation of some matrices and operations useful in statistics and econometrics. Currently, there are functions for efficient computation of duplication, commutation and symmetrizer matrices with minimal storage requirements. Some commonly used matrix decompositions (LU and LDL), basic matrix operations (for instance, Hadamard, Kronecker products and the Sherman-Morrison formula) and iterative solvers for linear systems are also available. In addition, the package includes a number of common statistical procedures such as the sweep operator, weighted mean and covariance matrix using an online algorithm, linear regression (using Cholesky, QR, SVD, sweep operator and conjugate gradients methods), ridge regression (with optimal selection of the ridge parameter considering several procedures), omnibus tests for univariate normality, functions to compute the multivariate skewness, kurtosis, the Mahalanobis distance (checking the positive defineteness), and the Wilson-Hilferty transformation of gamma variables. Furthermore, the package provides interfaces to C code callable by another C code from other R packages.

Maintained by Felipe Osorio. Last updated 1 years ago.

commutation-matrix jarque-bera-test ldl-factorization lu-factorization matrix-api-for-r-packages matrix-norms modified-cholesky ols-regression power-method ridge-regression sherman-morrison statistics sweep-operator symmetrizer-matrix fortran openblas

2.8 match 19 stars 6.27 score 37 scripts 10 dependents

mlcollyer

RRPP:Linear Model Evaluation with Randomized Residuals in a Permutation Procedure

Linear model calculations are made for many random versions of data. Using residual randomization in a permutation procedure, sums of squares are calculated over many permutations to generate empirical probability distributions for evaluating model effects. Additionally, coefficients, statistics, fitted values, and residuals generated over many permutations can be used for various procedures including pairwise tests, prediction, classification, and model comparison. This package should provide most tools one could need for the analysis of high-dimensional data, especially in ecology and evolutionary biology, but certainly other fields, as well.

Maintained by Michael Collyer. Last updated 26 days ago.

1.8 match 4 stars 9.84 score 173 scripts 7 dependents

marcinjurek

GPvecchia:Scalable Gaussian-Process Approximations

Fast scalable Gaussian process approximations, particularly well suited to spatial (aerial, remote-sensed) and environmental data, described in more detail in Katzfuss and Guinness (2017) <arXiv:1708.06302>. Package also contains a fast implementation of the incomplete Cholesky decomposition (IC0), based on Schaefer et al. (2019) <arXiv:1706.02205> and MaxMin ordering proposed in Guinness (2018) <arXiv:1609.05372>.

Maintained by Marcin Jurek. Last updated 1 years ago.

openblas cpp openmp

4.0 match 4.26 score 61 scripts 2 dependents

r-gregmisc

gmodels:Various R Programming Tools for Model Fitting

Various R programming tools for model fitting.

Maintained by Gregory R. Warnes. Last updated 3 months ago.

1.7 match 1 stars 10.01 score 3.5k scripts 30 dependents

rqtl

qtl2:Quantitative Trait Locus Mapping in Experimental Crosses

Provides a set of tools to perform quantitative trait locus (QTL) analysis in experimental crosses. It is a reimplementation of the 'R/qtl' package to better handle high-dimensional data and complex cross designs. Broman et al. (2019) <doi:10.1534/genetics.118.301595>.

Maintained by Karl W Broman. Last updated 8 days ago.

cpp

1.8 match 34 stars 9.48 score 1.1k scripts 5 dependents