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andrisignorell

DescTools:Tools for Descriptive Statistics

A collection of miscellaneous basic statistic functions and convenience wrappers for efficiently describing data. The author's intention was to create a toolbox, which facilitates the (notoriously time consuming) first descriptive tasks in data analysis, consisting of calculating descriptive statistics, drawing graphical summaries and reporting the results. The package contains furthermore functions to produce documents using MS Word (or PowerPoint) and functions to import data from Excel. Many of the included functions can be found scattered in other packages and other sources written partly by Titans of R. The reason for collecting them here, was primarily to have them consolidated in ONE instead of dozens of packages (which themselves might depend on other packages which are not needed at all), and to provide a common and consistent interface as far as function and arguments naming, NA handling, recycling rules etc. are concerned. Google style guides were used as naming rules (in absence of convincing alternatives). The 'BigCamelCase' style was consequently applied to functions borrowed from contributed R packages as well.

Maintained by Andri Signorell. Last updated 2 days ago.

fortrancpp

86 stars 16.73 score 7.7k scripts 101 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 2 months ago.

91 stars 12.18 score 396 scripts 18 dependents

yanyachen

MLmetrics:Machine Learning Evaluation Metrics

A collection of evaluation metrics, including loss, score and utility functions, that measure regression, classification and ranking performance.

Maintained by Yachen Yan. Last updated 12 months ago.

69 stars 11.09 score 2.2k scripts 20 dependents

config-i1

greybox:Toolbox for Model Building and Forecasting

Implements functions and instruments for regression model building and its application to forecasting. The main scope of the package is in variables selection and models specification for cases of time series data. This includes promotional modelling, selection between different dynamic regressions with non-standard distributions of errors, selection based on cross validation, solutions to the fat regression model problem and more. Models developed in the package are tailored specifically for forecasting purposes. So as a results there are several methods that allow producing forecasts from these models and visualising them.

Maintained by Ivan Svetunkov. Last updated 16 days ago.

forecastingmodel-selectionmodel-selection-and-evaluationregressionregression-modelsstatisticscpp

30 stars 11.03 score 97 scripts 34 dependents

mhahsler

recommenderlab:Lab for Developing and Testing Recommender Algorithms

Provides a research infrastructure to develop and evaluate collaborative filtering recommender algorithms. This includes a sparse representation for user-item matrices, many popular algorithms, top-N recommendations, and cross-validation. Hahsler (2022) <doi:10.48550/arXiv.2205.12371>.

Maintained by Michael Hahsler. Last updated 4 days ago.

collaborative-filteringrecommender-system

214 stars 10.42 score 840 scripts 2 dependents

adriancorrendo

metrica:Prediction Performance Metrics

A compilation of more than 80 functions designed to quantitatively and visually evaluate prediction performance of regression (continuous variables) and classification (categorical variables) of point-forecast models (e.g. APSIM, DSSAT, DNDC, supervised Machine Learning). For regression, it includes functions to generate plots (scatter, tiles, density, & Bland-Altman plot), and to estimate error metrics (e.g. MBE, MAE, RMSE), error decomposition (e.g. lack of accuracy-precision), model efficiency (e.g. NSE, E1, KGE), indices of agreement (e.g. d, RAC), goodness of fit (e.g. r, R2), adjusted correlation coefficients (e.g. CCC, dcorr), symmetric regression coefficients (intercept, slope), and mean absolute scaled error (MASE) for time series predictions. For classification (binomial and multinomial), it offers functions to generate and plot confusion matrices, and to estimate performance metrics such as accuracy, precision, recall, specificity, F-score, Cohen's Kappa, G-mean, and many more. For more details visit the vignettes <https://adriancorrendo.github.io/metrica/>.

Maintained by Adrian A. Correndo. Last updated 9 months ago.

77 stars 7.88 score 49 scripts

tychelab

CoSMoS:Complete Stochastic Modelling Solution

Makes univariate, multivariate, or random fields simulations precise and simple. Just select the desired time series or random fields’ properties and it will do the rest. CoSMoS is based on the framework described in Papalexiou (2018, <doi:10.1016/j.advwatres.2018.02.013>), extended for random fields in Papalexiou and Serinaldi (2020, <doi:10.1029/2019WR026331>), and further advanced in Papalexiou et al. (2021, <doi:10.1029/2020WR029466>) to allow fine-scale space-time simulation of storms (or even cyclone-mimicking fields).

Maintained by Kevin Shook. Last updated 4 years ago.

11 stars 7.10 score 77 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.

benchmarkinglinear-modelsmachine-learningnonstationaritytime-series-forecasttime-series-prediction

24 stars 5.53 score 94 scripts 1 dependents

r-forge

qualV:Qualitative Validation Methods

Qualitative methods for the validation of dynamic models. It contains (i) an orthogonal set of deviance measures for absolute, relative and ordinal scale and (ii) approaches accounting for time shifts. The first approach transforms time to take time delays and speed differences into account. The second divides the time series into interval units according to their main features and finds the longest common subsequence (LCS) using a dynamic programming algorithm.

Maintained by Thomas Petzoldt. Last updated 2 years ago.

1 stars 4.99 score 49 scripts 26 dependents

philipppro

measures:Performance Measures for Statistical Learning

Provides the biggest amount of statistical measures in the whole R world. Includes measures of regression, (multiclass) classification and multilabel classification. The measures come mainly from the 'mlr' package and were programed by several 'mlr' developers.

Maintained by Philipp Probst. Last updated 4 years ago.

1 stars 4.43 score 88 scripts 2 dependents

jan-imbi

adestr:Estimation in Optimal Adaptive Two-Stage Designs

Methods to evaluate the performance characteristics of various point and interval estimators for optimal adaptive two-stage designs as described in Meis et al. (2024) <doi:10.1002/sim.10020>. Specifically, this package is written to work with trial designs created by the 'adoptr' package (Kunzmann et al. (2021) <doi:10.18637/jss.v098.i09>; Pilz et al. (2021) <doi:10.1002/sim.8953>)). Apart from the a priori evaluation of performance characteristics, this package also allows for the evaluation of the implemented estimators on real datasets, and it implements methods to calculate p-values.

Maintained by Jan Meis. Last updated 9 months ago.

adaptiveadoptrconfidencedesignsestimationintervalsoptimalparameterpointtwo-stage

4.08 score 12 scripts

jszlek

fscaret:Automated Feature Selection from 'caret'

Automated feature selection using variety of models provided by 'caret' package. This work was funded by Poland-Singapore bilateral cooperation project no 2/3/POL-SIN/2012.

Maintained by Jakub Szlek. Last updated 7 years ago.

3.97 score 31 scripts

hosseinazari

StatRank:Statistical Rank Aggregation: Inference, Evaluation, and Visualization

A set of methods to implement Generalized Method of Moments and Maximal Likelihood methods for Random Utility Models. These methods are meant to provide inference on rank comparison data. These methods accept full, partial, and pairwise rankings, and provides methods to break down full or partial rankings into their pairwise components. Please see Generalized Method-of-Moments for Rank Aggregation from NIPS 2013 for a description of some of our methods.

Maintained by Hossein Azari Soufiani. Last updated 10 years ago.

3.24 score 58 scripts 2 dependents

dongxinzheng

RespirAnalyzer:Analysis Functions of Respiratory Data

Provides functions for the complete analysis of respiratory data. Consists of a set of functions that allow to preprocessing respiratory data, calculate both regular statistics and nonlinear statistics, conduct group comparison and visualize the results. Especially, Power Spectral Density ('PSD') (A. Eke (2000) <doi:10.1007/s004249900135>), 'MultiScale Entropy(MSE)' ('Madalena Costa(2002)' <doi:10.1103/PhysRevLett.89.068102>) and 'MultiFractal Detrended Fluctuation Analysis(MFDFA)' ('Jan W.Kantelhardt' (2002) <doi:10.1016/S0378-4371(02)01383-3>) were applied for the analysis of respiratory data.

Maintained by Xinzheng Dong. Last updated 1 years ago.

cpp

2.70 score

david-hervas

repmod:Create Report Table from Different Objects

Tools for generating descriptives and report tables for different models, data.frames and tables and exporting them to different formats.

Maintained by David Hervas Marin. Last updated 2 months ago.

2.60 score 6 scripts

hjboonstra

hbsae:Hierarchical Bayesian Small Area Estimation

Functions to compute small area estimates based on a basic area or unit-level model. The model is fit using restricted maximum likelihood, or in a hierarchical Bayesian way. In the latter case numerical integration is used to average over the posterior density for the between-area variance. The output includes the model fit, small area estimates and corresponding mean squared errors, as well as some model selection measures. Additional functions provide means to compute aggregate estimates and mean squared errors, to minimally adjust the small area estimates to benchmarks at a higher aggregation level, and to graphically compare different sets of small area estimates.

Maintained by Harm Jan Boonstra. Last updated 3 years ago.

2 stars 2.53 score 28 scripts 2 dependents

promidat

forecasteR:Time Series Forecast System

A web application for displaying, analysing and forecasting univariate time series. Includes basic methods such as mean, naïve, seasonal naïve and drift, as well as more complex methods such as Holt-Winters Box,G and Jenkins, G (1976) <doi:10.1111/jtsa.12194> and ARIMA Brockwell, P.J. and R.A.Davis (1991) <doi:10.1007/978-1-4419-0320-4>.

Maintained by Oldemar Rodriguez. Last updated 2 years ago.

2.00 score 2 scripts

cran

s2dv:A Set of Common Tools for Seasonal to Decadal Verification

The advanced version of package 's2dverification'. It is intended for 'seasonal to decadal' (s2d) climate forecast verification, but it can also be used in other kinds of forecasts or general climate analysis. This package is specially designed for the comparison between the experimental and observational datasets. The functionality of the included functions covers from data retrieval, data post-processing, skill scores against observation, to visualization. Compared to 's2dverification', 's2dv' is more compatible with the package 'startR', able to use multiple cores for computation and handle multi-dimensional arrays with a higher flexibility. The CDO version used in development is 1.9.8.

Maintained by Ariadna Batalla. Last updated 6 months ago.

1.95 score 3 dependents

cran

SeaVal:Validation of Seasonal Weather Forecasts

Provides tools for processing and evaluating seasonal weather forecasts, with an emphasis on tercile forecasts. We follow the World Meteorological Organization's "Guidance on Verification of Operational Seasonal Climate Forecasts", S.J.Mason (2018, ISBN: 978-92-63-11220-0, URL: <https://library.wmo.int/idurl/4/56227>). The development was supported by the European Union’s Horizon 2020 research and innovation programme under grant agreement no. 869730 (CONFER). A comprehensive online tutorial is available at <https://seasonalforecastingengine.github.io/SeaValDoc/>.

Maintained by Claudio Heinrich-Mertsching. Last updated 10 months ago.

1.70 score

ctruciosm

StatPerMeCo:Statistical Performance Measures to Evaluate Covariance Matrix Estimates

Statistical performance measures used in the econometric literature to evaluate conditional covariance/correlation matrix estimates (MSE, MAE, Euclidean distance, Frobenius distance, Stein distance, asymmetric loss function, eigenvalue loss function and the loss function defined in Eq. (4.6) of Engle et al. (2016) <doi:10.2139/ssrn.2814555>). Additionally, compute Eq. (3.1) and (4.2) of Li et al. (2016) <doi:10.1080/07350015.2015.1092975> to compare the factor loading matrix. The statistical performance measures implemented have been previously used in, for instance, Laurent et al. (2012) <doi:10.1002/jae.1248>, Amendola et al. (2015) <doi:10.1002/for.2322> and Becker et al. (2015) <doi:10.1016/j.ijforecast.2013.11.007>.

Maintained by Carlos Trucios. Last updated 8 years ago.

1 stars 1.04 score 11 scripts

jahmadkhan

AsyK:Kernel Density Estimation

A collection of functions related to density estimation by using Chen's (2000) idea. Mean Squared Errors (MSE) are calculated for estimated curves. For this purpose, R functions allow the distribution to be Gamma, Exponential or Weibull. For details see Chen (2000), Scaillet (2004) <doi:10.1080/10485250310001624819> and Khan and Akbar.

Maintained by Javaria Ahmad Khan. Last updated 3 years ago.

1.00 score

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