Showing 158 of total 158 results (show query)

mclements

rstpm2:Smooth Survival Models, Including Generalized Survival Models

R implementation of generalized survival models (GSMs), smooth accelerated failure time (AFT) models and Markov multi-state models. For the GSMs, g(S(t|x))=eta(t,x) for a link function g, survival S at time t with covariates x and a linear predictor eta(t,x). The main assumption is that the time effect(s) are smooth <doi:10.1177/0962280216664760>. For fully parametric models with natural splines, this re-implements Stata's 'stpm2' function, which are flexible parametric survival models developed by Royston and colleagues. We have extended the parametric models to include any smooth parametric smoothers for time. We have also extended the model to include any smooth penalized smoothers from the 'mgcv' package, using penalized likelihood. These models include left truncation, right censoring, interval censoring, gamma frailties and normal random effects <doi:10.1002/sim.7451>, and copulas. For the smooth AFTs, S(t|x) = S_0(t*eta(t,x)), where the baseline survival function S_0(t)=exp(-exp(eta_0(t))) is modelled for natural splines for eta_0, and the time-dependent cumulative acceleration factor eta(t,x)=\int_0^t exp(eta_1(u,x)) du for log acceleration factor eta_1(u,x). The Markov multi-state models allow for a range of models with smooth transitions to predict transition probabilities, length of stay, utilities and costs, with differences, ratios and standardisation.

Maintained by Mark Clements. Last updated 5 months ago.

fortranopenblascpp

27 stars 11.09 score 137 scripts 52 dependents

bioc

ropls:PCA, PLS(-DA) and OPLS(-DA) for multivariate analysis and feature selection of omics data

Latent variable modeling with Principal Component Analysis (PCA) and Partial Least Squares (PLS) are powerful methods for visualization, regression, classification, and feature selection of omics data where the number of variables exceeds the number of samples and with multicollinearity among variables. Orthogonal Partial Least Squares (OPLS) enables to separately model the variation correlated (predictive) to the factor of interest and the uncorrelated (orthogonal) variation. While performing similarly to PLS, OPLS facilitates interpretation. Successful applications of these chemometrics techniques include spectroscopic data such as Raman spectroscopy, nuclear magnetic resonance (NMR), mass spectrometry (MS) in metabolomics and proteomics, but also transcriptomics data. In addition to scores, loadings and weights plots, the package provides metrics and graphics to determine the optimal number of components (e.g. with the R2 and Q2 coefficients), check the validity of the model by permutation testing, detect outliers, and perform feature selection (e.g. with Variable Importance in Projection or regression coefficients). The package can be accessed via a user interface on the Workflow4Metabolomics.org online resource for computational metabolomics (built upon the Galaxy environment).

Maintained by Etienne A. Thevenot. Last updated 5 months ago.

regressionclassificationprincipalcomponenttranscriptomicsproteomicsmetabolomicslipidomicsmassspectrometryimmunooncology

7.55 score 210 scripts 8 dependents

wbnicholson

BigVAR:Dimension Reduction Methods for Multivariate Time Series

Estimates VAR and VARX models with Structured Penalties.

Maintained by Will Nicholson. Last updated 6 months ago.

openblascpp

58 stars 7.24 score 100 scripts 1 dependents

roustant

DiceKriging:Kriging Methods for Computer Experiments

Estimation, validation and prediction of kriging models. Important functions : km, print.km, plot.km, predict.km.

Maintained by Olivier Roustant. Last updated 4 years ago.

4 stars 6.99 score 526 scripts 37 dependents

bioc

kebabs:Kernel-Based Analysis of Biological Sequences

The package provides functionality for kernel-based analysis of DNA, RNA, and amino acid sequences via SVM-based methods. As core functionality, kebabs implements following sequence kernels: spectrum kernel, mismatch kernel, gappy pair kernel, and motif kernel. Apart from an efficient implementation of standard position-independent functionality, the kernels are extended in a novel way to take the position of patterns into account for the similarity measure. Because of the flexibility of the kernel formulation, other kernels like the weighted degree kernel or the shifted weighted degree kernel with constant weighting of positions are included as special cases. An annotation-specific variant of the kernels uses annotation information placed along the sequence together with the patterns in the sequence. The package allows for the generation of a kernel matrix or an explicit feature representation in dense or sparse format for all available kernels which can be used with methods implemented in other R packages. With focus on SVM-based methods, kebabs provides a framework which simplifies the usage of existing SVM implementations in kernlab, e1071, and LiblineaR. Binary and multi-class classification as well as regression tasks can be used in a unified way without having to deal with the different functions, parameters, and formats of the selected SVM. As support for choosing hyperparameters, the package provides cross validation - including grouped cross validation, grid search and model selection functions. For easier biological interpretation of the results, the package computes feature weights for all SVMs and prediction profiles which show the contribution of individual sequence positions to the prediction result and indicate the relevance of sequence sections for the learning result and the underlying biological functions.

Maintained by Ulrich Bodenhofer. Last updated 5 months ago.

supportvectormachineclassificationclusteringregressioncpp

6.58 score 47 scripts 3 dependents

bachmannpatrick

CLVTools:Tools for Customer Lifetime Value Estimation

A set of state-of-the-art probabilistic modeling approaches to derive estimates of individual customer lifetime values (CLV). Commonly, probabilistic approaches focus on modelling 3 processes, i.e. individuals' attrition, transaction, and spending process. Latent customer attrition models, which are also known as "buy-'til-you-die models", model the attrition as well as the transaction process. They are used to make inferences and predictions about transactional patterns of individual customers such as their future purchase behavior. Moreover, these models have also been used to predict individualsโ€™ long-term engagement in activities such as playing an online game or posting to a social media platform. The spending process is usually modelled by a separate probabilistic model. Combining these results yields in lifetime values estimates for individual customers. This package includes fast and accurate implementations of various probabilistic models for non-contractual settings (e.g., grocery purchases or hotel visits). All implementations support time-invariant covariates, which can be used to control for e.g., socio-demographics. If such an extension has been proposed in literature, we further provide the possibility to control for time-varying covariates to control for e.g., seasonal patterns. Currently, the package includes the following latent attrition models to model individuals' attrition and transaction process: [1] Pareto/NBD model (Pareto/Negative-Binomial-Distribution), [2] the Extended Pareto/NBD model (Pareto/Negative-Binomial-Distribution with time-varying covariates), [3] the BG/NBD model (Beta-Gamma/Negative-Binomial-Distribution) and the [4] GGom/NBD (Gamma-Gompertz/Negative-Binomial-Distribution). Further, we provide an implementation of the Gamma/Gamma model to model the spending process of individuals.

Maintained by Patrick Bachmann. Last updated 4 months ago.

clvcustomer-lifetime-valuecustomer-relationship-managementopenblasgslcppopenmp

55 stars 6.47 score 12 scripts

cran

fGarch:Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Analyze and model heteroskedastic behavior in financial time series.

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

fortran

7 stars 6.33 score 51 dependents

poissonconsulting

embr:Model Builder Utility Functions and Virtual Classes

Utility functions and virtual classes shared by model builder packages such as tmbr, jmbr and smbr.

Maintained by Joe Thorley. Last updated 2 months ago.

analysesmbr

3 stars 4.61 score 4 scripts 3 dependents