Showing 200 of total 2194 results (show query)

willwerscheid

flashier:Empirical Bayes Matrix Factorization

Methods for matrix factorization based on Wang and Stephens (2021) <https://jmlr.org/papers/v22/20-589.html>.

Maintained by Jason Willwerscheid. Last updated 2 months ago.

44.7 match 11 stars 8.32 score 266 scripts

jwood000

RcppAlgos:High Performance Tools for Combinatorics and Computational Mathematics

Provides optimized functions and flexible iterators implemented in C++ for solving problems in combinatorics and computational mathematics. Handles various combinatorial objects including combinations, permutations, integer partitions and compositions, Cartesian products, unordered Cartesian products, and partition of groups. Utilizes the RMatrix class from 'RcppParallel' for thread safety. The combination and permutation functions contain constraint parameters that allow for generation of all results of a vector meeting specific criteria (e.g. finding all combinations such that the sum is between two bounds). Capable of ranking/unranking combinatorial objects efficiently (e.g. retrieve only the nth lexicographical result) which sets up nicely for parallelization as well as random sampling. Gmp support permits exploration where the total number of results is large (e.g. comboSample(10000, 500, n = 4)). Additionally, there are several high performance number theoretic functions that are useful for problems common in computational mathematics. Some of these functions make use of the fast integer division library 'libdivide'. The primeSieve function is based on the segmented sieve of Eratosthenes implementation by Kim Walisch. It is also efficient for large numbers by using the cache friendly improvements originally developed by Tomás Oliveira. Finally, there is a prime counting function that implements Legendre's formula based on the work of Kim Walisch.

Maintained by Joseph Wood. Last updated 1 months ago.

combinationscombinatoricsfactorizationnumber-theoryparallelpermutationprime-factorizationsprimesievegmpcpp

25.1 match 45 stars 10.04 score 153 scripts 12 dependents

david-cortes

cmfrec:Collective Matrix Factorization for Recommender Systems

Collective matrix factorization (a.k.a. multi-view or multi-way factorization, Singh, Gordon, (2008) <doi:10.1145/1401890.1401969>) tries to approximate a (potentially very sparse or having many missing values) matrix 'X' as the product of two low-dimensional matrices, optionally aided with secondary information matrices about rows and/or columns of 'X', which are also factorized using the same latent components. The intended usage is for recommender systems, dimensionality reduction, and missing value imputation. Implements extensions of the original model (Cortes, (2018) <arXiv:1809.00366>) and can produce different factorizations such as the weighted 'implicit-feedback' model (Hu, Koren, Volinsky, (2008) <doi:10.1109/ICDM.2008.22>), the 'weighted-lambda-regularization' model, (Zhou, Wilkinson, Schreiber, Pan, (2008) <doi:10.1007/978-3-540-68880-8_32>), or the enhanced model with 'implicit features' (Rendle, Zhang, Koren, (2019) <arXiv:1905.01395>), with or without side information. Can use gradient-based procedures or alternating-least squares procedures (Koren, Bell, Volinsky, (2009) <doi:10.1109/MC.2009.263>), with either a Cholesky solver, a faster conjugate gradient solver (Takacs, Pilaszy, Tikk, (2011) <doi:10.1145/2043932.2043987>), or a non-negative coordinate descent solver (Franc, Hlavac, Navara, (2005) <doi:10.1007/11556121_50>), providing efficient methods for sparse and dense data, and mixtures thereof. Supports L1 and L2 regularization in the main models, offers alternative most-popular and content-based models, and implements functionality for cold-start recommendations and imputation of 2D data.

Maintained by David Cortes. Last updated 2 months ago.

cold-startcollaborative-filteringcollective-matrix-factorizationopenblasopenmp

31.2 match 120 stars 6.84 score 23 scripts

cran

nlme:Linear and Nonlinear Mixed Effects Models

Fit and compare Gaussian linear and nonlinear mixed-effects models.

Maintained by R Core Team. Last updated 2 months ago.

fortran

12.6 match 6 stars 13.00 score 13k scripts 8.7k dependents

a91quaini

intrinsicFRP:An R Package for Factor Model Asset Pricing

Functions for evaluating and testing asset pricing models, including estimation and testing of factor risk premia, selection of "strong" risk factors (factors having nonzero population correlation with test asset returns), heteroskedasticity and autocorrelation robust covariance matrix estimation and testing for model misspecification and identification. The functions for estimating and testing factor risk premia implement the Fama-MachBeth (1973) <doi:10.1086/260061> two-pass approach, the misspecification-robust approaches of Kan-Robotti-Shanken (2013) <doi:10.1111/jofi.12035>, and the approaches based on tradable factor risk premia of Quaini-Trojani-Yuan (2023) <doi:10.2139/ssrn.4574683>. The functions for selecting the "strong" risk factors are based on the Oracle estimator of Quaini-Trojani-Yuan (2023) <doi:10.2139/ssrn.4574683> and the factor screening procedure of Gospodinov-Kan-Robotti (2014) <doi:10.2139/ssrn.2579821>. The functions for evaluating model misspecification implement the HJ model misspecification distance of Kan-Robotti (2008) <doi:10.1016/j.jempfin.2008.03.003>, which is a modification of the prominent Hansen-Jagannathan (1997) <doi:10.1111/j.1540-6261.1997.tb04813.x> distance. The functions for testing model identification specialize the Kleibergen-Paap (2006) <doi:10.1016/j.jeconom.2005.02.011> and the Chen-Fang (2019) <doi:10.1111/j.1540-6261.1997.tb04813.x> rank test to the regression coefficient matrix of test asset returns on risk factors. Finally, the function for heteroskedasticity and autocorrelation robust covariance estimation implements the Newey-West (1994) <doi:10.2307/2297912> covariance estimator.

Maintained by Alberto Quaini. Last updated 8 months ago.

factor-modelsfactor-selectionfinanceidentification-testsmisspecificationrcpparmadillorisk-premiumopenblascppopenmp

33.2 match 7 stars 4.45 score 1 scripts

mmrabe

designr:Balanced Factorial Designs

Generate balanced factorial designs with crossed and nested random and fixed effects <https://github.com/mmrabe/designr>.

Maintained by Maximilian M. Rabe. Last updated 2 years ago.

28.4 match 10 stars 5.18 score 15 scripts

r-forge

GPArotation:GPA Factor Rotation

Gradient Projection Algorithm Rotation for Factor Analysis. See '?GPArotation.Intro' for more details.

Maintained by Paul Gilbert. Last updated 2 months ago.

11.4 match 1 stars 12.66 score 1.1k scripts 362 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-matrixjarque-bera-testldl-factorizationlu-factorizationmatrix-api-for-r-packagesmatrix-normsmodified-choleskyols-regressionpower-methodridge-regressionsherman-morrisonstatisticssweep-operatorsymmetrizer-matrixfortranopenblas

22.7 match 19 stars 6.27 score 37 scripts 10 dependents

truecluster

ff:Memory-Efficient Storage of Large Data on Disk and Fast Access Functions

The ff package provides data structures that are stored on disk but behave (almost) as if they were in RAM by transparently mapping only a section (pagesize) in main memory - the effective virtual memory consumption per ff object. ff supports R's standard atomic data types 'double', 'logical', 'raw' and 'integer' and non-standard atomic types boolean (1 bit), quad (2 bit unsigned), nibble (4 bit unsigned), byte (1 byte signed with NAs), ubyte (1 byte unsigned), short (2 byte signed with NAs), ushort (2 byte unsigned), single (4 byte float with NAs). For example 'quad' allows efficient storage of genomic data as an 'A','T','G','C' factor. The unsigned types support 'circular' arithmetic. There is also support for close-to-atomic types 'factor', 'ordered', 'POSIXct', 'Date' and custom close-to-atomic types. ff not only has native C-support for vectors, matrices and arrays with flexible dimorder (major column-order, major row-order and generalizations for arrays). There is also a ffdf class not unlike data.frames and import/export filters for csv files. ff objects store raw data in binary flat files in native encoding, and complement this with metadata stored in R as physical and virtual attributes. ff objects have well-defined hybrid copying semantics, which gives rise to certain performance improvements through virtualization. ff objects can be stored and reopened across R sessions. ff files can be shared by multiple ff R objects (using different data en/de-coding schemes) in the same process or from multiple R processes to exploit parallelism. A wide choice of finalizer options allows to work with 'permanent' files as well as creating/removing 'temporary' ff files completely transparent to the user. On certain OS/Filesystem combinations, creating the ff files works without notable delay thanks to using sparse file allocation. Several access optimization techniques such as Hybrid Index Preprocessing and Virtualization are implemented to achieve good performance even with large datasets, for example virtual matrix transpose without touching a single byte on disk. Further, to reduce disk I/O, 'logicals' and non-standard data types get stored native and compact on binary flat files i.e. logicals take up exactly 2 bits to represent TRUE, FALSE and NA. Beyond basic access functions, the ff package also provides compatibility functions that facilitate writing code for ff and ram objects and support for batch processing on ff objects (e.g. as.ram, as.ff, ffapply). ff interfaces closely with functionality from package 'bit': chunked looping, fast bit operations and coercions between different objects that can store subscript information ('bit', 'bitwhich', ff 'boolean', ri range index, hi hybrid index). This allows to work interactively with selections of large datasets and quickly modify selection criteria. Further high-performance enhancements can be made available upon request.

Maintained by Jens Oehlschlägel. Last updated 2 months ago.

cpp

9.9 match 27 stars 12.01 score 764 scripts 71 dependents

tomaspinall

NFCP:N-Factor Commodity Pricing Through Term Structure Estimation

Commodity pricing models are (systems of) stochastic differential equations that are utilized for the valuation and hedging of commodity contingent claims (i.e. derivative products on the commodity) and other commodity related investments. Commodity pricing models that capture market dynamics are of great importance to commodity market participants in order to exercise sound investment and risk-management strategies. Parameters of commodity pricing models are estimated through maximum likelihood estimation, using available term structure futures data of a commodity. 'NFCP' (n-factor commodity pricing) provides a framework for the modeling, parameter estimation, probabilistic forecasting, option valuation and simulation of commodity prices through state space and Monte Carlo methods, risk-neutral valuation and Kalman filtering. 'NFCP' allows the commodity pricing model to consist of n correlated factors, with both random walk and mean-reverting elements. The n-factor commodity pricing model framework was first presented in the work of Cortazar and Naranjo (2006) <doi:10.1002/fut.20198>. Examples presented in 'NFCP' replicate the two-factor crude oil commodity pricing model presented in the prolific work of Schwartz and Smith (2000) <doi:10.1287/mnsc.46.7.893.12034> with the approximate term structure futures data applied within this study provided in the 'NFCP' package.

Maintained by Thomas Aspinall. Last updated 3 years ago.

26.7 match 5 stars 4.40 score 4 scripts

mihai-sysbio

glpkAPI:R Interface to C API of GLPK

R Interface to C API of GLPK, depends on GLPK Version >= 4.42.

Maintained by Mihail Anton. Last updated 2 years ago.

glpk

16.9 match 5.96 score 51 scripts 12 dependents

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-trialsgraphslistingsnestoutputstables

7.4 match 79 stars 12.62 score 186 scripts 9 dependents

briencj

asremlPlus:Augments 'ASReml-R' in Fitting Mixed Models and Packages Generally in Exploring Prediction Differences

Assists in automating the selection of terms to include in mixed models when 'asreml' is used to fit the models. Procedures are available for choosing models that conform to the hierarchy or marginality principle, for fitting and choosing between two-dimensional spatial models using correlation, natural cubic smoothing spline and P-spline models. A history of the fitting of a sequence of models is kept in a data frame. Also used to compute functions and contrasts of, to investigate differences between and to plot predictions obtained using any model fitting function. The content falls into the following natural groupings: (i) Data, (ii) Model modification functions, (iii) Model selection and description functions, (iv) Model diagnostics and simulation functions, (v) Prediction production and presentation functions, (vi) Response transformation functions, (vii) Object manipulation functions, and (viii) Miscellaneous functions (for further details see 'asremlPlus-package' in help). The 'asreml' package provides a computationally efficient algorithm for fitting a wide range of linear mixed models using Residual Maximum Likelihood. It is a commercial package and a license for it can be purchased from 'VSNi' <https://vsni.co.uk/> as 'asreml-R', who will supply a zip file for local installation/updating (see <https://asreml.kb.vsni.co.uk/>). It is not needed for functions that are methods for 'alldiffs' and 'data.frame' objects. The package 'asremPlus' can also be installed from <http://chris.brien.name/rpackages/>.

Maintained by Chris Brien. Last updated 26 days ago.

asremlmixed-models

10.0 match 19 stars 9.34 score 200 scripts

berndbischl

BBmisc:Miscellaneous Helper Functions for B. Bischl

Miscellaneous helper functions for and from B. Bischl and some other guys, mainly for package development.

Maintained by Bernd Bischl. Last updated 2 years ago.

8.5 match 20 stars 10.59 score 980 scripts 69 dependents

r-forge

car:Companion to Applied Regression

Functions to Accompany J. Fox and S. Weisberg, An R Companion to Applied Regression, Third Edition, Sage, 2019.

Maintained by John Fox. Last updated 5 months ago.

5.5 match 15.29 score 43k scripts 901 dependents

pik-piam

mrremind:MadRat REMIND Input Data Package

The mrremind packages contains data preprocessing for the REMIND model.

Maintained by Lavinia Baumstark. Last updated 2 days ago.

11.2 match 4 stars 6.25 score 15 scripts 1 dependents

braverock

PortfolioAnalytics:Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Portfolio optimization and analysis routines and graphics.

Maintained by Brian G. Peterson. Last updated 3 months ago.

5.9 match 81 stars 11.49 score 626 scripts 2 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-factorizationsingular-value-decomposition

17.9 match 2 stars 3.78 score 6 scripts 2 dependents

danheck

multinomineq:Bayesian Inference for Multinomial Models with Inequality Constraints

Implements Gibbs sampling and Bayes factors for multinomial models with linear inequality constraints on the vector of probability parameters. As special cases, the model class includes models that predict a linear order of binomial probabilities (e.g., p[1] < p[2] < p[3] < .50) and mixture models assuming that the parameter vector p must be inside the convex hull of a finite number of predicted patterns (i.e., vertices). A formal definition of inequality-constrained multinomial models and the implemented computational methods is provided in: Heck, D.W., & Davis-Stober, C.P. (2019). Multinomial models with linear inequality constraints: Overview and improvements of computational methods for Bayesian inference. Journal of Mathematical Psychology, 91, 70-87. <doi:10.1016/j.jmp.2019.03.004>. Inequality-constrained multinomial models have applications in the area of judgment and decision making to fit and test random utility models (Regenwetter, M., Dana, J., & Davis-Stober, C.P. (2011). Transitivity of preferences. Psychological Review, 118, 42–56, <doi:10.1037/a0021150>) or to perform outcome-based strategy classification to select the decision strategy that provides the best account for a vector of observed choice frequencies (Heck, D.W., Hilbig, B.E., & Moshagen, M. (2017). From information processing to decisions: Formalizing and comparing probabilistic choice models. Cognitive Psychology, 96, 26–40. <doi:10.1016/j.cogpsych.2017.05.003>).

Maintained by Daniel W. Heck. Last updated 1 years ago.

openblascppopenmp

15.6 match 4 stars 4.30 score 4 scripts

lcbc-uio

questionnaires:Package with functions to calculate components and sums for LCBC questionnaires

Creates summaries and factorials of answers to questionnaires.

Maintained by Athanasia Mo Mowinckel. Last updated 2 years ago.

14.4 match 3 stars 4.63 score 13 scripts