Showing 45 of total 45 results (show query)

mikejareds

hermiter:Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)

Facilitates estimation of full univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric correlation (bivariate) using Hermite series based estimators. These estimators are particularly useful in the sequential setting (both stationary and non-stationary) and one-pass batch estimation setting for large data sets. Based on: Stephanou, Michael, Varughese, Melvin and Macdonald, Iain. "Sequential quantiles via Hermite series density estimation." Electronic Journal of Statistics 11.1 (2017): 570-607 <doi:10.1214/17-EJS1245>, Stephanou, Michael and Varughese, Melvin. "On the properties of Hermite series based distribution function estimators." Metrika (2020) <doi:10.1007/s00184-020-00785-z> and Stephanou, Michael and Varughese, Melvin. "Sequential estimation of Spearman rank correlation using Hermite series estimators." Journal of Multivariate Analysis (2021) <doi:10.1016/j.jmva.2021.104783>.

Maintained by Michael Stephanou. Last updated 7 months ago.

cumulative-distribution-functionkendall-correlation-coefficientonline-algorithmsprobability-density-functionquantilespearman-correlation-coefficientstatisticsstreaming-algorithmsstreaming-datacpp

8.9 match 15 stars 5.58 score 17 scripts

bioc

BiocGenerics:S4 generic functions used in Bioconductor

The package defines many S4 generic functions used in Bioconductor.

Maintained by Hervé Pagès. Last updated 1 months ago.

infrastructurebioconductor-packagecore-package

3.3 match 12 stars 14.22 score 612 scripts 2.2k dependents

r-forge

distrEx:Extensions of Package 'distr'

Extends package 'distr' by functionals, distances, and conditional distributions.

Maintained by Matthias Kohl. Last updated 2 months ago.

3.3 match 6.68 score 107 scripts 17 dependents

hdvinod

generalCorr:Generalized Correlations, Causal Paths and Portfolio Selection

Function gmcmtx0() computes a more reliable (general) correlation matrix. Since causal paths from data are important for all sciences, the package provides many sophisticated functions. causeSummBlk() and causeSum2Blk() give easy-to-interpret causal paths. Let Z denote control variables and compare two flipped kernel regressions: X=f(Y, Z)+e1 and Y=g(X, Z)+e2. Our criterion Cr1 says that if |e1*Y|>|e2*X| then variation in X is more "exogenous or independent" than in Y, and the causal path is X to Y. Criterion Cr2 requires |e2|<|e1|. These inequalities between many absolute values are quantified by four orders of stochastic dominance. Our third criterion Cr3, for the causal path X to Y, requires new generalized partial correlations to satisfy |r*(x|y,z)|< |r*(y|x,z)|. The function parcorVec() reports generalized partials between the first variable and all others. The package provides several R functions including get0outliers() for outlier detection, bigfp() for numerical integration by the trapezoidal rule, stochdom2() for stochastic dominance, pillar3D() for 3D charts, canonRho() for generalized canonical correlations, depMeas() measures nonlinear dependence, and causeSummary(mtx) reports summary of causal paths among matrix columns. Portfolio selection: decileVote(), momentVote(), dif4mtx(), exactSdMtx() can rank several stocks. Functions whose names begin with 'boot' provide bootstrap statistical inference, including a new bootGcRsq() test for "Granger-causality" allowing nonlinear relations. A new tool for evaluation of out-of-sample portfolio performance is outOFsamp(). Panel data implementation is now included. See eight vignettes of the package for theory, examples, and usage tips. See Vinod (2019) \doi{10.1080/03610918.2015.1122048}.

Maintained by H. D. Vinod. Last updated 1 years ago.

1.6 match 2 stars 4.48 score 63 scripts 1 dependents

cran

SSDforR:Functions to Analyze Single System Data

Functions to visually and statistically analyze single system data.

Maintained by Charles Auerbach. Last updated 3 months ago.

4.3 match 1.48 score

cran

qrcm:Quantile Regression Coefficients Modeling

Parametric modeling of quantile regression coefficient functions.

Maintained by Paolo Frumento. Last updated 1 years ago.

3.3 match 1.78 score 2 dependents