R-universe search: prices

jacekbialek

PriceIndices:Calculating Bilateral and Multilateral Price Indexes

Preparing a scanner data set for price dynamics calculations (data selecting, data classification, data matching, data filtering). Computing bilateral and multilateral indexes. For details on these methods see: Diewert and Fox (2020) <doi:10.1080/07350015.2020.1816176>, Białek (2019) <doi:10.2478/jos-2019-0014> or Białek (2020) <doi:10.2478/jos-2020-0037>.

Maintained by Jacek Białek. Last updated 2 months ago.

322.8 match 11 stars 6.06 score 16 scripts

robjhyndman

fma:Data Sets from "Forecasting: Methods and Applications" by Makridakis, Wheelwright & Hyndman (1998)

All data sets from "Forecasting: methods and applications" by Makridakis, Wheelwright & Hyndman (Wiley, 3rd ed., 1998) <https://robjhyndman.com/forecasting/>.

Maintained by Rob Hyndman. Last updated 1 years ago.

56.0 match 19 stars 8.74 score 336 scripts 2 dependents

marberts

piar:Price Index Aggregation

Most price indexes are made with a two-step procedure, where period-over-period elemental indexes are first calculated for a collection of elemental aggregates at each point in time, and then aggregated according to a price index aggregation structure. These indexes can then be chained together to form a time series that gives the evolution of prices with respect to a fixed base period. This package contains a collection of functions that revolve around this work flow, making it easy to build standard price indexes, and implement the methods described by Balk (2008, <doi:10.1017/CBO9780511720758>), von der Lippe (2007, <doi:10.3726/978-3-653-01120-3>), and the CPI manual (2020, <doi:10.5089/9781484354841.069>) for bilateral price indexes.

Maintained by Steve Martin. Last updated 15 days ago.

economics inflation official-statistics statistics

52.1 match 4 stars 7.32 score 25 scripts

mubarakfadhlul

ifpd:Indonesia Food Prices Data

Imputation of missing values using the last observation carried forward (LOCF) technique on Indonesia food prices data that is time series data. Also, this technique applies imputation to data whose dates do not appear directly. So that the series assumptions in the time series data are met.

Maintained by Fadhlul Mubarak. Last updated 1 years ago.

135.0 match 2.70 score

alanarnholt

BSDA:Basic Statistics and Data Analysis

Data sets for book "Basic Statistics and Data Analysis" by Larry J. Kitchens.

Maintained by Alan T. Arnholt. Last updated 2 years ago.

34.0 match 7 stars 9.11 score 1.3k scripts 6 dependents

statmanrobin

Stat2Data:Datasets for Stat2

Datasets for the textbook Stat2: Modeling with Regression and ANOVA (second edition). The package also includes data for the first edition, Stat2: Building Models for a World of Data and a few functions for plotting diagnostics.

Maintained by Robin Lock. Last updated 6 years ago.

50.1 match 5 stars 4.94 score 544 scripts

economic

realtalk:Price index data for the US economy

Makes it easy to use US price index data like the CPI.

Maintained by Ben Zipperer. Last updated 4 days ago.

cpi data inflation prices

62.3 match 5 stars 3.51 score 10 scripts

business-science

tidyquant:Tidy Quantitative Financial Analysis

Bringing business and financial analysis to the 'tidyverse'. The 'tidyquant' package provides a convenient wrapper to various 'xts', 'zoo', 'quantmod', 'TTR' and 'PerformanceAnalytics' package functions and returns the objects in the tidy 'tibble' format. The main advantage is being able to use quantitative functions with the 'tidyverse' functions including 'purrr', 'dplyr', 'tidyr', 'ggplot2', 'lubridate', etc. See the 'tidyquant' website for more information, documentation and examples.

Maintained by Matt Dancho. Last updated 1 months ago.

dplyr financial-analysis financial-data financial-statements multiple-stocks performance-analysis performanceanalytics quantmod stock stock-exchanges stock-indexes stock-lists stock-performance stock-prices stock-symbol tidyverse time-series timeseries xts

14.7 match 872 stars 13.34 score 5.2k scripts

max-alletsee

pricesensitivitymeter:Van Westendorp Price Sensitivity Meter Analysis

An implementation of the van Westendorp Price Sensitivity Meter in R, which is a survey-based approach to analyze consumer price preferences and sensitivity (van Westendorp 1976, isbn:9789283100386).

Maintained by Max Alletsee. Last updated 1 years ago.

market-research price-sensitivity pricing survey survey-analysis

33.4 match 13 stars 5.72 score 27 scripts

sbgraves237

Ecdat:Data Sets for Econometrics

Data sets for econometrics, including political science.

Maintained by Spencer Graves. Last updated 4 months ago.

22.4 match 2 stars 7.25 score 740 scripts 3 dependents

risktoollib

RTL:Risk Tool Library - Trading, Risk, Analytics for Commodities

A toolkit for Commodities 'analytics', risk management and trading professionals. Includes functions for API calls to <https://commodities.morningstar.com/#/>, <https://developer.genscape.com/>, and <https://www.bankofcanada.ca/valet/docs>.

Maintained by Philippe Cote. Last updated 18 days ago.

analytics api commodities commodities-api finance genscape morningstar python risk-management cpp

21.6 match 30 stars 7.51 score 198 scripts

wagathu

StockDistFit:A Package for Fitting Stock Price Distributions

The `StockDistFit` package provides functions for fitting probability distributions to stock price data. The package uses maximum likelihood estimation to find the best-fitting distribution for a given stock. It also offers a function to fit several distributions to one or more assets and compare the distribution with the Akaike Information Criterion (AIC) and then pick the best distribution.

Maintained by Brian Njuguna. Last updated 2 years ago.

43.1 match 3.70 score 9 scripts

luciu5

antitrust:Tools for Antitrust Practitioners

A collection of tools for antitrust practitioners, including the ability to calibrate different consumer demand systems and simulate the effects of mergers under different competitive regimes.

Maintained by Charles Taragin. Last updated 6 months ago.

24.7 match 5 stars 5.64 score 36 scripts 2 dependents

vzhomeexperiments

lazytrade:Learn Computer and Data Science using Algorithmic Trading

Provide sets of functions and methods to learn and practice data science using idea of algorithmic trading. Main goal is to process information within "Decision Support System" to come up with analysis or predictions. There are several utilities such as dynamic and adaptive risk management using reinforcement learning and even functions to generate predictions of price changes using pattern recognition deep regression learning. Summary of Methods used: Awesome H2O tutorials: <https://github.com/h2oai/awesome-h2o>, Market Type research of Van Tharp Institute: <https://vantharp.com/>, Reinforcement Learning R package: <https://CRAN.R-project.org/package=ReinforcementLearning>.

Maintained by Vladimir Zhbanko. Last updated 8 months ago.

lazy lazytrade

24.3 match 23 stars 5.58 score 333 scripts

sweinand

pricelevels:Spatial Price Level Comparisons

Price comparisons within or between countries provide an overall measure of the relative difference in prices, often denoted as price levels. This package provides index number methods for such price comparisons (e.g., The World Bank, 2011, <doi:10.1596/978-0-8213-9728-2>). Moreover, it contains functions for sampling and characterizing price data.

Maintained by Sebastian Weinand. Last updated 10 months ago.

index-numbers price-comparison spatial-analysis

31.5 match 4.30 score 2 scripts

grahamjwhite

IndexNumR:Index Number Calculation

Computes bilateral and multilateral index numbers. It has support for many standard bilateral indexes as well as multilateral index number methods such as GEKS, GEKS-Tornqvist (or CCDI), Geary-Khamis and the weighted time product dummy (for details on these methods see Diewert and Fox (2020) <doi:10.1080/07350015.2020.1816176>). It also supports updating of multilateral indexes using several splicing methods.

Maintained by Graham White. Last updated 1 years ago.

index-numbers

20.6 match 15 stars 6.20 score 71 scripts 1 dependents

braverock

PerformanceAnalytics:Econometric Tools for Performance and Risk Analysis

Collection of econometric functions for performance and risk analysis. In addition to standard risk and performance metrics, this package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams. In general, it is most tested on return (rather than price) data on a regular scale, but most functions will work with irregular return data as well, and increasing numbers of functions will work with P&L or price data where possible.

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

7.8 match 222 stars 15.93 score 4.8k scripts 20 dependents

marberts

gpindex:Generalized Price and Quantity Indexes

Tools to build and work with bilateral generalized-mean price indexes (and by extension quantity indexes), and indexes composed of generalized-mean indexes (e.g., superlative quadratic-mean indexes, GEKS). Covers the core mathematical machinery for making bilateral price indexes, computing price relatives, detecting outliers, and decomposing indexes, with wrappers for all common (and many uncommon) index-number formulas. Implements and extends many of the methods in Balk (2008, <doi:10.1017/CBO9780511720758>), von der Lippe (2007, <doi:10.3726/978-3-653-01120-3>), and the CPI manual (2020, <doi:10.5089/9781484354841.069>).

Maintained by Steve Martin. Last updated 3 days ago.

economics inflation official-statistics statistics

18.8 match 7 stars 6.63 score 29 scripts 1 dependents

svmiller

stevedata:Steve's Toy Data for Teaching About a Variety of Methodological, Social, and Political Topics

This is a collection of various kinds of data with broad uses for teaching. My students, and academics like me who teach the same topics I teach, should find this useful if their teaching workflow is also built around the R programming language. The applications are multiple but mostly cluster on topics of statistical methodology, international relations, and political economy.

Maintained by Steve Miller. Last updated 4 days ago.

20.8 match 8 stars 5.97 score 178 scripts

dsstoffer

astsa:Applied Statistical Time Series Analysis

Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2025, <https://link.springer.com/book/9783031705830>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <DOI:10.1201/9780429273285>.

Maintained by David Stoffer. Last updated 2 months ago.

15.5 match 7 stars 7.88 score 2.2k scripts 8 dependents

virmar

finnishgrid:'Fingrid Open Data API' R Client

R API client package for 'Fingrid Open Data' on the electricity market and the power system. get_data() function holds the main application logic to retrieve time-series data. API calls require free user account registration.

Maintained by Markus Virtanen. Last updated 9 months ago.

23.1 match 2 stars 5.24 score 175 scripts

enricoschumann

NMOF:Numerical Methods and Optimization in Finance

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). The package provides implementations of optimisation heuristics (Differential Evolution, Genetic Algorithms, Particle Swarm Optimisation, Simulated Annealing and Threshold Accepting), and other optimisation tools, such as grid search and greedy search. There are also functions for the valuation of financial instruments such as bonds and options, for portfolio selection and functions that help with stochastic simulations.

Maintained by Enrico Schumann. Last updated 30 days ago.

black-scholes differential-evolution genetic-algorithm grid-search heuristics implied-volatility local-search optimization particle-swarm-optimization simulated-annealing threshold-accepting

12.3 match 36 stars 9.56 score 101 scripts 4 dependents

nowosad

spData:Datasets for Spatial Analysis

Diverse spatial datasets for demonstrating, benchmarking and teaching spatial data analysis. It includes R data of class sf (defined by the package 'sf'), Spatial ('sp'), and nb ('spdep'). Unlike other spatial data packages such as 'rnaturalearth' and 'maps', it also contains data stored in a range of file formats including GeoJSON and GeoPackage, but from version 2.3.4, no longer ESRI Shapefile - use GeoPackage instead. Some of the datasets are designed to illustrate specific analysis techniques. cycle_hire() and cycle_hire_osm(), for example, is designed to illustrate point pattern analysis techniques.

Maintained by Jakub Nowosad. Last updated 2 months ago.

datasets raster sf sp spatial spdep

8.9 match 82 stars 13.23 score 3.4k scripts 116 dependents

nandp1

nser:Bhavcopy and Live Market Data from National Stock Exchange (NSE) & Bombay Stock Exchange (BSE) India

Download Current & Historical Bhavcopy. Get Live Market data from NSE India of Equities and Derivatives (F&O) segment. Data source <https://www.nseindia.com/>.

Maintained by Nandan Patil. Last updated 4 months ago.

bhav bhavcopy bhavcopy-downloader financial-data market-data national-stock-exchange nse nse-stock-data option-pricing optionchain rselenium stock-prices

15.0 match 8 stars 7.61 score 76 scripts

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.

25.6 match 5 stars 4.40 score 4 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.

20.1 match 3 stars 5.32 score 45 scripts

joshuaulrich

quantmod:Quantitative Financial Modelling Framework

Specify, build, trade, and analyse quantitative financial trading strategies.

Maintained by Joshua M. Ulrich. Last updated 14 days ago.

algorithmic-trading charting data-import finance time-series

6.6 match 839 stars 16.17 score 8.1k scripts 343 dependents

jrvarma

jrvFinance:Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes

Implements the basic financial analysis functions similar to (but not identical to) what is available in most spreadsheet software. This includes finding the IRR and NPV of regularly spaced cash flows and annuities. Bond pricing and YTM calculations are included. In addition, Black Scholes option pricing and Greeks are also provided.

Maintained by Jayanth Varma. Last updated 3 years ago.

17.9 match 11 stars 5.90 score 48 scripts 1 dependents

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 17 days ago.

openblas cpp openmp

16.3 match 4 stars 6.36 score 41 scripts

keberwein

blscrapeR:An API Wrapper for the United States Bureau of Labor Statistics

Scrapes various data from <https://www.bls.gov/>. The Bureau of Labor Statistics is the statistical branch of the United States Department of Labor. The package has additional functions to help parse, analyze and visualize the data.

Maintained by Kris Eberwein. Last updated 1 years ago.

api api-wrapper bls bureau-of-labor-statistics consumer-price-index cpi inflation inflation-calculator labor-statistics unemployment

13.5 match 112 stars 7.66 score 270 scripts

eguidotti

bidask:Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

Implements the efficient estimator of bid-ask spreads from open, high, low, and close prices described in Ardia, Guidotti, & Kroencke (JFE, 2024) <doi:10.1016/j.jfineco.2024.103916>. It also provides an implementation of the estimators described in Roll (JF, 1984) <doi:10.1111/j.1540-6261.1984.tb03897.x>, Corwin & Schultz (JF, 2012) <doi:10.1111/j.1540-6261.2012.01729.x>, and Abdi & Ranaldo (RFS, 2017) <doi:10.1093/rfs/hhx084>.

Maintained by Emanuele Guidotti. Last updated 19 days ago.

finance

14.4 match 107 stars 6.98 score 6 scripts

eurostat

hicp:Harmonised Index of Consumer Prices

The Harmonised Index of Consumer Prices (HICP) is the key economic figure to measure inflation in the euro area. The methodology underlying the HICP is documented in the HICP Methodological Manual (<https://ec.europa.eu/eurostat/web/products-manuals-and-guidelines/w/ks-gq-24-003>). Based on the manual, this package provides functions to access and work with HICP data from Eurostat's public database (<https://ec.europa.eu/eurostat/data/database>).

Maintained by Sebastian Weinand. Last updated 8 months ago.

consumer-price-index inflation prices statistics

20.3 match 2 stars 4.60 score 6 scripts

eddelbuettel

RQuantLib:R Interface to the 'QuantLib' Library

The 'RQuantLib' package makes parts of 'QuantLib' accessible from R The 'QuantLib' project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, and risk management of financial assets.

Maintained by Dirk Eddelbuettel. Last updated 2 months ago.

cpp quantlib cpp

10.9 match 123 stars 8.52 score 194 scripts

stevecondylios

priceR:Economics and Pricing Tools

Functions to aid in micro and macro economic analysis and handling of price and currency data. Includes extraction of relevant inflation and exchange rate data from World Bank API, data cleaning/parsing, and standardisation. Inflation adjustment calculations as found in Principles of Macroeconomics by Gregory Mankiw et al (2014). Current and historical end of day exchange rates for 171 currencies from the European Central Bank Statistical Data Warehouse (2020) <https://sdw.ecb.europa.eu/curConverter.do>.

Maintained by Steve Condylios. Last updated 7 months ago.

data-science econometrics economics finance modeling r-programming statistics

12.4 match 59 stars 7.37 score 102 scripts

felixfan

FinCal:Time Value of Money, Time Series Analysis and Computational Finance

Package for time value of money calculation, time series analysis and computational finance.

Maintained by Felix Yanhui Fan. Last updated 8 years ago.

15.0 match 23 stars 6.02 score 203 scripts 1 dependents

yihui

animation:A Gallery of Animations in Statistics and Utilities to Create Animations

Provides functions for animations in statistics, covering topics in probability theory, mathematical statistics, multivariate statistics, non-parametric statistics, sampling survey, linear models, time series, computational statistics, data mining and machine learning. These functions may be helpful in teaching statistics and data analysis. Also provided in this package are a series of functions to save animations to various formats, e.g. Flash, 'GIF', HTML pages, 'PDF' and videos. 'PDF' animations can be inserted into 'Sweave' / 'knitr' easily.

Maintained by Yihui Xie. Last updated 2 years ago.

animation statistical-computing statistical-graphics statistics

7.5 match 208 stars 12.08 score 2.5k scripts 29 dependents

rmcd1024

derivmkts:Functions and R Code to Accompany Derivatives Markets

A set of pricing and expository functions that should be useful in teaching a course on financial derivatives.

Maintained by Robert McDonald. Last updated 3 years ago.

17.5 match 36 stars 5.13 score 75 scripts

pyfe

FER:Financial Engineering in R

R implementations of standard financial engineering codes; vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and SABR.

Maintained by Jaehyuk Choi. Last updated 4 years ago.

bachelier black-scholes derivatives financial-engineering mathematical-finance option-pricing quantitative-finance

18.5 match 12 stars 4.76 score 12 scripts

tidyverse

ggplot2:Create Elegant Data Visualisations Using the Grammar of Graphics

A system for 'declaratively' creating graphics, based on "The Grammar of Graphics". You provide the data, tell 'ggplot2' how to map variables to aesthetics, what graphical primitives to use, and it takes care of the details.

Maintained by Thomas Lin Pedersen. Last updated 9 days ago.

data-visualisation visualisation

3.5 match 6.6k stars 25.10 score 645k scripts 7.5k dependents

jirotubuyaki

Jdmbs:Monte Carlo Option Pricing Algorithms for Jump Diffusion Models with Correlational Companies

Option is a one of the financial derivatives and its pricing is an important problem in practice. The process of stock prices are represented as Geometric Brownian motion [Black (1973) <doi:10.1086/260062>] or jump diffusion processes [Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>]. In this package, algorithms and visualizations are implemented by Monte Carlo method in order to calculate European option price for three equations by Geometric Brownian motion and jump diffusion processes and furthermore a model that presents jumps among companies affect each other.

Maintained by Masashi Okada. Last updated 5 years ago.

black-scholes brownian-motion computational-finance derivatives finance financial-analysis financial-engineering jump-diffusion monte-carlo option option-pricing sde stochastic-differential-equations stochastic-processes stock-market

16.3 match 28 stars 5.15 score 6 scripts

moderndive

moderndive:Tidyverse-Friendly Introductory Linear Regression

Datasets and wrapper functions for tidyverse-friendly introductory linear regression, used in "Statistical Inference via Data Science: A ModernDive into R and the Tidyverse" available at <https://moderndive.com/>.

Maintained by Albert Y. Kim. Last updated 3 months ago.

7.3 match 88 stars 11.35 score 1.8k scripts

jakobbossek

smoof:Single and Multi-Objective Optimization Test Functions

Provides generators for a high number of both single- and multi- objective test functions which are frequently used for the benchmarking of (numerical) optimization algorithms. Moreover, it offers a set of convenient functions to generate, plot and work with objective functions.

Maintained by Jakob Bossek. Last updated 1 years ago.

benchmark-functions multi-objective-optimization single-objective-optimization cpp

9.6 match 36 stars 8.54 score 261 scripts 9 dependents

openintrostat

openintro:Datasets and Supplemental Functions from 'OpenIntro' Textbooks and Labs

Supplemental functions and data for 'OpenIntro' resources, which includes open-source textbooks and resources for introductory statistics (<https://www.openintro.org/>). The package contains datasets used in our open-source textbooks along with custom plotting functions for reproducing book figures. Note that many functions and examples include color transparency; some plotting elements may not show up properly (or at all) when run in some versions of Windows operating system.

Maintained by Mine Çetinkaya-Rundel. Last updated 3 months ago.

data openintro

7.2 match 240 stars 11.39 score 6.0k scripts

statmanrobin

Lock5Data:Datasets for "Statistics: UnLocking the Power of Data"

Datasets for the third edition of "Statistics: Unlocking the Power of Data" by Lock^5 Includes version of datasets from earlier editions.

Maintained by Robin Lock. Last updated 4 years ago.

27.6 match 2.90 score 322 scripts

tyee001

VGAM:Vector Generalized Linear and Additive Models

An implementation of about 6 major classes of statistical regression models. The central algorithm is Fisher scoring and iterative reweighted least squares. At the heart of this package are the vector generalized linear and additive model (VGLM/VGAM) classes. VGLMs can be loosely thought of as multivariate GLMs. VGAMs are data-driven VGLMs that use smoothing. The book "Vector Generalized Linear and Additive Models: With an Implementation in R" (Yee, 2015) <DOI:10.1007/978-1-4939-2818-7> gives details of the statistical framework and the package. Currently only fixed-effects models are implemented. Many (100+) models and distributions are estimated by maximum likelihood estimation (MLE) or penalized MLE. The other classes are RR-VGLMs (reduced-rank VGLMs), quadratic RR-VGLMs, doubly constrained RR-VGLMs, quadratic RR-VGLMs, reduced-rank VGAMs, RCIMs (row-column interaction models)---these classes perform constrained and unconstrained quadratic ordination (CQO/UQO) models in ecology, as well as constrained additive ordination (CAO). Hauck-Donner effect detection is implemented. Note that these functions are subject to change; see the NEWS and ChangeLog files for latest changes.

Maintained by Thomas Yee. Last updated 1 months ago.

fortran

7.1 match 10 stars 10.67 score 3.6k scripts 169 dependents

stats-uoa

s20x:Functions for University of Auckland Course STATS 201/208 Data Analysis

A set of functions used in teaching STATS 201/208 Data Analysis at the University of Auckland. The functions are designed to make parts of R more accessible to a large undergraduate population who are mostly not statistics majors.

Maintained by James Curran. Last updated 2 years ago.

11.5 match 3 stars 6.40 score 211 scripts 3 dependents

business-science

tibbletime:Time Aware Tibbles

Built on top of the 'tibble' package, 'tibbletime' is an extension that allows for the creation of time aware tibbles. Some immediate advantages of this include: the ability to perform time-based subsetting on tibbles, quickly summarising and aggregating results by time periods, and creating columns that can be used as 'dplyr' time-based groups.

Maintained by Davis Vaughan. Last updated 3 months ago.

periodicity tibble time time-series timeseries cpp

7.0 match 177 stars 10.51 score 644 scripts 2 dependents

topepo

caret:Classification and Regression Training

Misc functions for training and plotting classification and regression models.

Maintained by Max Kuhn. Last updated 3 months ago.

3.8 match 1.6k stars 19.24 score 61k scripts 303 dependents

ahudde

greeks:Sensitivities of Prices of Financial Options and Implied Volatilities

Methods to calculate sensitivities of financial option prices for European, geometric and arithmetic Asian, and American options, with various payoff functions in the Black Scholes model, and in more general jump diffusion models. A shiny app to interactively plot the results is included. Furthermore, methods to compute implied volatilities are provided for a wide range of option types and custom payoff functions. Classical formulas are implemented for European options in the Black Scholes Model, as is presented in Hull, J. C. (2017), Options, Futures, and Other Derivatives. In the case of Asian options, Malliavin Monte Carlo Greeks are implemented, see Hudde, A. & Rüschendorf, L. (2023). European and Asian Greeks for exponential Lévy processes. <doi:10.1007/s11009-023-10014-5>. For American options, the Binomial Tree Method is implemented, as is presented in Hull, J. C. (2017).

Maintained by Anselm Hudde. Last updated 2 days ago.

asian-option greeks implied-volatility option cpp

12.4 match 7 stars 5.75 score 6 scripts

jverzani

UsingR:Data Sets, Etc. for the Text "Using R for Introductory Statistics", Second Edition

A collection of data sets to accompany the textbook "Using R for Introductory Statistics," second edition.

Maintained by John Verzani. Last updated 3 years ago.

14.1 match 1 stars 4.97 score 1.4k scripts

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

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

ryapric

loggit:Modern Logging for the R Ecosystem

An effortless 'ndjson' (newline-delimited 'JSON') logger, with two primary log-writing interfaces. It provides a set of wrappings for base R's message(), warning(), and stop() functions that maintain identical functionality, but also log the handler message to an 'ndjson' log file. 'loggit' also exports its internal 'loggit()' function for powerful and configurable custom logging. No change in existing code is necessary to use this package, and should only require additions to fully leverage the power of the logging system. 'loggit' also provides a log reader for reading an 'ndjson' log file into a data frame, log rotation, and live echo of the 'ndjson' log messages to terminal 'stdout' for log capture by external systems (like containers). 'loggit' is ideal for Shiny apps, data pipelines, modeling work flows, and more. Please see the vignettes for detailed example use cases.

Maintained by Ryan Price. Last updated 3 years ago.

exception-handler logging

9.4 match 39 stars 7.35 score 38 scripts 5 dependents

cran

ragtop:Pricing Equity Derivatives with Extensions of Black-Scholes

Algorithms to price American and European equity options, convertible bonds and a variety of other financial derivatives. It uses an extension of the usual Black-Scholes model in which jump to default may occur at a probability specified by a power-law link between stock price and hazard rate as found in the paper by Takahashi, Kobayashi, and Nakagawa (2001) <doi:10.3905/jfi.2001.319302>. We use ideas and techniques from Andersen and Buffum (2002) <doi:10.2139/ssrn.355308> and Linetsky (2006) <doi:10.1111/j.1467-9965.2006.00271.x>.

Maintained by Brian K. Boonstra. Last updated 5 years ago.

25.3 match 2.70 score

jonathancornelissen

highfrequency:Tools for Highfrequency Data Analysis

Provide functionality to manage, clean and match highfrequency trades and quotes data, calculate various liquidity measures, estimate and forecast volatility, detect price jumps and investigate microstructure noise and intraday periodicity. A detailed vignette can be found in the paper "Analyzing Intraday Financial Data in R: The highfrequency Package" by Boudt, Kleen, and Sjoerup (2022, <doi:10.18637/jss.v104.i08>). The DOI in the CITATION is for a new Journal of Statistical Software publication that will be registered after publication on CRAN. A working paper version can be found on SSRN: <doi:10.2139/ssrn.3917548>.

Maintained by Kris Boudt. Last updated 2 years ago.

openblas cpp openmp

9.2 match 152 stars 7.37 score 286 scripts

ramikrispin

TSstudio:Functions for Time Series Analysis and Forecasting

Provides a set of tools for descriptive and predictive analysis of time series data. That includes functions for interactive visualization of time series objects and as well utility functions for automation time series forecasting.

Maintained by Rami Krispin. Last updated 2 years ago.

forecasting time-series timeseries tsstudio visualization

7.3 match 425 stars 9.02 score 656 scripts

lightbluetitan

timeSeriesDataSets:Time Series Data Sets

Provides a diverse collection of time series datasets spanning various fields such as economics, finance, energy, healthcare, and more. Designed to support time series analysis in R by offering datasets from multiple disciplines, making it a valuable resource for researchers and analysts.

Maintained by Renzo Caceres Rossi. Last updated 6 months ago.

11.5 match 10 stars 5.71 score 103 scripts

khamidieh

RND:Risk Neutral Density Extraction Package

Extract the implied risk neutral density from options using various methods.

Maintained by Kam Hamidieh. Last updated 8 years ago.

23.4 match 1 stars 2.80 score 70 scripts

shikokuchuo

ichimoku:Visualization and Tools for Ichimoku Kinko Hyo Strategies

An implementation of 'Ichimoku Kinko Hyo', also commonly known as 'cloud charts'. Static and interactive visualizations with tools for creating, backtesting and development of quantitative 'ichimoku' strategies. As described in Sasaki (1996, ISBN:4925152009), the technique is a refinement on candlestick charting, originating from Japan and now in widespread use in technical analysis worldwide. Translating as 'one-glance equilibrium chart', it allows the price action and market structure of financial securities to be determined 'at-a-glance'. Incorporates an interface with the OANDA fxTrade API <https://developer.oanda.com/> for retrieving historical and live streaming price data for major currencies, metals, commodities, government bonds and stock indices.

Maintained by Charlie Gao. Last updated 2 days ago.

ichimoku ichimoku-cloud oanda quantitative-finance

8.4 match 31 stars 7.73 score 34 scripts

wjbraun

DAAG:Data Analysis and Graphics Data and Functions

Functions and data sets used in examples and exercises in the text Maindonald, J.H. and Braun, W.J. (2003, 2007, 2010) "Data Analysis and Graphics Using R", and in an upcoming Maindonald, Braun, and Andrews text that builds on this earlier text.

Maintained by W. John Braun. Last updated 11 months ago.

7.8 match 8.25 score 1.2k scripts 1 dependents

cran

TSA:Time Series Analysis

Contains R functions and datasets detailed in the book "Time Series Analysis with Applications in R (second edition)" by Jonathan Cryer and Kung-Sik Chan.

Maintained by Kung-Sik Chan. Last updated 3 years ago.

14.1 match 2 stars 4.47 score 5 dependents

pik-piam

remind2:The REMIND R package (2nd generation)

Contains the REMIND-specific routines for data and model output manipulation.

Maintained by Renato Rodrigues. Last updated 6 days ago.

7.0 match 8.88 score 161 scripts 5 dependents

robjhyndman

expsmooth:Data Sets from "Forecasting with Exponential Smoothing"

Data sets from the book "Forecasting with exponential smoothing: the state space approach" by Hyndman, Koehler, Ord and Snyder (Springer, 2008).

Maintained by Rob Hyndman. Last updated 2 years ago.

8.0 match 14 stars 7.53 score 105 scripts 2 dependents

projectmosaic

mosaic:Project MOSAIC Statistics and Mathematics Teaching Utilities

Data sets and utilities from Project MOSAIC (<http://www.mosaic-web.org>) used to teach mathematics, statistics, computation and modeling. Funded by the NSF, Project MOSAIC is a community of educators working to tie together aspects of quantitative work that students in science, technology, engineering and mathematics will need in their professional lives, but which are usually taught in isolation, if at all.

Maintained by Randall Pruim. Last updated 1 years ago.

4.5 match 93 stars 13.32 score 7.2k scripts 7 dependents

mharinga

insurancerating:Analytic Insurance Rating Techniques

Functions to build, evaluate, and visualize insurance rating models. It simplifies the process of modeling premiums, and allows to analyze insurance risk factors effectively. The package employs a data-driven strategy for constructing insurance tariff classes, drawing on the work of Antonio and Valdez (2012) <doi:10.1007/s10182-011-0152-7>.

Maintained by Martin Haringa. Last updated 5 months ago.

actuarial actuarial-science insurance pricing

10.0 match 70 stars 5.89 score 28 scripts

business-science

riingo:An R Interface to the 'Tiingo' Stock Price API

Functionality to download stock prices, cryptocurrency data, and more from the 'Tiingo' API <https://api.tiingo.com/>.

Maintained by Davis Vaughan. Last updated 5 years ago.

11.0 match 52 stars 5.34 score 51 scripts

bjw34032

waveslim:Basic Wavelet Routines for One-, Two-, and Three-Dimensional Signal Processing

Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); the dual-tree complex wavelet transform (DTCWT) from Kingsbury (1999, 2001) as implemented by Selesnick; and Hilbert wavelet pairs (Selesnick 2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and R code available at the book website(s) below.

Maintained by Brandon Whitcher. Last updated 10 months ago.

wavelets

7.3 match 3 stars 7.88 score 108 scripts 23 dependents

statistikat

VIM:Visualization and Imputation of Missing Values

New tools for the visualization of missing and/or imputed values are introduced, which can be used for exploring the data and the structure of the missing and/or imputed values. Depending on this structure of the missing values, the corresponding methods may help to identify the mechanism generating the missing values and allows to explore the data including missing values. In addition, the quality of imputation can be visually explored using various univariate, bivariate, multiple and multivariate plot methods. A graphical user interface available in the separate package VIMGUI allows an easy handling of the implemented plot methods.

Maintained by Matthias Templ. Last updated 7 months ago.

hotdeck imputation-methods model-predictions visualization cpp

4.0 match 85 stars 14.44 score 2.6k scripts 19 dependents

hughjonesd

huxtable:Easily Create and Style Tables for LaTeX, HTML and Other Formats

Creates styled tables for data presentation. Export to HTML, LaTeX, RTF, 'Word', 'Excel', and 'PowerPoint'. Simple, modern interface to manipulate borders, size, position, captions, colours, text styles and number formatting. Table cells can span multiple rows and/or columns. Includes a 'huxreg' function for creation of regression tables, and 'quick_*' one-liners to print data to a new document.

Maintained by David Hugh-Jones. Last updated 12 days ago.

html huxtable latex microsoft-word powerpoint reproducible-research tables

4.0 match 323 stars 13.93 score 1.9k scripts 16 dependents

flr

FLCore:Core Package of FLR, Fisheries Modelling in R

Core classes and methods for FLR, a framework for fisheries modelling and management strategy simulation in R. Developed by a team of fisheries scientists in various countries. More information can be found at <http://flr-project.org/>.

Maintained by Iago Mosqueira. Last updated 10 days ago.

fisheries flr fisheries-modelling

6.3 match 16 stars 8.78 score 956 scripts 23 dependents

paws-r

paws:Amazon Web Services Software Development Kit

Interface to Amazon Web Services <https://aws.amazon.com>, including storage, database, and compute services, such as 'Simple Storage Service' ('S3'), 'DynamoDB' 'NoSQL' database, and 'Lambda' functions-as-a-service.

Maintained by Dyfan Jones. Last updated 4 days ago.

aws aws-sdk

4.9 match 332 stars 11.25 score 177 scripts 12 dependents

ropensci

yfR:Downloads and Organizes Financial Data from Yahoo Finance

Facilitates download of financial data from Yahoo Finance <https://finance.yahoo.com/>, a vast repository of stock price data across multiple financial exchanges. The package offers a local caching system and support for parallel computation.

Maintained by Marcelo Perlin. Last updated 9 months ago.

7.4 match 44 stars 7.37 score 119 scripts 1 dependents

ropensci

historydata:Datasets for Historians

These sample data sets are intended for historians learning R. They include population, institutional, religious, military, and prosopographical data suitable for mapping, quantitative analysis, and network analysis.

Maintained by Lincoln Mullen. Last updated 7 months ago.

8.7 match 87 stars 6.19 score 118 scripts

szymanskir

rnbp:Wrapper for the National Bank of Poland API

Use the <http://api.nbp.pl/> API through R. Retrieve currency exchange rates and gold prices data published by the National Bank of Poland in form of convenient R objects.

Maintained by Ryszard Szymanski. Last updated 4 years ago.

14.6 match 3.70 score 4 scripts

joshuaulrich

TTR:Technical Trading Rules

A collection of over 50 technical indicators for creating technical trading rules. The package also provides fast implementations of common rolling-window functions, and several volatility calculations.

Maintained by Joshua Ulrich. Last updated 1 years ago.

algorithmic-trading finance technical-analysis

3.6 match 338 stars 15.11 score 2.8k scripts 359 dependents

braverock

FinancialInstrument:Financial Instrument Model Infrastructure for R

Infrastructure for defining meta-data and relationships for financial instruments.

Maintained by Ross Bennett. Last updated 7 years ago.

10.7 match 19 stars 4.99 score 102 scripts

pik-piam

piamInterfaces:Project specific interfaces to REMIND / MAgPIE

Project specific interfaces to REMIND / MAgPIE.

Maintained by Falk Benke. Last updated 2 days ago.

8.0 match 6.63 score 38 scripts 7 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

3.8 match 625 stars 14.15 score 4.0k scripts 16 dependents

amrrs

coinmarketcapr:Get 'Cryptocurrencies' Market Cap Prices from Coin Market Cap

Extract and monitor price and market cap of 'Cryptocurrencies' from 'Coin Market Cap' <https://coinmarketcap.com/api/>.

Maintained by AbdulMajedRaja RS. Last updated 3 years ago.

cryptocurrency

9.0 match 81 stars 5.84 score 43 scripts

victormesquita40

DFA:Detrended Fluctuation Analysis

Contains the Detrended Fluctuation Analysis (DFA), Detrended Cross-Correlation Analysis (DCCA), Detrended Cross-Correlation Coefficient (rhoDCCA), Delta Amplitude Detrended Cross-Correlation Coefficient (DeltarhoDCCA), log amplitude Detrended Fluctuation Analysis (DeltalogDFA), two DFA automatic methods for identification of crossover points and a Deltalog automatic method for identification of reference channels.

Maintained by Victor Barreto Mesquita. Last updated 1 years ago.

12.7 match 4.04 score 22 scripts

rkoenker

quantreg:Quantile Regression

Estimation and inference methods for models for conditional quantile functions: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also now included. See Koenker, R. (2005) Quantile Regression, Cambridge U. Press, <doi:10.1017/CBO9780511754098> and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, <doi:10.1201/9781315120256>.

Maintained by Roger Koenker. Last updated 7 days ago.

fortran openblas

3.6 match 18 stars 13.93 score 2.6k scripts 1.5k dependents

friendly

HistData:Data Sets from the History of Statistics and Data Visualization

The 'HistData' package provides a collection of small data sets that are interesting and important in the history of statistics and data visualization. The goal of the package is to make these available, both for instructional use and for historical research. Some of these present interesting challenges for graphics or analysis in R.

Maintained by Michael Friendly. Last updated 10 months ago.

graphics historical-data

5.4 match 63 stars 9.19 score 732 scripts 2 dependents

altanalytics

fmpcloudr:R Access to the 'FMP Cloud' and 'Financial Modeling Prep' API

Use R to access to the 'FMP Cloud' API <https://fmpcloud.io/> and 'Financial Modeling Prep' API <https://financialmodelingprep.com/developer/docs/>. Data available includes stock prices, market indexes, company fundamentals, 13F holdings data, and much more. A valid API token must be set to enable functions.

Maintained by Anthony Balentine. Last updated 1 years ago.

11.5 match 12 stars 4.30 score 33 scripts

bayesball

ProbBayes:Probability and Bayesian Modeling

Functions and datasets to accompany J. Albert and J. Hu, "Probability and Bayesian Modeling", CRC Press, (2019, ISBN: 1138492566).

Maintained by Jim Albert. Last updated 4 years ago.

11.4 match 5 stars 4.30 score 80 scripts

paws-r

paws.cost.management:'Amazon Web Services' Cost Management Services

Interface to 'Amazon Web Services' cost management services, including cost and usage reports, budgets, pricing, and more <https://aws.amazon.com/>.

Maintained by Dyfan Jones. Last updated 4 days ago.

aws aws-sdk

5.4 match 332 stars 9.02 score 13 dependents

bsnatr

tswge:Time Series for Data Science

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott. It is helpful for data analysis and for time series instruction.

Maintained by Bivin Sadler. Last updated 2 years ago.

17.9 match 2.70 score 496 scripts

jlp-bioinf

rnaCrosslinkOO:Analysis of RNA Crosslinking Data

Analysis of RNA crosslinking data for RNA structure prediction. The package is suitable for the analysis of RNA structure cross-linking data and chemical probing data.

Maintained by Jonathan Price. Last updated 2 months ago.

comrades psoralen rna-crosslinking rna-structure rna-structure-prediction

9.1 match 1 stars 5.22 score 3 scripts

pik-piam

magpie4:MAgPIE outputs R package for MAgPIE version 4.x

Common output routines for extracting results from the MAgPIE framework (versions 4.x).

Maintained by Benjamin Leon Bodirsky. Last updated 2 days ago.

6.0 match 2 stars 7.87 score 254 scripts 9 dependents

kjhealy

gssrdoc:Document General Social Survey Variable

The General Social Survey (GSS) is a long-running, mostly annual survey of US households. It is administered by the National Opinion Research Center (NORC). This package contains the a tibble with information on the survey variables, together with every variable documented as an R help page. For more information on the GSS see \url{http://gss.norc.org}.

Maintained by Kieran Healy. Last updated 11 months ago.

20.5 match 2.28 score 38 scripts

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-models factor-selection finance identification-tests misspecification rcpparmadillo risk-premium openblas cpp openmp

10.2 match 7 stars 4.45 score 1 scripts

christophsax

seasonal:R Interface to X-13-ARIMA-SEATS

Easy-to-use interface to X-13-ARIMA-SEATS, the seasonal adjustment software by the US Census Bureau. It offers full access to almost all options and outputs of X-13, including X-11 and SEATS, automatic ARIMA model search, outlier detection and support for user defined holiday variables, such as Chinese New Year or Indian Diwali. A graphical user interface can be used through the 'seasonalview' package. Uses the X-13-binaries from the 'x13binary' package.

Maintained by Christoph Sax. Last updated 16 days ago.

seasonal-adjustment time-series

3.8 match 120 stars 12.03 score 1.1k scripts 8 dependents

robjhyndman

fpp2:Data for "Forecasting: Principles and Practice" (2nd Edition)

All data sets required for the examples and exercises in the book "Forecasting: principles and practice" (2nd ed, 2018) by Rob J Hyndman and George Athanasopoulos <https://otexts.com/fpp2/>. All packages required to run the examples are also loaded.

Maintained by Rob Hyndman. Last updated 2 years ago.

data forecasting

5.3 match 106 stars 8.57 score 1.8k scripts 1 dependents

inseefr

btb:Beyond the Border - Kernel Density Estimation for Urban Geography

The kernelSmoothing() function allows you to square and smooth geolocated data. It calculates a classical kernel smoothing (conservative) or a geographically weighted median. There are four major call modes of the function. The first call mode is kernelSmoothing(obs, epsg, cellsize, bandwidth) for a classical kernel smoothing and automatic grid. The second call mode is kernelSmoothing(obs, epsg, cellsize, bandwidth, quantiles) for a geographically weighted median and automatic grid. The third call mode is kernelSmoothing(obs, epsg, cellsize, bandwidth, centroids) for a classical kernel smoothing and user grid. The fourth call mode is kernelSmoothing(obs, epsg, cellsize, bandwidth, quantiles, centroids) for a geographically weighted median and user grid. Geographically weighted summary statistics : a framework for localised exploratory data analysis, C.Brunsdon & al., in Computers, Environment and Urban Systems C.Brunsdon & al. (2002) <doi:10.1016/S0198-9715(01)00009-6>, Statistical Analysis of Spatial and Spatio-Temporal Point Patterns, Third Edition, Diggle, pp. 83-86, (2003) <doi:10.1080/13658816.2014.937718>.

Maintained by Solène Colin. Last updated 3 days ago.

statistical-package cpp

7.2 match 15 stars 6.20 score 15 scripts

lbb220

GWmodel:Geographically-Weighted Models

Techniques from a particular branch of spatial statistics,termed geographically-weighted (GW) models. GW models suit situations when data are not described well by some global model, but where there are spatial regions where a suitably localised calibration provides a better description. 'GWmodel' includes functions to calibrate: GW summary statistics (Brunsdon et al., 2002)<doi: 10.1016/s0198-9715(01)00009-6>, GW principal components analysis (Harris et al., 2011)<doi: 10.1080/13658816.2011.554838>, GW discriminant analysis (Brunsdon et al., 2007)<doi: 10.1111/j.1538-4632.2007.00709.x> and various forms of GW regression (Brunsdon et al., 1996)<doi: 10.1111/j.1538-4632.1996.tb00936.x>; some of which are provided in basic and robust (outlier resistant) forms.

Maintained by Binbin Lu. Last updated 6 months ago.

openblas cpp openmp

6.9 match 18 stars 6.38 score 266 scripts 4 dependents

daroczig

binancer:API Client to 'Binance'

R client to the 'Binance' Public Rest API for data collection on cryptocurrencies, portfolio management and trading: <https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md>.

Maintained by Gergely Daróczi. Last updated 1 years ago.

api binance binance-api bitcoin blockchain cryptocurrency

8.6 match 53 stars 5.11 score 49 scripts

marcozanotti

dispositionEffect:Analysis of Disposition Effect on Financial Portfolios

Evaluate the presence of disposition effect and others irrational investor's behaviors based solely on investor's transactions and financial market data. Experimental data can also be used to perform the analysis. Four different methodologies are implemented to account for the different nature of human behaviors on financial markets. Novel analyses such as portfolio driven and time series disposition effect are also allowed.

Maintained by Marco Zanotti. Last updated 3 years ago.

behavioral-economics behavioral-sciences econometrics economics finance financial-analysis financial-data financial-markets time-series

8.3 match 4 stars 5.20 score 9 scripts

anttsou

qmj:Quality Scores for the Russell 3000

Produces quality scores for each of the US companies from the Russell 3000, following the approach described in "Quality Minus Junk" (Asness, Frazzini, & Pedersen, 2013) <http://www.aqr.com/library/working-papers/quality-minus-junk>. The package includes datasets for users who wish to view the most recently uploaded quality scores. It also provides tools to automatically gather relevant financials and stock price information, allowing users to update their data and customize their universe for further analysis.

Maintained by Yanrong Song. Last updated 26 days ago.

10.7 match 9 stars 4.03 score 2 scripts

ycroissant

plm:Linear Models for Panel Data

A set of estimators for models and (robust) covariance matrices, and tests for panel data econometrics, including within/fixed effects, random effects, between, first-difference, nested random effects as well as instrumental-variable (IV) and Hausman-Taylor-style models, panel generalized method of moments (GMM) and general FGLS models, mean groups (MG), demeaned MG, and common correlated effects (CCEMG) and pooled (CCEP) estimators with common factors, variable coefficients and limited dependent variables models. Test functions include model specification, serial correlation, cross-sectional dependence, panel unit root and panel Granger (non-)causality. Typical references are general econometrics text books such as Baltagi (2021), Econometric Analysis of Panel Data (<doi:10.1007/978-3-030-53953-5>), Hsiao (2014), Analysis of Panel Data (<doi:10.1017/CBO9781139839327>), and Croissant and Millo (2018), Panel Data Econometrics with R (<doi:10.1002/9781119504641>).

Maintained by Kevin Tappe. Last updated 23 hours ago.

3.5 match 59 stars 12.06 score 39 dependents

justinmshea

wooldridge:115 Data Sets from "Introductory Econometrics: A Modern Approach, 7e" by Jeffrey M. Wooldridge

Students learning both econometrics and R may find the introduction to both challenging. The wooldridge data package aims to lighten the task by efficiently loading any data set found in the text with a single command. Data sets have been compressed to a fraction of their original size. Documentation files contain page numbers, the original source, time of publication, and notes from the author suggesting avenues for further analysis and research. If one needs an introduction to R model syntax, a vignette contains solutions to examples from chapters of the text. Data sets are from the 7th edition (Wooldridge 2020, ISBN-13 978-1-337-55886-0), and are backwards compatible with all previous versions of the text.

Maintained by Justin M. Shea. Last updated 3 months ago.

econometrics

4.5 match 203 stars 9.38 score 1.4k scripts

flr

FLBRP:Reference Points for Fisheries Management

Calculates a range of biological reference points based upon yield per recruit and stock recruit based equilibrium calculations. These include F based reference points like F0.1, FMSY and biomass based reference points like BMSY.

Maintained by Iago Mosqueira. Last updated 3 months ago.

reference points fisheries flr cpp

6.3 match 2 stars 6.58 score 350 scripts 4 dependents

bpfaff

evir:Extreme Values in R

Functions for extreme value theory, which may be divided into the following groups; exploratory data analysis, block maxima, peaks over thresholds (univariate and bivariate), point processes, gev/gpd distributions.

Maintained by Bernhard Pfaff. Last updated 8 years ago.

7.0 match 2 stars 5.89 score 211 scripts 6 dependents

sleire

etrm:Energy Trading and Risk Management

Provides a collection of functions to perform core tasks within Energy Trading and Risk Management (ETRM). Calculation of maximum smoothness forward price curves for electricity and natural gas contracts with flow delivery, as presented in F. E. Benth, S. Koekebakker, and F. Ollmar (2007) <doi:10.3905/jod.2007.694791> and F. E. Benth, J. S. Benth, and S. Koekebakker (2008) <doi:10.1142/6811>. Portfolio insurance trading strategies for price risk management in the forward market, see F. Black (1976) <doi:10.1016/0304-405X(76)90024-6>, T. Bjork (2009) <https://EconPapers.repec.org/RePEc:oxp:obooks:9780199574742>, F. Black and R. W. Jones (1987) <doi:10.3905/jpm.1987.409131> and H. E. Leland (1980) <http://www.jstor.org/stable/2327419>.

Maintained by Anders D. Sleire. Last updated 2 years ago.

commodities energy-trading risk-management trading-strategies

7.4 match 33 stars 5.52 score 10 scripts

tidymodels

modeldata:Data Sets Useful for Modeling Examples

Data sets used for demonstrating or testing model-related packages are contained in this package.

Maintained by Max Kuhn. Last updated 5 months ago.

3.8 match 22 stars 10.66 score 2.2k scripts 17 dependents

r-forge

copula:Multivariate Dependence with Copulas

Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.

Maintained by Martin Maechler. Last updated 11 days ago.

3.4 match 11.83 score 1.2k scripts 86 dependents

kwstat

agridat:Agricultural Datasets

Datasets from books, papers, and websites related to agriculture. Example graphics and analyses are included. Data come from small-plot trials, multi-environment trials, uniformity trials, yield monitors, and more.

Maintained by Kevin Wright. Last updated 28 days ago.

data

3.6 match 125 stars 11.02 score 1.7k scripts 2 dependents

kurthornik

tseries:Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Maintained by Kurt Hornik. Last updated 6 months ago.

fortran openblas

3.5 match 4 stars 11.22 score 10k scripts 289 dependents

ryapric

readit:Effortlessly Read Any Rectangular Data

Providing just one primary function, 'readit' uses a set of reasonable heuristics to apply the appropriate reader function to the given file path. As long as the data file has an extension, and the data is (or can be coerced to be) rectangular, readit() can probably read it.

Maintained by Ryan Price. Last updated 5 years ago.

data data-import read read-data

9.4 match 24 stars 4.12 score 11 scripts

maheshpkumar

bondAnalyst:Methods for Fixed-Income Valuation, Risk and Return

Bond Pricing and Fixed-Income Valuation of Selected Securities included here serve as a quick reference of Quantitative Methods for undergraduate courses on Fixed-Income and CFA Level I Readings on Fixed-Income Valuation, Risk and Return. CFA Institute ("CFA Program Curriculum 2020 Level I Volumes 1-6. (Vol. 5, pp. 107-151, pp. 237-299)", 2019, ISBN: 9781119593577). Barbara S. Petitt ("Fixed Income Analysis", 2019, ISBN: 9781119628132). Frank J. Fabozzi ("Handbook of Finance: Financial Markets and Instruments", 2008, ISBN: 9780470078143). Frank J. Fabozzi ("Fixed Income Analysis", 2007, ISBN: 9780470052211).

Maintained by MaheshP Kumar. Last updated 3 years ago.

37.6 match 1.00 score

andykrause

hpiR:House Price Indexes

Compute house price indexes and series using a variety of different methods and models common through the real estate literature. Evaluate index 'goodness' based on accuracy, volatility and revision statistics. Background on basic model construction for repeat sales models can be found at: Case and Quigley (1991) <https://ideas.repec.org/a/tpr/restat/v73y1991i1p50-58.html> and for hedonic pricing models at: Bourassa et al (2006) <doi:10.1016/j.jhe.2006.03.001>. The package author's working paper on the random forest approach to house price indexes can be found at: <https://www.github.com/andykrause/hpi_research>.

Maintained by Andy Krause. Last updated 1 years ago.

7.8 match 15 stars 4.82 score 88 scripts

radiant-rstats

radiant.data:Data Menu for Radiant: Business Analytics using R and Shiny

The Radiant Data menu includes interfaces for loading, saving, viewing, visualizing, summarizing, transforming, and combining data. It also contains functionality to generate reproducible reports of the analyses conducted in the application.

Maintained by Vincent Nijs. Last updated 5 months ago.

4.5 match 54 stars 8.30 score 146 scripts 6 dependents

stijnbpeeters

tatooheene:Technology Appraisal Toolbox for Health Economic Evaluations in the Netherlands

Functions to support economic modelling in R based on the methods of the Dutch guideline for economic evaluations in healthcare <https://www.zorginstituutnederland.nl/publicaties/publicatie/2024/01/16/richtlijn-voor-het-uitvoeren-van-economische-evaluaties-in-de-gezondheidszorg>, CBS data <https://www.cbs.nl/>, and OECD data <https://www.oecd.org/en.html>.

Maintained by Stijn Peeters. Last updated 3 months ago.

21.5 match 1.70 score

petersonr

bestNormalize:Normalizing Transformation Functions

Estimate a suite of normalizing transformations, including a new adaptation of a technique based on ranks which can guarantee normally distributed transformed data if there are no ties: ordered quantile normalization (ORQ). ORQ normalization combines a rank-mapping approach with a shifted logit approximation that allows the transformation to work on data outside the original domain. It is also able to handle new data within the original domain via linear interpolation. The package is built to estimate the best normalizing transformation for a vector consistently and accurately. It implements the Box-Cox transformation, the Yeo-Johnson transformation, three types of Lambert WxF transformations, and the ordered quantile normalization transformation. It estimates the normalization efficacy of other commonly used transformations, and it allows users to specify custom transformations or normalization statistics. Finally, functionality can be integrated into a machine learning workflow via recipes.

Maintained by Ryan Andrew Peterson. Last updated 1 years ago.

3.5 match 39 stars 10.45 score 510 scripts 5 dependents

modeloriented

shapviz:SHAP Visualizations

Visualizations for SHAP (SHapley Additive exPlanations), such as waterfall plots, force plots, various types of importance plots, dependence plots, and interaction plots. These plots act on a 'shapviz' object created from a matrix of SHAP values and a corresponding feature dataset. Wrappers for the R packages 'xgboost', 'lightgbm', 'fastshap', 'shapr', 'h2o', 'treeshap', 'DALEX', and 'kernelshap' are added for convenience. By separating visualization and computation, it is possible to display factor variables in graphs, even if the SHAP values are calculated by a model that requires numerical features. The plots are inspired by those provided by the 'shap' package in Python, but there is no dependency on it.

Maintained by Michael Mayer. Last updated 2 months ago.

explainable-ai machine-learning shap shapley-value visualization xai

3.6 match 89 stars 9.95 score 250 scripts

rudeboybert

resampledata:Data Sets for Mathematical Statistics with Resampling in R

Package of data sets from "Mathematical Statistics with Resampling in R" (1st Ed. 2011, 2nd Ed. 2018) by Laura Chihara and Tim Hesterberg.

Maintained by Albert Y. Kim. Last updated 4 months ago.

6.9 match 15 stars 5.15 score 187 scripts

ropensci

rb3:Download and Parse Public Data Released by B3 Exchange

Download and parse public files released by B3 and convert them into useful formats and data structures common to data analysis practitioners.

Maintained by Wilson Freitas. Last updated 15 days ago.

brazil exchange-data finance financial-data financial-services market-data

4.6 match 74 stars 7.63 score 48 scripts

hmjianggatech

huge:High-Dimensional Undirected Graph Estimation

Provides a general framework for high-dimensional undirected graph estimation. It integrates data preprocessing, neighborhood screening, graph estimation, and model selection techniques into a pipeline. In preprocessing stage, the nonparanormal(npn) transformation is applied to help relax the normality assumption. In the graph estimation stage, the graph structure is estimated by Meinshausen-Buhlmann graph estimation or the graphical lasso, and both methods can be further accelerated by the lossy screening rule preselecting the neighborhood of each variable by correlation thresholding. We target on high-dimensional data analysis usually d >> n, and the computation is memory-optimized using the sparse matrix output. We also provide a computationally efficient approach, correlation thresholding graph estimation. Three regularization/thresholding parameter selection methods are included in this package: (1)stability approach for regularization selection (2) rotation information criterion (3) extended Bayesian information criterion which is only available for the graphical lasso.

Maintained by Haoming Jiang. Last updated 3 years ago.

cpp openmp

3.4 match 12 stars 10.29 score 608 scripts 19 dependents

vandomed

stocks:Stock Market Analysis

Functions for analyzing and visualizing stock market data. Main features are loading and aligning historical data, calculating performance metrics for individual funds or portfolios (e.g. annualized growth, maximum drawdown, Sharpe/Sortino ratio), and creating graphs.

Maintained by Dane R. Van Domelen. Last updated 5 years ago.

investment-analysis portfolio-construction portfolio-optimization sharpe-ratio stock-market time-series cpp

7.4 match 22 stars 4.63 score 39 scripts

tidyverts

tsibbledata:Diverse Datasets for 'tsibble'

Provides diverse datasets in the 'tsibble' data structure. These datasets are useful for learning and demonstrating how tidy temporal data can tidied, visualised, and forecasted.

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

dataset tsibble

4.0 match 25 stars 8.44 score 740 scripts 2 dependents

goranbrostrom

eha:Event History Analysis

Parametric proportional hazards fitting with left truncation and right censoring for common families of distributions, piecewise constant hazards, and discrete models. Parametric accelerated failure time models for left truncated and right censored data. Proportional hazards models for tabular and register data. Sampling of risk sets in Cox regression, selections in the Lexis diagram, bootstrapping. Broström (2022) <doi:10.1201/9780429503764>.

Maintained by Göran Broström. Last updated 9 months ago.

fortran openblas

3.4 match 7 stars 9.76 score 308 scripts 10 dependents

julianfaraway

faraway:Datasets and Functions for Books by Julian Faraway

Books are "Linear Models with R" published 1st Ed. August 2004, 2nd Ed. July 2014, 3rd Ed. February 2025 by CRC press, ISBN 9781439887332, and "Extending the Linear Model with R" published by CRC press in 1st Ed. December 2005 and 2nd Ed. March 2016, ISBN 9781584884248 and "Practical Regression and ANOVA in R" contributed documentation on CRAN (now very dated).

Maintained by Julian Faraway. Last updated 1 months ago.

data

3.5 match 29 stars 9.43 score 1.7k scripts 1 dependents

ifpri

reportIMPACT:IMPACT outputs R package for IMPACT version 3.x

Common output routines for extracting results from the IMPACT framework (versions 3.x).

Maintained by Abhijeet Mishra. Last updated 1 years ago.

15.0 match 2.18 score 1 dependents

cran

GE:General Equilibrium Modeling

Some tools for developing general equilibrium models and some general equilibrium models. These models can be used for teaching economic theory and are built by the methods of new structural economics (see LI Wu, 2019, ISBN: 9787521804225, General Equilibrium and Structural Dynamics: Perspectives of New Structural Economics. Beijing: Economic Science Press). The model form and mathematical methods can be traced back to J. von Neumann (1945, A Model of General Economic Equilibrium. The Review of Economic Studies, 13. pp. 1-9), J. G. Kemeny, O. Morgenstern and G. L. Thompson (1956, A Generalization of the von Neumann Model of an Expanding Economy, Econometrica, 24, pp. 115-135) et al. By the way, J. G. Kemeny is a co-inventor of the computer language BASIC.

Maintained by Wu LI. Last updated 2 months ago.

12.2 match 1 stars 2.64 score

robjhyndman

fpp3:Data for "Forecasting: Principles and Practice" (3rd Edition)

All data sets required for the examples and exercises in the book "Forecasting: principles and practice" by Rob J Hyndman and George Athanasopoulos <https://OTexts.com/fpp3/>. All packages required to run the examples are also loaded. Additional data sets not used in the book are also included.

Maintained by Rob Hyndman. Last updated 6 months ago.

data forecasting

3.8 match 142 stars 8.47 score 2.5k scripts

tiledb-inc

tiledbcloud:TileDB Cloud Platform R Client Package

The TileDB Cloud Platform API Client Package offers access to the TileDB Cloud service.

Maintained by John Kerl. Last updated 8 months ago.

6.0 match 1 stars 5.22 score 92 scripts

phil8192

obAnalytics:Limit Order Book Analytics

Data processing, visualisation and analysis of Limit Order Book event data.

Maintained by Philip Stubbings. Last updated 6 years ago.

bitcoin limit-order-book trading visualisation

4.9 match 152 stars 6.36 score 30 scripts

lorenzbr

cryptowatchR:An API Wrapper for 'Cryptowatch'

An API wrapper for 'Cryptowatch' to get prices and other information (e.g., volume, trades, order books, bid and ask prices, live quotes, and more) about cryptocurrencies and crypto exchanges. See <https://docs.cryptowat.ch/rest-api> for a detailed documentation.

Maintained by Lorenz Brachtendorf. Last updated 3 years ago.

api-wrapper cryptocurrencies cryptowatch

8.7 match 8 stars 3.60 score 7 scripts

animint

animint2:Animated Interactive Grammar of Graphics

Functions are provided for defining animated, interactive data visualizations in R code, and rendering on a web page. The 2018 Journal of Computational and Graphical Statistics paper, <doi:10.1080/10618600.2018.1513367> describes the concepts implemented.

Maintained by Toby Hocking. Last updated 27 days ago.

3.5 match 64 stars 8.87 score 173 scripts

ovgu-sh

desk:Didactic Econometrics Starter Kit

Written to help undergraduate as well as graduate students to get started with R for basic econometrics without the need to import specific functions and datasets from many different sources. Primarily, the package is meant to accompany the German textbook Auer, L.v., Hoffmann, S., Kranz, T. (2024, ISBN: 978-3-662-68263-0) from which the exercises cover all the topics from the textbook Auer, L.v. (2023, ISBN: 978-3-658-42699-6).

Maintained by Soenke Hoffmann. Last updated 11 months ago.

7.2 match 4.30 score 10 scripts

cran

boot:Bootstrap Functions (Originally by Angelo Canty for S)

Functions and datasets for bootstrapping from the book "Bootstrap Methods and Their Application" by A. C. Davison and D. V. Hinkley (1997, CUP), originally written by Angelo Canty for S.

Maintained by Alessandra R. Brazzale. Last updated 7 months ago.

3.8 match 2 stars 8.21 score 2.3k dependents

cran

sn:The Skew-Normal and Related Distributions Such as the Skew-t and the SUN

Build and manipulate probability distributions of the skew-normal family and some related ones, notably the skew-t and the SUN families. For the skew-normal and the skew-t distributions, statistical methods are provided for data fitting and model diagnostics, in the univariate and the multivariate case.

Maintained by Adelchi Azzalini. Last updated 2 years ago.

4.0 match 3 stars 7.44 score 92 dependents

statswithr

statsr:Companion Software for the Coursera Statistics with R Specialization

Data and functions to support Bayesian and frequentist inference and decision making for the Coursera Specialization "Statistics with R". See <https://github.com/StatsWithR/statsr> for more information.

Maintained by Merlise Clyde. Last updated 4 years ago.

bayesian-inference coursera statistics

3.8 match 71 stars 7.80 score 880 scripts

alastairrushworth

inspectdf:Inspection, Comparison and Visualisation of Data Frames

A collection of utilities for columnwise summary, comparison and visualisation of data frames. Functions report missingness, categorical levels, numeric distribution, correlation, column types and memory usage.

Maintained by Alastair Rushworth. Last updated 3 years ago.

comparison dataframe eda exploratory-data-analysis visualization cpp

3.8 match 251 stars 7.74 score 444 scripts 1 dependents

techtonique

esgtoolkit:Toolkit for Monte Carlo Simulations

A toolkit for Monte Carlo Simulations in Finance, Economics, Insurance, Physics. Multiple simulation models can be created by combining building blocks provided in the package.

Maintained by T. Moudiki. Last updated 1 months ago.

diffusion-model diffusion-models monte-carlo-methods monte-carlo-simulation montecarlo-simulation scenario-analysis scenario-creator scenario-generation simulation stochastic-differential-equations stochastic-processes stochastic-simulation cpp

7.3 match 11 stars 3.97 score 28 scripts

kvasilopoulos

uklr:Client to United Kingdom Land Registry

Access data from Land Registry Open Data <http://landregistry.data.gov.uk/> through 'SPARQL' queries. 'uklr' supports the house price index, transaction and price paid data.

Maintained by Kostas Vasilopoulos. Last updated 7 months ago.

6.3 match 7 stars 4.54 score 6 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.

7.8 match 3.70 score 5 scripts

ycphs

openxlsx:Read, Write and Edit xlsx Files

Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, styling and editing worksheets. Through the use of 'Rcpp', read/write times are comparable to the 'xlsx' and 'XLConnect' packages with the added benefit of removing the dependency on Java.

Maintained by Jan Marvin Garbuszus. Last updated 2 months ago.

xlsx cpp

1.5 match 232 stars 18.98 score 20k scripts 270 dependents

satopaa

metaggR:Calculate the Knowledge-Weighted Estimate

According to a phenomenon known as "the wisdom of the crowds," combining point estimates from multiple judges often provides a more accurate aggregate estimate than using a point estimate from a single judge. However, if the judges use shared information in their estimates, the simple average will over-emphasize this common component at the expense of the judges’ private information. Asa Palley & Ville Satopää (2021) "Boosting the Wisdom of Crowds Within a Single Judgment Problem: Selective Averaging Based on Peer Predictions" <https://papers.ssrn.com/sol3/Papers.cfm?abstract_id=3504286> proposes a procedure for calculating a weighted average of the judges’ individual estimates such that resulting aggregate estimate appropriately combines the judges' collective information within a single estimation problem. The authors use both simulation and data from six experimental studies to illustrate that the weighting procedure outperforms existing averaging-like methods, such as the equally weighted average, trimmed average, and median. This aggregate estimate -- know as "the knowledge-weighted estimate" -- inputs a) judges' estimates of a continuous outcome (E) and b) predictions of others' average estimate of this outcome (P). In this R-package, the function knowledge_weighted_estimate(E,P) implements the knowledge-weighted estimate. Its use is illustrated with a simple stylized example and on real-world experimental data.

Maintained by Ville Satopää. Last updated 3 years ago.

10.0 match 1 stars 2.85 score 14 scripts

mstasinopoulos

gamlss.data:Data for Generalised Additive Models for Location Scale and Shape

Data used as examples in the current two books on Generalised Additive Models for Location Scale and Shape introduced by Rigby and Stasinopoulos (2005), <doi:10.1111/j.1467-9876.2005.00510.x>.

Maintained by Mikis Stasinopoulos. Last updated 1 years ago.

4.0 match 7.04 score 108 scripts 49 dependents

joelkilty

MMAC:Data for Mathematical Modeling and Applied Calculus

Contains the data sets for the textbook "Mathematical Modeling and Applied Calculus" by Joel Kilty and Alex M. McAllister. The book will be published by Oxford University Press in 2018 with ISBN-13: 978-019882472.

Maintained by Joel Kilty. Last updated 7 years ago.

11.2 match 2.50 score 63 scripts

cran

LSMonteCarlo:American options pricing with Least Squares Monte Carlo method

The package compiles functions for calculating prices of American put options with Least Squares Monte Carlo method. The option types are plain vanilla American put, Asian American put, and Quanto American put. The pricing algorithms include variance reduction techniques such as Antithetic Variates and Control Variates. Additional functions are given to derive "price surfaces" at different volatilities and strikes, create 3-D plots, quickly generate Geometric Brownian motion, and calculate prices of European options with Black & Scholes analytical solution.

Maintained by Mikhail A. Beketov. Last updated 11 years ago.

27.5 match 1 stars 1.00 score

nixtla

nixtlar:A Software Development Kit for 'Nixtla''s 'TimeGPT'

A Software Development Kit for working with 'Nixtla''s 'TimeGPT', a foundation model for time series forecasting. 'API' is an acronym for 'application programming interface'; this package allows users to interact with 'TimeGPT' via the 'API'. You can set and validate 'API' keys and generate forecasts via 'API' calls. It is compatible with 'tsibble' and base R. For more details visit <https://docs.nixtla.io/>.

Maintained by Mariana Menchero. Last updated 28 days ago.

3.3 match 30 stars 8.16 score 38 scripts

meadhbh-oneill

smoothic:Variable Selection Using a Smooth Information Criterion

Implementation of the SIC epsilon-telescope method, either using single or distributional (multiparameter) regression. Includes classical regression with normally distributed errors and robust regression, where the errors are from the Laplace distribution. The "smooth generalized normal distribution" is used, where the estimation of an additional shape parameter allows the user to move smoothly between both types of regression. See O'Neill and Burke (2022) "Robust Distributional Regression with Automatic Variable Selection" for more details. <arXiv:2212.07317>. This package also contains the data analyses from O'Neill and Burke (2023). "Variable selection using a smooth information criterion for distributional regression models". <doi:10.1007/s11222-023-10204-8>.

Maintained by Meadhbh ONeill. Last updated 2 years ago.

7.1 match 1 stars 3.70 score 3 scripts

doccstat

fastcpd:Fast Change Point Detection via Sequential Gradient Descent

Implements fast change point detection algorithm based on the paper "Sequential Gradient Descent and Quasi-Newton's Method for Change-Point Analysis" by Xianyang Zhang, Trisha Dawn <https://proceedings.mlr.press/v206/zhang23b.html>. The algorithm is based on dynamic programming with pruning and sequential gradient descent. It is able to detect change points a magnitude faster than the vanilla Pruned Exact Linear Time(PELT). The package includes examples of linear regression, logistic regression, Poisson regression, penalized linear regression data, and whole lot more examples with custom cost function in case the user wants to use their own cost function.

Maintained by Xingchi Li. Last updated 3 hours ago.

change-point-detection cpp custom-function gradient-descent lasso linear-regression logistic-regression offline pelt penalized-regression poisson-regression quasi-newton statistics time-series warm-start fortran openblas cpp openmp

3.8 match 22 stars 7.00 score 7 scripts

sanfordweisberg

alr4:Data to Accompany Applied Linear Regression 4th Edition

Datasets to Accompany S. Weisberg (2014, ISBN: 978-1-118-38608-8), "Applied Linear Regression," 4th edition. Many data files in this package are included in the `alr3` package as well, so only one of them should be used.

Maintained by Sanford Weisberg. Last updated 7 years ago.

7.6 match 1 stars 3.45 score 306 scripts

steve-the-bayesian

bsts:Bayesian Structural Time Series

Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many other sources.

Maintained by Steven L. Scott. Last updated 1 years ago.

cpp

4.0 match 33 stars 6.54 score 338 scripts 3 dependents

yuimaproject

yuima:The YUIMA Project Package for SDEs

Simulation and Inference for SDEs and Other Stochastic Processes.

Maintained by Stefano M. Iacus. Last updated 3 days ago.

openblas cpp

3.6 match 9 stars 7.26 score 92 scripts 2 dependents

gesistsa

rio:A Swiss-Army Knife for Data I/O

Streamlined data import and export by making assumptions that the user is probably willing to make: 'import()' and 'export()' determine the data format from the file extension, reasonable defaults are used for data import and export, web-based import is natively supported (including from SSL/HTTPS), compressed files can be read directly, and fast import packages are used where appropriate. An additional convenience function, 'convert()', provides a simple method for converting between file types.

Maintained by Chung-hong Chan. Last updated 3 months ago.

csv csvy data data-science excel io rio sas spss stata

1.5 match 605 stars 17.08 score 7.8k scripts 71 dependents

spatlyu

HSAR:Hierarchical Spatial Autoregressive Model

A Hierarchical Spatial Autoregressive Model (HSAR), based on a Bayesian Markov Chain Monte Carlo (MCMC) algorithm (Dong and Harris (2014) <doi:10.1111/gean.12049>). The creation of this package was supported by the Economic and Social Research Council (ESRC) through the Applied Quantitative Methods Network: Phase II, grant number ES/K006460/1.

Maintained by Wenbo Lv. Last updated 3 months ago.

spatial-econometrics spatial-regression spatial-statistics openblas cpp openmp

4.7 match 6 stars 5.43 score 30 scripts

msperlin

BatchGetSymbols:Downloads and Organizes Financial Data for Multiple Tickers

Makes it easy to download financial data from Yahoo Finance <https://finance.yahoo.com/>.

Maintained by Marcelo Perlin. Last updated 3 years ago.

financial-data individual-stocks tickers yahoo-finance

3.5 match 18 stars 7.21 score 393 scripts

kjetil1001

SenSrivastava:Datasets from Sen & Srivastava

Collection of datasets from Sen & Srivastava: "Regression Analysis, Theory, Methods and Applications", Springer. Sources for individual data files are more fully documented in the book.

Maintained by Kjetil B Halvorsen. Last updated 1 years ago.

14.3 match 1.76 score 57 scripts

dvmlls

bdscale:Remove Weekends and Holidays from ggplot2 Axes

Provides a continuous date scale, omitting weekends and holidays.

Maintained by Dave Mills. Last updated 9 years ago.

4.9 match 10 stars 5.10 score 25 scripts

andbucci

starvars:Vector Logistic Smooth Transition Models Estimation and Prediction

Allows the user to estimate a vector logistic smooth transition autoregressive model via maximum log-likelihood or nonlinear least squares. It further permits to test for linearity in the multivariate framework against a vector logistic smooth transition autoregressive model with a single transition variable. The estimation method is discussed in Terasvirta and Yang (2014, <doi:10.1108/S0731-9053(2013)0000031008>). Also, realized covariances can be constructed from stock market prices or returns, as explained in Andersen et al. (2001, <doi:10.1016/S0304-405X(01)00055-1>).

Maintained by Andrea Bucci. Last updated 3 years ago.

7.3 match 5 stars 3.40 score 2 scripts

dgerbing

lessR:Less Code, More Results

Each function replaces multiple standard R functions. For example, two function calls, Read() and CountAll(), generate summary statistics for all variables in the data frame, plus histograms and bar charts as appropriate. Other functions provide for summary statistics via pivot tables, a comprehensive regression analysis, ANOVA and t-test, visualizations including the Violin/Box/Scatter plot for a numerical variable, bar chart, histogram, box plot, density curves, calibrated power curve, reading multiple data formats with the same function call, variable labels, time series with aggregation and forecasting, color themes, and Trellis (facet) graphics. Also includes a confirmatory factor analysis of multiple indicator measurement models, pedagogical routines for data simulation such as for the Central Limit Theorem, generation and rendering of regression instructions for interpretative output, and interactive visualizations.

Maintained by David W. Gerbing. Last updated 1 months ago.

3.3 match 6 stars 7.47 score 394 scripts 3 dependents

arne-henningsen

micEcon:Microeconomic Analysis and Modelling

Various tools for microeconomic analysis and microeconomic modelling, e.g. estimating quadratic, Cobb-Douglas and Translog functions, calculating partial derivatives and elasticities of these functions, and calculating Hessian matrices, checking curvature and preparing restrictions for imposing monotonicity of Translog functions.

Maintained by Arne Henningsen. Last updated 3 years ago.

7.8 match 3 stars 3.18 score 39 scripts 3 dependents

bpfaff

QRM:Provides R-Language Code to Examine Quantitative Risk Management Concepts

Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.

Maintained by Bernhard Pfaff. Last updated 5 years ago.

cpp

5.4 match 4.53 score 181 scripts 5 dependents

boennecd

DtD:Distance to Default

Provides fast methods to work with Merton's distance to default model introduced in Merton (1974) <doi:10.1111/j.1540-6261.1974.tb03058.x>. The methods includes simulation and estimation of the parameters.

Maintained by Benjamin Christoffersen. Last updated 4 years ago.

blackscholes default finance cpp

4.8 match 5 stars 5.09 score 49 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.

1.8 match 845 stars 13.57 score 264 scripts 2 dependents

hughparsonage

grattan:Australian Tax Policy Analysis

Utilities to cost and evaluate Australian tax policy, including fast projections of personal income tax collections, high-performance tax and transfer calculators, and an interface to common indices from the Australian Bureau of Statistics. Written to support Grattan Institute's Australian Perspectives program, and related projects. Access to the Australian Taxation Office's sample files of personal income tax returns is assumed.

Maintained by Hugh Parsonage. Last updated 12 months ago.

australian-analysts tax openmp

3.8 match 25 stars 6.34 score 124 scripts

omelnikov

QFRM:Pricing of Vanilla and Exotic Option Contracts

Option pricing (financial derivatives) techniques mainly following textbook 'Options, Futures and Other Derivatives', 9ed by John C.Hull, 2014. Prentice Hall. Implementations are via binomial tree option model (BOPM), Black-Scholes model, Monte Carlo simulations, etc. This package is a result of Quantitative Financial Risk Management course (STAT 449 and STAT 649) at Rice University, Houston, TX, USA, taught by Oleg Melnikov, statistics PhD student, as of Spring 2015.

Maintained by Oleg Melnikov. Last updated 10 years ago.

8.9 match 2 stars 2.67 score 47 scripts

camodays1

QuantBondCurves:Calculates Bond Values and Interest Rate Curves for Finance

Values different types of assets and calibrates discount curves for quantitative financial analysis. It covers fixed coupon assets, floating note assets, interest and cross currency swaps with different payment frequencies. Enables the calibration of spot, instantaneous forward and basis curves, making it a powerful tool for accurate and flexible bond valuation and curve generation. The valuation and calibration techniques presented here are consistent with industry standards and incorporates author's own calculations. Tuckman, B., Serrat, A. (2022, ISBN: 978-1-119-83555-4).

Maintained by Camilo Díaz. Last updated 2 months ago.

7.8 match 1 stars 3.00 score 3 scripts

luciu5

trade:Tools for Trade Practitioners

A collection of tools for trade practitioners, including the ability to calibrate different consumer demand systems and simulate the effects of tariffs and quotas under different competitive regimes. These tools are derived from Anderson et al. (2001) <doi:10.1016/S0047-2727(00)00085-2> and Froeb et al. (2003) <doi:10.1016/S0304-4076(02)00166-5>.

Maintained by Charles Taragin. Last updated 3 years ago.

6.7 match 1 stars 3.48 score 6 scripts 1 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.

1.5 match 15.29 score 43k scripts 901 dependents

natsiopoulos

ARDL:ARDL, ECM and Bounds-Test for Cointegration

Creates complex autoregressive distributed lag (ARDL) models and constructs the underlying unrestricted and restricted error correction model (ECM) automatically, just by providing the order. It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating equation. The validity and the accuracy of this package have been verified by successfully replicating the results of Pesaran et al. (2001) in Natsiopoulos and Tzeremes (2022) <doi:10.1002/jae.2919>.

Maintained by Kleanthis Natsiopoulos. Last updated 2 years ago.

3.4 match 18 stars 6.64 score 86 scripts 1 dependents

jpfitzinger

tidyfit:Regularized Linear Modeling with Tidy Data

An extension to the 'R' tidy data environment for automated machine learning. The package allows fitting and cross validation of linear regression and classification algorithms on grouped data.

Maintained by Johann Pfitzinger. Last updated 2 months ago.

auto-ml classification machine-learning regression tidyverse

3.1 match 16 stars 7.22 score 26 scripts

kapelner

bartMachine:Bayesian Additive Regression Trees

An advanced implementation of Bayesian Additive Regression Trees with expanded features for data analysis and visualization.

Maintained by Adam Kapelner. Last updated 2 years ago.

openjdk

3.8 match 6.01 score 309 scripts 6 dependents

lightbluetitan

usdatasets:A Comprehensive Collection of U.S. Datasets

Provides a diverse collection of U.S. datasets encompassing various fields such as crime, economics, education, finance, energy, healthcare, and more. It serves as a valuable resource for researchers and analysts seeking to perform in-depth analyses and derive insights from U.S.-specific data.

Maintained by Renzo Caceres Rossi. Last updated 5 months ago.

3.8 match 7 stars 5.99 score 141 scripts

ajmack

auctionr:Estimate First-Price Auction Model

Estimates a first-price auction model with conditionally independent private values as described in MacKay (2020) <doi:10.2139/ssrn.3096534>. The model allows for unobserved heterogeneity that is common to all bidders in addition to observable heterogeneity.

Maintained by Alex MacKay. Last updated 4 years ago.

5.3 match 4.18 score 7 scripts

cran

BNPTSclust:A Bayesian Nonparametric Algorithm for Time Series Clustering

Performs the algorithm for time series clustering described in Nieto-Barajas and Contreras-Cristan (2014).

Maintained by David Alejandro Martell Juarez. Last updated 6 years ago.

13.8 match 4 stars 1.60 score

skstavroglou

patterncausality:Pattern Causality Algorithm

A comprehensive package for detecting and analyzing causal relationships in complex systems using pattern-based approaches. Key features include state space reconstruction, pattern identification, and causality strength evaluation.

Maintained by Hui Wang. Last updated 29 days ago.

3.6 match 1 stars 6.08 score 20 scripts

pbiecek

PogromcyDanych:DataCrunchers (PogromcyDanych) is the Massive Online Open Course that Brings R and Statistics to the People

The data sets used in the online course ,,PogromcyDanych''. You can process data in many ways. The course Data Crunchers will introduce you to this variety. For this reason we will work on datasets of different size (from several to several hundred thousand rows), with various level of complexity (from two to two thousand columns) and prepared in different formats (text data, quantitative data and qualitative data). All of these data sets were gathered in a single big package called PogromcyDanych to facilitate access to them. It contains all sorts of data sets such as data about offer prices of cars, results of opinion polls, information about changes in stock market indices, data about names given to newborn babies, ski jumping results or information about outcomes of breast cancer patients treatment.

Maintained by Przemyslaw Biecek. Last updated 2 years ago.

4.0 match 8 stars 5.41 score 215 scripts 1 dependents

freezenik

bamlss:Bayesian Additive Models for Location, Scale, and Shape (and Beyond)

Infrastructure for estimating probabilistic distributional regression models in a Bayesian framework. The distribution parameters may capture location, scale, shape, etc. and every parameter may depend on complex additive terms (fixed, random, smooth, spatial, etc.) similar to a generalized additive model. The conceptual and computational framework is introduced in Umlauf, Klein, Zeileis (2019) <doi:10.1080/10618600.2017.1407325> and the R package in Umlauf, Klein, Simon, Zeileis (2021) <doi:10.18637/jss.v100.i04>.

Maintained by Nikolaus Umlauf. Last updated 5 months ago.

openblas

3.8 match 1 stars 5.76 score 239 scripts 5 dependents

strand-tech

strand:A Framework for Investment Strategy Simulation

Provides a framework for performing discrete (share-level) simulations of investment strategies. Simulated portfolios optimize exposure to an input signal subject to constraints such as position size and factor exposure. For background see L. Chincarini and D. Kim (2010, ISBN:978-0-07-145939-6) "Quantitative Equity Portfolio Management".

Maintained by Jeff Enos. Last updated 4 years ago.

3.5 match 24 stars 6.14 score 38 scripts

maheshpkumar

stockAnalyst:Equity Valuation using Methods of Fundamental Analysis

Methods of Fundamental Analysis for Valuation of Equity included here serve as a quick reference for undergraduate courses on Stock Valuation and Chartered Financial Analyst Levels 1 and 2 Readings on Equity Valuation. Jerald E. Pinto (“Equity Asset Valuation (4th Edition)”, 2020, ISBN: 9781119628194). Chartered Financial Analyst Institute ("Chartered Financial Analyst Program Curriculum 2020 Level I Volumes 1-6. (Vol. 4, pp. 445-491)", 2019, ISBN: 9781119593577). Chartered Financial Analyst Institute ("Chartered Financial Analyst Program Curriculum 2020 Level II Volumes 1-6. (Vol. 4, pp. 197-447)", 2019, ISBN: 9781119593614).

Maintained by MaheshP Kumar. Last updated 3 years ago.

21.4 match 1.00 score

alanarnholt

PASWR:Probability and Statistics with R

Functions and data sets for the text Probability and Statistics with R.

Maintained by Alan T. Arnholt. Last updated 3 years ago.

4.5 match 2 stars 4.70 score 241 scripts

inseefr

disaggR:Two-Steps Benchmarks for Time Series Disaggregation

The twoStepsBenchmark() and threeRuleSmooth() functions allow you to disaggregate a low-frequency time series with higher frequency time series, using the French National Accounts methodology. The aggregated sum of the resulting time series is strictly equal to the low-frequency time series within the benchmarking window. Typically, the low-frequency time series is an annual one, unknown for the last year, and the high frequency one is either quarterly or monthly. See "Methodology of quarterly national accounts", Insee Méthodes N°126, by Insee (2012, ISBN:978-2-11-068613-8, <https://www.insee.fr/en/information/2579410>).

Maintained by Pauline Meinzel. Last updated 9 months ago.

disaggregation statistical-package time-series

3.5 match 11 stars 6.01 score 31 scripts

pik-piam

mredgebuildings:Prepare data to be used by the EDGE-Buildings model

Prepare data to be used by the EDGE-Buildings model.

Maintained by Robin Hasse. Last updated 2 days ago.

5.6 match 3.72 score

justinmshea

neverhpfilter:An Alternative to the Hodrick-Prescott Filter

In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes a new alternative to economic time series filtering. The neverhpfilter package provides functions and data for reproducing his work. Hamilton (2017) <doi:10.3386/w23429>.

Maintained by Justin M. Shea. Last updated 2 years ago.

hamilton hp-filter time-series

3.5 match 14 stars 5.93 score 61 scripts

pmontman

TSclust:Time Series Clustering Utilities

A set of measures of dissimilarity between time series to perform time series clustering. Metrics based on raw data, on generating models and on the forecast behavior are implemented. Some additional utilities related to time series clustering are also provided, such as clustering algorithms and cluster evaluation metrics.

Maintained by Pablo Montero Manso. Last updated 5 years ago.

3.6 match 2 stars 5.76 score 170 scripts 8 dependents

ocbe-uio

contingencytables:Statistical Analysis of Contingency Tables

Provides functions to perform statistical inference of data organized in contingency tables. This package is a companion to the "Statistical Analysis of Contingency Tables" book by Fagerland et al. <ISBN 9781466588172>.

Maintained by Waldir Leoncio. Last updated 7 months ago.

contingency-table

5.0 match 3 stars 4.13 score 8 scripts 1 dependents

silvaneojunior

kDGLM:Bayesian Analysis of Dynamic Generalized Linear Models

Provide routines for filtering and smoothing, forecasting, sampling and Bayesian analysis of Dynamic Generalized Linear Models using the methodology described in Alves et al. (2024)<doi:10.48550/arXiv.2201.05387> and dos Santos Jr. et al. (2024)<doi:10.48550/arXiv.2403.13069>.

Maintained by Silvaneo Vieira dos Santos Junior. Last updated 3 days ago.

3.6 match 2 stars 5.70 score 9 scripts

r-forge

carData:Companion to Applied Regression Data Sets

Datasets 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.

1.7 match 12.41 score 944 scripts 919 dependents

kdrachal

pEPA:Tests of Equal Predictive Accuracy for Panels of Forecasts

Allows to perform the tests of equal predictive accuracy for panels of forecasts. Main references: Qu et al. (2024) <doi:10.1016/j.ijforecast.2023.08.001> and Akgun et al. (2024) <doi:10.1016/j.ijforecast.2023.02.001>.

Maintained by Krzysztof Drachal. Last updated 8 days ago.

openblas cpp

7.1 match 1 stars 2.86 score 24 scripts

interstellar-consultation-services

covid19dbcand:Selected 'Drugbank' Drugs for COVID-19 Treatment Related Data in R Format

Provides different datasets parsed from 'Drugbank' <https://www.drugbank.ca/covid-19> database using 'dbparser' package. It is a smaller version from 'dbdataset' package. It contains only information about COVID-19 possible treatment.

Maintained by Mohammed Ali. Last updated 11 months ago.

dataset dbparser drugbank drugbank-database

4.5 match 3 stars 4.48 score 6 scripts

ajmcneil

tscopula:Time Series Copula Models

Functions for the analysis of time series using copula models. The package is based on methodology described in the following references. McNeil, A.J. (2021) <doi:10.3390/risks9010014>, Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>, Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Maintained by Alexander McNeil. Last updated 24 days ago.

3.6 match 2 stars 5.53 score 12 scripts

tobiaskley

quantspec:Quantile-Based Spectral Analysis of Time Series

Methods to determine, smooth and plot quantile periodograms for univariate and multivariate time series.

Maintained by Tobias Kley. Last updated 9 years ago.

cpp

3.4 match 10 stars 5.84 score 46 scripts 1 dependents

cyclestreets

cyclestreets:Cycle Routing and Data for Cycling Advocacy

An interface to the cycle routing/data services provided by 'CycleStreets', a not-for-profit social enterprise and advocacy organisation. The application programming interfaces (APIs) provided by 'CycleStreets' are documented at (<https://www.cyclestreets.net/api/>). The focus of this package is the journey planning API, which aims to emulate the routes taken by a knowledgeable cyclist. An innovative feature of the routing service of its provision of fastest, quietest and balanced profiles. These represent routes taken to minimise time, avoid traffic and compromise between the two, respectively.

Maintained by Robin Lovelace. Last updated 3 months ago.

cycling routing transport transportation-planning

3.5 match 27 stars 5.62 score 31 scripts

t-kalinowski

keras: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 11 months ago.

1.8 match 10.82 score 10k scripts 54 dependents

alanarnholt

PASWR2:Probability and Statistics with R, Second Edition

Functions and data sets for the text Probability and Statistics with R, Second Edition.

Maintained by Alan T. Arnholt. Last updated 3 years ago.

4.5 match 1 stars 4.24 score 260 scripts

flr

FLFishery:Classes and Methods for Simpler Fleet/Fishery Modelling

A set of classes and methods for modelling of fleet dynamics. Fisheries are groups of vessels sharing an effort time series, with static or changing spatio-temporal patterns in selectivity.

Maintained by Iago Mosqueira. Last updated 3 months ago.

fisheries flr

6.3 match 3.02 score 8 scripts 7 dependents

guyabel

fanplot:Visualisation of Sequential Probability Distributions Using Fan Charts

Visualise sequential distributions using a range of plotting styles. Sequential distribution data can be input as either simulations or values corresponding to percentiles over time. Plots are added to existing graphic devices using the fan function. Users can choose from four different styles, including fan chart type plots, where a set of coloured polygon, with shadings corresponding to the percentile values are layered to represent different uncertainty levels. Full details in R Journal article; Abel (2015) <doi:10.32614/RJ-2015-002>.

Maintained by Guy J. Abel. Last updated 3 years ago.

data-visualization dataviz fanchart uncertainty-visualisation

3.3 match 5 stars 5.67 score 71 scripts 6 dependents

eglenn

acs:Download, Manipulate, and Present American Community Survey and Decennial Data from the US Census

Provides a general toolkit for downloading, managing, analyzing, and presenting data from the U.S. Census (<https://www.census.gov/data/developers/data-sets.html>), including SF1 (Decennial short-form), SF3 (Decennial long-form), and the American Community Survey (ACS). Confidence intervals provided with ACS data are converted to standard errors to be bundled with estimates in complex acs objects. Package provides new methods to conduct standard operations on acs objects and present/plot data in statistically appropriate ways.

Maintained by Ezra Haber Glenn. Last updated 6 years ago.

3.5 match 11 stars 5.33 score 430 scripts 3 dependents

bfast2

strucchangeRcpp:Testing, Monitoring, and Dating Structural Changes: C++ Version

A fast implementation with additional experimental features for testing, monitoring and dating structural changes in (linear) regression models. 'strucchangeRcpp' features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g. cumulative/moving sum, recursive/moving estimates) and F statistics, respectively. These methods are described in Zeileis et al. (2002) <doi:10.18637/jss.v007.i02>. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals, and their magnitude as well as the model fit can be evaluated using a variety of statistical measures.

Maintained by Dainius Masiliunas. Last updated 5 months ago.

openblas cpp

3.6 match 5 stars 5.18 score 4 scripts 2 dependents

blenezet

credule:Credit Default Swap Functions

It provides functions to bootstrap Credit Curves from market quotes (Credit Default Swap - CDS - spreads) and price Credit Default Swaps - CDS.

Maintained by Bertrand Le Nezet. Last updated 10 years ago.

4.1 match 6 stars 4.52 score 11 scripts

andrewheiss

scriptuRs:Complete Text of the LDS Scriptures

Full text, in data frames containing one row per verse, of the Standard Works of The Church of Jesus Christ of Latter-day Saints (LDS). These are the Old Testament, (KJV), the New Testament (KJV), the Book of Mormon, the Doctrine and Covenants, and the Pearl of Great Price.

Maintained by Andrew Heiss. Last updated 6 years ago.

lds lds-scriptures text-mining tidytext

4.3 match 14 stars 4.32 score 30 scripts

d-acharya

Dowd:Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book Measuring Market Risk

'Kevin Dowd's' book Measuring Market Risk is a widely read book in the area of risk measurement by students and practitioners alike. As he claims, 'MATLAB' indeed might have been the most suitable language when he originally wrote the functions, but, with growing popularity of R it is not entirely valid. As 'Dowd's' code was not intended to be error free and were mainly for reference, some functions in this package have inherited those errors. An attempt will be made in future releases to identify and correct them. 'Dowd's' original code can be downloaded from www.kevindowd.org/measuring-market-risk/. It should be noted that 'Dowd' offers both 'MMR2' and 'MMR1' toolboxes. Only 'MMR2' was ported to R. 'MMR2' is more recent version of 'MMR1' toolbox and they both have mostly similar function. The toolbox mainly contains different parametric and non parametric methods for measurement of market risk as well as backtesting risk measurement methods.

Maintained by Dinesh Acharya. Last updated 9 years ago.

5.8 match 3.19 score 154 scripts

rcalinjageman

esci:Estimation Statistics with Confidence Intervals

A collection of functions and 'jamovi' module for the estimation approach to inferential statistics, the approach which emphasizes effect sizes, interval estimates, and meta-analysis. Nearly all functions are based on 'statpsych' and 'metafor'. This package is still under active development, and breaking changes are likely, especially with the plot and hypothesis test functions. Data sets are included for all examples from Cumming & Calin-Jageman (2024) <ISBN:9780367531508>.

Maintained by Robert Calin-Jageman. Last updated 22 days ago.

jamovi jasp science statistics visualization

3.4 match 22 stars 5.42 score 12 scripts

ericgilleland

ismev:An Introduction to Statistical Modeling of Extreme Values

Functions to support the computations carried out in `An Introduction to Statistical Modeling of Extreme Values' by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.

Maintained by Eric Gilleland. Last updated 7 years ago.

3.5 match 1 stars 5.19 score 326 scripts 13 dependents

jaredlander

resumer:Build Resumes with R

Using a CSV, LaTeX and R to easily build attractive resumes.

Maintained by Jared Lander. Last updated 3 years ago.

3.5 match 70 stars 5.12 score 19 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

3.0 match 5.96 score 51 scripts 12 dependents

josepasanchez

MSwM:Fitting Markov Switching Models

Estimation, inference and diagnostics for Univariate Autoregressive Markov Switching Models for Linear and Generalized Models. Distributions for the series include gaussian, Poisson, binomial and gamma cases. The EM algorithm is used for estimation (see Perlin (2012) <doi:10.2139/ssrn.1714016>).

Maintained by Josep A. Sanchez-Espigares. Last updated 4 years ago.

4.0 match 5 stars 4.42 score 97 scripts 1 dependents

cran

apt:Asymmetric Price Transmission

The transmission between two time-series prices is assessed. It contains several functions for linear and nonlinear threshold co-integration, and furthermore, symmetric and asymmetric error correction models.

Maintained by Changyou Sun. Last updated 6 months ago.

9.3 match 1.90 score