R-universe search: probit

loelschlaeger

RprobitB:Bayesian Probit Choice Modeling

Bayes estimation of probit choice models, both in the cross-sectional and panel setting. The package can analyze binary, multivariate, ordered, and ranked choices, as well as heterogeneity of choice behavior among deciders. The main functionality includes model fitting via Markov chain Monte Carlo m ethods, tools for convergence diagnostic, choice data simulation, in-sample and out-of-sample choice prediction, and model selection using information criteria and Bayes factors. The latent class model extension facilitates preference-based decider classification, where the number of latent classes can be inferred via the Dirichlet process or a weight-based updating heuristic. This allows for flexible modeling of choice behavior without the need to impose structural constraints. For a reference on the method see Oelschlaeger and Bauer (2021) <https://trid.trb.org/view/1759753>.

Maintained by Lennart Oelschläger. Last updated 5 months ago.

bayes discrete-choice probit openblas cpp openmp

26.6 match 4 stars 5.45 score 1 scripts

kosukeimai

MNP:Fitting the Multinomial Probit Model

Fits the Bayesian multinomial probit model via Markov chain Monte Carlo. The multinomial probit model is often used to analyze the discrete choices made by individuals recorded in survey data. Examples where the multinomial probit model may be useful include the analysis of product choice by consumers in market research and the analysis of candidate or party choice by voters in electoral studies. The MNP package can also fit the model with different choice sets for each individual, and complete or partial individual choice orderings of the available alternatives from the choice set. The estimation is based on the efficient marginal data augmentation algorithm that is developed by Imai and van Dyk (2005). "A Bayesian Analysis of the Multinomial Probit Model Using the Data Augmentation." Journal of Econometrics, Vol. 124, No. 2 (February), pp. 311-334. <doi:10.1016/j.jeconom.2004.02.002> Detailed examples are given in Imai and van Dyk (2005). "MNP: R Package for Fitting the Multinomial Probit Model." Journal of Statistical Software, Vol. 14, No. 3 (May), pp. 1-32. <doi:10.18637/jss.v014.i03>.

Maintained by Kosuke Imai. Last updated 9 months ago.

openblas

14.6 match 12 stars 6.92 score 43 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

9.3 match 10 stars 10.67 score 3.6k scripts 169 dependents

cran

bayesm:Bayesian Inference for Marketing/Micro-Econometrics

Covers many important models used in marketing and micro-econometrics applications. The package includes: Bayes Regression (univariate or multivariate dep var), Bayes Seemingly Unrelated Regression (SUR), Binary and Ordinal Probit, Multinomial Logit (MNL) and Multinomial Probit (MNP), Multivariate Probit, Negative Binomial (Poisson) Regression, Multivariate Mixtures of Normals (including clustering), Dirichlet Process Prior Density Estimation with normal base, Hierarchical Linear Models with normal prior and covariates, Hierarchical Linear Models with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a mixture of normals prior and covariates, Hierarchical Multinomial Logits with a Dirichlet Process prior and covariates, Hierarchical Negative Binomial Regression Models, Bayesian analysis of choice-based conjoint data, Bayesian treatment of linear instrumental variables models, Analysis of Multivariate Ordinal survey data with scale usage heterogeneity (as in Rossi et al, JASA (01)), Bayesian Analysis of Aggregate Random Coefficient Logit Models as in BLP (see Jiang, Manchanda, Rossi 2009) For further reference, consult our book, Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch (Wiley first edition 2005 and second forthcoming) and Bayesian Non- and Semi-Parametric Methods and Applications (Princeton U Press 2014).

Maintained by Peter Rossi. Last updated 1 years ago.

openblas cpp

11.7 match 20 stars 8.20 score 322 scripts 43 dependents

arne-henningsen

sampleSelection:Sample Selection Models

Two-step and maximum likelihood estimation of Heckman-type sample selection models: standard sample selection models (Tobit-2), endogenous switching regression models (Tobit-5), sample selection models with binary dependent outcome variable, interval regression with sample selection (only ML estimation), and endogenous treatment effects models. These methods are described in the three vignettes that are included in this package and in econometric textbooks such as Greene (2011, Econometric Analysis, 7th edition, Pearson).

Maintained by Arne Henningsen. Last updated 4 years ago.

13.1 match 6.10 score 311 scripts 5 dependents

cran

ecotoxicology:Methods for Ecotoxicology

Implementation of the EPA's Ecological Exposure Research Division (EERD) tools (discontinued in 1999) for Probit and Trimmed Spearman-Karber Analysis. Probit and Spearman-Karber methods from Finney's book "Probit analysis a statistical treatment of the sigmoid response curve" with options for most accurate results or identical results to the book. Probit and all the tables from Finney's book (code-generated, not copied) with the generating functions included. Control correction: Abbott, Schneider-Orelli, Henderson-Tilton, Sun-Shepard. Toxicity scales: Horsfall-Barratt, Archer, Gauhl-Stover, Fullerton-Olsen, etc.

Maintained by Jose Gama. Last updated 9 years ago.

41.7 match 3 stars 1.89 score 26 scripts

nlmixr2

rxode2:Facilities for Simulating from ODE-Based Models

Facilities for running simulations from ordinary differential equation ('ODE') models, such as pharmacometrics and other compartmental models. A compilation manager translates the ODE model into C, compiles it, and dynamically loads the object code into R for improved computational efficiency. An event table object facilitates the specification of complex dosing regimens (optional) and sampling schedules. NB: The use of this package requires both C and Fortran compilers, for details on their use with R please see Section 6.3, Appendix A, and Appendix D in the "R Administration and Installation" manual. Also the code is mostly released under GPL. The 'VODE' and 'LSODA' are in the public domain. The information is available in the inst/COPYRIGHTS.

Maintained by Matthew L. Fidler. Last updated 30 days ago.

fortran openblas cpp openmp

6.7 match 40 stars 11.24 score 220 scripts 13 dependents

benjaminhlina

ecotox:Analysis of Ecotoxicology

A simple approach to using a probit or logit analysis to calculate lethal concentration (LC) or time (LT) and the appropriate fiducial confidence limits desired for selected LC or LT for ecotoxicology studies (Finney 1971; Wheeler et al. 2006; Robertson et al. 2007). The simplicity of 'ecotox' comes from the syntax it implies within its functions which are similar to functions like glm() and lm(). In addition to the simplicity of the syntax, a comprehensive data frame is produced which gives the user a predicted LC or LT value for the desired level and a suite of important parameters such as fiducial confidence limits and slope. Finney, D.J. (1971, ISBN: 052108041X); Wheeler, M.W., Park, R.M., and Bailer, A.J. (2006) <doi:10.1897/05-320R.1>; Robertson, J.L., Savin, N.E., Russell, R.M., and Preisler, H.K. (2007, ISBN: 0849323312).

Maintained by Benjamin L Hlina. Last updated 2 months ago.

biology dose-response-modeling logit probit toxicology

15.5 match 3 stars 4.50 score 10 scripts

r-forge

mlogit:Multinomial Logit Models

Maximum Likelihood estimation of random utility discrete choice models, as described in Kenneth Train (2009) Discrete Choice Methods with Simulations <doi:10.1017/CBO9780511805271>.

Maintained by Yves Croissant. Last updated 5 years ago.

6.9 match 9.81 score 1.2k scripts 14 dependents

jvadams

LW1949:An Automated Approach to Evaluating Dose-Effect Experiments Following Litchfield and Wilcoxon (1949)

The manual approach of Litchfield and Wilcoxon (1949) <http://jpet.aspetjournals.org/content/96/2/99.abstract> for evaluating dose-effect experiments is automated so that the computer can do the work.

Maintained by Jean V. Adams. Last updated 8 years ago.

14.0 match 3 stars 4.78 score 40 scripts

milesilab

BioRssay:Analyze Bioassays and Probit Graphs

A robust framework for analyzing mortality data from bioassays for one or several strains/lines/populations.

Maintained by Piyal Karunarathne. Last updated 4 months ago.

bioassay probit-analysis

15.8 match 3 stars 4.18 score 4 scripts

stefanwilhelm

spatialprobit:Spatial Probit Models

A collection of methods for the Bayesian estimation of Spatial Probit, Spatial Ordered Probit and Spatial Tobit Models. Original implementations from the works of 'LeSage and Pace' (2009, ISBN: 1420064258) were ported and adjusted for R, as described in 'Wilhelm and de Matos' (2013) <doi:10.32614/RJ-2013-013>.

Maintained by Stefan Wilhelm. Last updated 1 years ago.

20.9 match 2 stars 3.11 score 64 scripts

bayesball

LearnBayes:Learning Bayesian Inference

Contains functions for summarizing basic one and two parameter posterior distributions and predictive distributions. It contains MCMC algorithms for summarizing posterior distributions defined by the user. It also contains functions for regression models, hierarchical models, Bayesian tests, and illustrations of Gibbs sampling.

Maintained by Jim Albert. Last updated 7 years ago.

5.6 match 38 stars 11.34 score 690 scripts 31 dependents

jongheepark

MCMCpack:Markov Chain Monte Carlo (MCMC) Package

Contains functions to perform Bayesian inference using posterior simulation for a number of statistical models. Most simulation is done in compiled C++ written in the Scythe Statistical Library Version 1.0.3. All models return 'coda' mcmc objects that can then be summarized using the 'coda' package. Some useful utility functions such as density functions, pseudo-random number generators for statistical distributions, a general purpose Metropolis sampling algorithm, and tools for visualization are provided.

Maintained by Jong Hee Park. Last updated 7 months ago.

cpp

6.8 match 13 stars 9.40 score 2.6k scripts 150 dependents

ghislainv

jSDM:Joint Species Distribution Models

Fits joint species distribution models ('jSDM') in a hierarchical Bayesian framework (Warton and al. 2015 <doi:10.1016/j.tree.2015.09.007>). The Gibbs sampler is written in 'C++'. It uses 'Rcpp', 'Armadillo' and 'GSL' to maximize computation efficiency.

Maintained by Ghislain Vieilledent. Last updated 2 years ago.

gsl openblas cpp

10.0 match 11 stars 5.87 score 68 scripts

steve-the-bayesian

BoomSpikeSlab:MCMC for Spike and Slab Regression

Spike and slab regression with a variety of residual error distributions corresponding to Gaussian, Student T, probit, logit, SVM, and a few others. Spike and slab regression is Bayesian regression with prior distributions containing a point mass at zero. The posterior updates the amount of mass on this point, leading to a posterior distribution that is actually sparse, in the sense that if you sample from it many coefficients are actually zeros. Sampling from this posterior distribution is an elegant way to handle Bayesian variable selection and model averaging. See <DOI:10.1504/IJMMNO.2014.059942> for an explanation of the Gaussian case.

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

cpp

10.4 match 6 stars 5.46 score 95 scripts 5 dependents

cran

UPG:Efficient Bayesian Algorithms for Binary and Categorical Data Regression Models

Efficient Bayesian implementations of probit, logit, multinomial logit and binomial logit models. Functions for plotting and tabulating the estimation output are available as well. Estimation is based on Gibbs sampling where the Markov chain Monte Carlo algorithms are based on the latent variable representations and marginal data augmentation algorithms described in "Gregor Zens, Sylvia Frühwirth-Schnatter & Helga Wagner (2023). Ultimate Pólya Gamma Samplers – Efficient MCMC for possibly imbalanced binary and categorical data, Journal of the American Statistical Association <doi:10.1080/01621459.2023.2259030>".

Maintained by Gregor Zens. Last updated 4 months ago.

16.2 match 3.31 score 41 scripts

lindeloev

mcp:Regression with Multiple Change Points

Flexible and informed regression with Multiple Change Points. 'mcp' can infer change points in means, variances, autocorrelation structure, and any combination of these, as well as the parameters of the segments in between. All parameters are estimated with uncertainty and prediction intervals are supported - also near the change points. 'mcp' supports hypothesis testing via Savage-Dickey density ratio, posterior contrasts, and cross-validation. 'mcp' is described in Lindeløv (submitted) <doi:10.31219/osf.io/fzqxv> and generalizes the approach described in Carlin, Gelfand, & Smith (1992) <doi:10.2307/2347570> and Stephens (1994) <doi:10.2307/2986119>.

Maintained by Jonas Kristoffer Lindeløv. Last updated 6 months ago.

jags cpp

7.6 match 106 stars 7.03 score 85 scripts 1 dependents

kkholst

mets:Analysis of Multivariate Event Times

Implementation of various statistical models for multivariate event history data <doi:10.1007/s10985-013-9244-x>. Including multivariate cumulative incidence models <doi:10.1002/sim.6016>, and bivariate random effects probit models (Liability models) <doi:10.1016/j.csda.2015.01.014>. Modern methods for survival analysis, including regression modelling (Cox, Fine-Gray, Ghosh-Lin, Binomial regression) with fast computation of influence functions.

Maintained by Klaus K. Holst. Last updated 3 days ago.

multivariate-time-to-event survival-analysis time-to-event fortran openblas cpp

3.8 match 14 stars 13.47 score 236 scripts 42 dependents

kkholst

lava:Latent Variable Models

A general implementation of Structural Equation Models with latent variables (MLE, 2SLS, and composite likelihood estimators) with both continuous, censored, and ordinal outcomes (Holst and Budtz-Joergensen (2013) <doi:10.1007/s00180-012-0344-y>). Mixture latent variable models and non-linear latent variable models (Holst and Budtz-Joergensen (2020) <doi:10.1093/biostatistics/kxy082>). The package also provides methods for graph exploration (d-separation, back-door criterion), simulation of general non-linear latent variable models, and estimation of influence functions for a broad range of statistical models.

Maintained by Klaus K. Holst. Last updated 2 months ago.

latent-variable-models simulation statistics structural-equation-models

4.0 match 33 stars 12.85 score 610 scripts 476 dependents

nimble-dev

nimble:MCMC, Particle Filtering, and Programmable Hierarchical Modeling

A system for writing hierarchical statistical models largely compatible with 'BUGS' and 'JAGS', writing nimbleFunctions to operate models and do basic R-style math, and compiling both models and nimbleFunctions via custom-generated C++. 'NIMBLE' includes default methods for MCMC, Laplace Approximation, Monte Carlo Expectation Maximization, and some other tools. The nimbleFunction system makes it easy to do things like implement new MCMC samplers from R, customize the assignment of samplers to different parts of a model from R, and compile the new samplers automatically via C++ alongside the samplers 'NIMBLE' provides. 'NIMBLE' extends the 'BUGS'/'JAGS' language by making it extensible: New distributions and functions can be added, including as calls to external compiled code. Although most people think of MCMC as the main goal of the 'BUGS'/'JAGS' language for writing models, one can use 'NIMBLE' for writing arbitrary other kinds of model-generic algorithms as well. A full User Manual is available at <https://r-nimble.org>.

Maintained by Christopher Paciorek. Last updated 5 days ago.

bayesian-inference bayesian-methods hierarchical-models mcmc probabilistic-programming openblas cpp

3.3 match 169 stars 12.97 score 2.6k scripts 19 dependents

openpharma

crmPack:Object-Oriented Implementation of CRM Designs

Implements a wide range of model-based dose escalation designs, ranging from classical and modern continual reassessment methods (CRMs) based on dose-limiting toxicity endpoints to dual-endpoint designs taking into account a biomarker/efficacy outcome. The focus is on Bayesian inference, making it very easy to setup a new design with its own JAGS code. However, it is also possible to implement 3+3 designs for comparison or models with non-Bayesian estimation. The whole package is written in a modular form in the S4 class system, making it very flexible for adaptation to new models, escalation or stopping rules. Further details are presented in Sabanes Bove et al. (2019) <doi:10.18637/jss.v089.i10>.

Maintained by Daniel Sabanes Bove. Last updated 2 months ago.

jags cpp

5.3 match 21 stars 7.79 score 208 scripts

minnage

ui:Uncertainty Intervals and Sensitivity Analysis for Missing Data

Implements functions to derive uncertainty intervals for (i) regression (linear and probit) parameters when outcome is missing not at random (non-ignorable missingness) introduced in Genbaeck, M., Stanghellini, E., de Luna, X. (2015) <doi:10.1007/s00362-014-0610-x> and Genbaeck, M., Ng, N., Stanghellini, E., de Luna, X. (2018) <doi:10.1007/s10433-017-0448-x>; and (ii) double robust and outcome regression estimators of average causal effects (on the treated) with possibly unobserved confounding introduced in Genbaeck, M., de Luna, X. (2018) <doi:10.1111/biom.13001>.

Maintained by Minna Genbaeck. Last updated 5 years ago.

14.6 match 2.78 score 151 scripts

schmidtpk

PointFore:Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles

Estimate specification models for the state-dependent level of an optimal quantile/expectile forecast. Wald Tests and the test of overidentifying restrictions are implemented. Plotting of the estimated specification model is possible. The package contains two data sets with forecasts and realizations: the daily accumulated precipitation at London, UK from the high-resolution model of the European Centre for Medium-Range Weather Forecasts (ECMWF, <https://www.ecmwf.int/>) and GDP growth Greenbook data by the US Federal Reserve. See Schmidt, Katzfuss and Gneiting (2015) <arXiv:1506.01917> for more details on the identification and estimation of a directive behind a point forecast.

Maintained by Patrick Schmidt. Last updated 4 years ago.

8.3 match 4.48 score 20 scripts

datalorax

equatiomatic:Transform Models into 'LaTeX' Equations

The goal of 'equatiomatic' is to reduce the pain associated with writing 'LaTeX' formulas from fitted models. The primary function of the package, extract_eq(), takes a fitted model object as its input and returns the corresponding 'LaTeX' code for the model.

Maintained by Philippe Grosjean. Last updated 7 days ago.

3.0 match 619 stars 11.75 score 424 scripts 5 dependents

jmm34

bayess:Bayesian Essentials with R

Allows the reenactment of the R programs used in the book Bayesian Essentials with R without further programming. R code being available as well, they can be modified by the user to conduct one's own simulations. Marin J.-M. and Robert C. P. (2014) <doi:10.1007/978-1-4614-8687-9>.

Maintained by Jean-Michel Marin. Last updated 1 years ago.

8.8 match 3 stars 4.01 score 68 scripts

dheimgartner

OPSR:Ordered Probit Switching Regression

Estimates ordered probit switching regression models - a Heckman type selection model with an ordinal selection and continuous outcomes. Different model specifications are allowed for each treatment/regime. For more details on the method, see Wang & Mokhtarian (2024) <doi:10.1016/j.tra.2024.104072> or Chiburis & Lokshin (2007) <doi:10.1177/1536867X0700700202>.

Maintained by Daniel Heimgartner. Last updated 9 hours ago.

openblas cpp openmp

8.9 match 3.88 score 3 scripts

rapidsurveys

oldr:An Implementation of Rapid Assessment Method for Older People

An implementation of the Rapid Assessment Method for Older People or RAM-OP <https://www.helpage.org/resource/rapid-assessment-method-for-older-people-ramop-manual/>. It provides various functions that allow the user to design and plan the assessment and analyse the collected data. RAM-OP provides accurate and reliable estimates of the needs of older people.

Maintained by Ernest Guevarra. Last updated 1 months ago.

assessment data-analysis odk ram-op rapid-assessment

6.6 match 2 stars 5.00 score 4 scripts

jnpeng

endogeneity:Recursive Two-Stage Models to Address Endogeneity

Various recursive two-stage models to address the endogeneity issue of treatment variables in observational study or mediators in experiments. The details of the models are discussed in Peng (2023) <doi:10.1287/isre.2022.1113>.

Maintained by Jing Peng. Last updated 2 months ago.

cpp

16.2 match 2.00 score 2 scripts

mauricio1986

Rchoice:Discrete Choice (Binary, Poisson and Ordered) Models with Random Parameters

An implementation of simulated maximum likelihood method for the estimation of Binary (Probit and Logit), Ordered (Probit and Logit) and Poisson models with random parameters for cross-sectional and longitudinal data as presented in Sarrias (2016) <doi:10.18637/jss.v074.i10>.

Maintained by Mauricio Sarrias. Last updated 2 years ago.

7.6 match 4 stars 4.03 score 42 scripts

sdorairaj

binom:Binomial Confidence Intervals for Several Parameterizations

Constructs confidence intervals on the probability of success in a binomial experiment via several parameterizations.

Maintained by Sundar Dorai-Raj. Last updated 3 years ago.

4.0 match 7.10 score 1.1k scripts 37 dependents

nlmixr2

nlmixr2:Nonlinear Mixed Effects Models in Population PK/PD

Fit and compare nonlinear mixed-effects models in differential equations with flexible dosing information commonly seen in pharmacokinetics and pharmacodynamics (Almquist, Leander, and Jirstrand 2015 <doi:10.1007/s10928-015-9409-1>). Differential equation solving is by compiled C code provided in the 'rxode2' package (Wang, Hallow, and James 2015 <doi:10.1002/psp4.12052>).

Maintained by Matthew Fidler. Last updated 25 days ago.

3.3 match 50 stars 8.45 score 120 scripts 3 dependents

rsparapa

BART:Bayesian Additive Regression Trees

Bayesian Additive Regression Trees (BART) provide flexible nonparametric modeling of covariates for continuous, binary, categorical and time-to-event outcomes. For more information see Sparapani, Spanbauer and McCulloch <doi:10.18637/jss.v097.i01>.

Maintained by Rodney Sparapani. Last updated 9 months ago.

cpp openmp

3.4 match 14 stars 7.96 score 474 scripts 10 dependents

nlmixr2

nlmixr2est:Nonlinear Mixed Effects Models in Population PK/PD, Estimation Routines

Fit and compare nonlinear mixed-effects models in differential equations with flexible dosing information commonly seen in pharmacokinetics and pharmacodynamics (Almquist, Leander, and Jirstrand 2015 <doi:10.1007/s10928-015-9409-1>). Differential equation solving is by compiled C code provided in the 'rxode2' package (Wang, Hallow, and James 2015 <doi:10.1002/psp4.12052>).

Maintained by Matthew Fidler. Last updated 26 days ago.

openblas cpp openmp

3.3 match 9 stars 8.26 score 26 scripts 9 dependents

giorgilancs

PrevMap:Geostatistical Modelling of Spatially Referenced Prevalence Data

Provides functions for both likelihood-based and Bayesian analysis of spatially referenced prevalence data. For a tutorial on the use of the R package, see Giorgi and Diggle (2017) <doi:10.18637/jss.v078.i08>.

Maintained by Emanuele Giorgi. Last updated 2 years ago.

5.4 match 4.36 score 46 scripts

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

5.5 match 3 stars 4.13 score 8 scripts 1 dependents

suyusung

arm:Data Analysis Using Regression and Multilevel/Hierarchical Models

Functions to accompany A. Gelman and J. Hill, Data Analysis Using Regression and Multilevel/Hierarchical Models, Cambridge University Press, 2007.

Maintained by Yu-Sung Su. Last updated 5 months ago.

1.8 match 25 stars 12.38 score 3.3k scripts 89 dependents

jacob-long

jtools:Analysis and Presentation of Social Scientific Data

This is a collection of tools for more efficiently understanding and sharing the results of (primarily) regression analyses. There are also a number of miscellaneous functions for statistical and programming purposes. Support for models produced by the survey and lme4 packages are points of emphasis.

Maintained by Jacob A. Long. Last updated 6 months ago.

social-sciences

1.5 match 167 stars 14.48 score 4.0k scripts 14 dependents

cran

psyphy:Functions for Analyzing Psychophysical Data in R

An assortment of functions that could be useful in analyzing data from psychophysical experiments. It includes functions for calculating d' from several different experimental designs, links for m-alternative forced-choice (mafc) data to be used with the binomial family in glm (and possibly other contexts) and self-Start functions for estimating gamma values for CRT screen calibrations.

Maintained by Ken Knoblauch. Last updated 2 years ago.

11.8 match 1.78 score

chgigot

epiphy:Analysis of Plant Disease Epidemics

A toolbox to make it easy to analyze plant disease epidemics. It provides a common framework for plant disease intensity data recorded over time and/or space. Implemented statistical methods are currently mainly focused on spatial pattern analysis (e.g., aggregation indices, Taylor and binary power laws, distribution fitting, SADIE and 'mapcomp' methods). See Laurence V. Madden, Gareth Hughes, Franck van den Bosch (2007) <doi:10.1094/9780890545058> for further information on these methods. Several data sets that were mainly published in plant disease epidemiology literature are also included in this package.

Maintained by Christophe Gigot. Last updated 1 years ago.

cpp

3.3 match 15 stars 6.05 score 37 scripts

arne-henningsen

mvProbit:Multivariate Probit Models

Tools for estimating multivariate probit models, calculating conditional and unconditional expectations, and calculating marginal effects on conditional and unconditional expectations.

Maintained by Arne Henningsen. Last updated 4 years ago.

12.8 match 2 stars 1.56 score 18 scripts

cran

ProbitSpatial:Probit with Spatial Dependence, SAR, SEM and SARAR Models

Fast estimation of binomial spatial probit regression models with spatial autocorrelation for big datasets.

Maintained by Davide Martinetti. Last updated 4 years ago.

cpp

19.8 match 1.00 score 10 scripts

cran

MASS:Support Functions and Datasets for Venables and Ripley's MASS

Functions and datasets to support Venables and Ripley, "Modern Applied Statistics with S" (4th edition, 2002).

Maintained by Brian Ripley. Last updated 17 days ago.

1.9 match 19 stars 10.53 score 11k dependents

american-institutes-for-research

EdSurvey:Analysis of NCES Education Survey and Assessment Data

Read in and analyze functions for education survey and assessment data from the National Center for Education Statistics (NCES) <https://nces.ed.gov/>, including National Assessment of Educational Progress (NAEP) data <https://nces.ed.gov/nationsreportcard/> and data from the International Assessment Database: Organisation for Economic Co-operation and Development (OECD) <https://www.oecd.org/en/about/directorates/directorate-for-education-and-skills.html>, including Programme for International Student Assessment (PISA), Teaching and Learning International Survey (TALIS), Programme for the International Assessment of Adult Competencies (PIAAC), and International Association for the Evaluation of Educational Achievement (IEA) <https://www.iea.nl/>, including Trends in International Mathematics and Science Study (TIMSS), TIMSS Advanced, Progress in International Reading Literacy Study (PIRLS), International Civic and Citizenship Study (ICCS), International Computer and Information Literacy Study (ICILS), and Civic Education Study (CivEd).

Maintained by Paul Bailey. Last updated 16 days ago.

2.3 match 10 stars 7.86 score 139 scripts 1 dependents

bioc

vbmp:Variational Bayesian Multinomial Probit Regression

Variational Bayesian Multinomial Probit Regression with Gaussian Process Priors. It estimates class membership posterior probability employing variational and sparse approximation to the full posterior. This software also incorporates feature weighting by means of Automatic Relevance Determination.

Maintained by Nicola Lama. Last updated 5 months ago.

classification

5.2 match 3.30 score 4 scripts

alexanderrobitzsch

sirt:Supplementary Item Response Theory Models

Supplementary functions for item response models aiming to complement existing R packages. The functionality includes among others multidimensional compensatory and noncompensatory IRT models (Reckase, 2009, <doi:10.1007/978-0-387-89976-3>), MCMC for hierarchical IRT models and testlet models (Fox, 2010, <doi:10.1007/978-1-4419-0742-4>), NOHARM (McDonald, 1982, <doi:10.1177/014662168200600402>), Rasch copula model (Braeken, 2011, <doi:10.1007/s11336-010-9190-4>; Schroeders, Robitzsch & Schipolowski, 2014, <doi:10.1111/jedm.12054>), faceted and hierarchical rater models (DeCarlo, Kim & Johnson, 2011, <doi:10.1111/j.1745-3984.2011.00143.x>), ordinal IRT model (ISOP; Scheiblechner, 1995, <doi:10.1007/BF02301417>), DETECT statistic (Stout, Habing, Douglas & Kim, 1996, <doi:10.1177/014662169602000403>), local structural equation modeling (LSEM; Hildebrandt, Luedtke, Robitzsch, Sommer & Wilhelm, 2016, <doi:10.1080/00273171.2016.1142856>).

Maintained by Alexander Robitzsch. Last updated 3 months ago.

item-response-theory openblas cpp

1.7 match 23 stars 10.01 score 280 scripts 22 dependents

jrlockwood

HETOP:MLE and Bayesian Estimation of Heteroskedastic Ordered Probit (HETOP) Model

Provides functions for maximum likelihood and Bayesian estimation of the Heteroskedastic Ordered Probit (HETOP) model, using methods described in Lockwood, Castellano and Shear (2018) <doi:10.3102/1076998618795124> and Reardon, Shear, Castellano and Ho (2017) <doi:10.3102/1076998616666279>. It also provides a general function to compute the triple-goal estimators of Shen and Louis (1998) <doi:10.1111/1467-9868.00135>.

Maintained by J.R. Lockwood. Last updated 3 years ago.

jags cpp

8.3 match 1 stars 2.00 score

maciejdanko

hopit:Hierarchical Ordered Probit Models with Application to Reporting Heterogeneity

Self-reported health, happiness, attitudes, and other statuses or perceptions are often the subject of biases that may come from different sources. For example, the evaluation of an individual’s own health may depend on previous medical diagnoses, functional status, and symptoms and signs of illness; as on well as life-style behaviors, including contextual social, gender, age-specific, linguistic and other cultural factors (Jylha 2009 <doi:10.1016/j.socscimed.2009.05.013>; Oksuzyan et al. 2019 <doi:10.1016/j.socscimed.2019.03.002>). The hopit package offers versatile functions for analyzing different self-reported ordinal variables, and for helping to estimate their biases. Specifically, the package provides the function to fit a generalized ordered probit model that regresses original self-reported status measures on two sets of independent variables (King et al. 2004 <doi:10.1017/S0003055403000881>; Jurges 2007 <doi:10.1002/hec.1134>; Oksuzyan et al. 2019 <doi:10.1016/j.socscimed.2019.03.002>). The first set of variables (e.g., health variables) included in the regression are individual statuses and characteristics that are directly related to the self-reported variable. In the case of self-reported health, these could be chronic conditions, mobility level, difficulties with daily activities, performance on grip strength tests, anthropometric measures, and lifestyle behaviors. The second set of independent variables (threshold variables) is used to model cut-points between adjacent self-reported response categories as functions of individual characteristics, such as gender, age group, education, and country (Oksuzyan et al. 2019 <doi:10.1016/j.socscimed.2019.03.002>). The model helps to adjust for specific socio-demographic and cultural differences in how the continuous latent health is projected onto the ordinal self-rated measure. The fitted model can be used to calculate an individual predicted latent status variable, a latent index, and standardized latent coefficients; and makes it possible to reclassify a categorical status measure that has been adjusted for inter-individual differences in reporting behavior.

Maintained by Maciej J. Danko. Last updated 2 years ago.

cpp

3.4 match 6 stars 4.95 score 5 scripts

sachsmc

pseval:Methods for Evaluating Principal Surrogates of Treatment Response

Contains the core methods for the evaluation of principal surrogates in a single clinical trial. Provides a flexible interface for defining models for the risk given treatment and the surrogate, the models for integration over the missing counterfactual surrogate responses, and the estimation methods. Estimated maximum likelihood and pseudo-score can be used for estimation, and the bootstrap for inference. A variety of post-estimation summary methods are provided, including print, summary, plot, and testing.

Maintained by Michael C Sachs. Last updated 6 years ago.

4.3 match 1 stars 3.88 score 15 scripts

matteo21q

jomo:Multilevel Joint Modelling Multiple Imputation

Similarly to Schafer's package 'pan', 'jomo' is a package for multilevel joint modelling multiple imputation (Carpenter and Kenward, 2013) <doi:10.1002/9781119942283>. Novel aspects of 'jomo' are the possibility of handling binary and categorical data through latent normal variables, the option to use cluster-specific covariance matrices and to impute compatibly with the substantive model.

Maintained by Matteo Quartagno. Last updated 3 years ago.

1.7 match 3 stars 9.58 score 126 scripts 154 dependents

bioc

proDA:Differential Abundance Analysis of Label-Free Mass Spectrometry Data

Account for missing values in label-free mass spectrometry data without imputation. The package implements a probabilistic dropout model that ensures that the information from observed and missing values are properly combined. It adds empirical Bayesian priors to increase power to detect differentially abundant proteins.

Maintained by Constantin Ahlmann-Eltze. Last updated 5 months ago.

proteomics massspectrometry differentialexpression bayesian regression software normalization qualitycontrol

2.0 match 19 stars 7.52 score 48 scripts 1 dependents

nchenderson

daarem:Damped Anderson Acceleration with Epsilon Monotonicity for Accelerating EM-Like Monotone Algorithms

Implements the DAAREM method for accelerating the convergence of slow, monotone sequences from smooth, fixed-point iterations such as the EM algorithm. For further details about the DAAREM method, see Henderson, N.C. and Varadhan, R. (2019) <doi:10.1080/10618600.2019.1594835>.

Maintained by Nicholas Henderson. Last updated 3 years ago.

5.4 match 2.71 score 17 scripts 1 dependents

brian-j-smith

MachineShop:Machine Learning Models and Tools

Meta-package for statistical and machine learning with a unified interface for model fitting, prediction, performance assessment, and presentation of results. Approaches for model fitting and prediction of numerical, categorical, or censored time-to-event outcomes include traditional regression models, regularization methods, tree-based methods, support vector machines, neural networks, ensembles, data preprocessing, filtering, and model tuning and selection. Performance metrics are provided for model assessment and can be estimated with independent test sets, split sampling, cross-validation, or bootstrap resampling. Resample estimation can be executed in parallel for faster processing and nested in cases of model tuning and selection. Modeling results can be summarized with descriptive statistics; calibration curves; variable importance; partial dependence plots; confusion matrices; and ROC, lift, and other performance curves.

Maintained by Brian J Smith. Last updated 7 months ago.

classification-models machine-learning predictive-modeling regression-models survival-models

1.8 match 62 stars 7.95 score 121 scripts

danheck

TreeBUGS:Hierarchical Multinomial Processing Tree Modeling

User-friendly analysis of hierarchical multinomial processing tree (MPT) models that are often used in cognitive psychology. Implements the latent-trait MPT approach (Klauer, 2010) <DOI:10.1007/s11336-009-9141-0> and the beta-MPT approach (Smith & Batchelder, 2010) <DOI:10.1016/j.jmp.2009.06.007> to model heterogeneity of participants. MPT models are conveniently specified by an .eqn-file as used by other MPT software and data are provided by a .csv-file or directly in R. Models are either fitted by calling JAGS or by an MPT-tailored Gibbs sampler in C++ (only for nonhierarchical and beta MPT models). Provides tests of heterogeneity and MPT-tailored summaries and plotting functions. A detailed documentation is available in Heck, Arnold, & Arnold (2018) <DOI:10.3758/s13428-017-0869-7> and a tutorial on MPT modeling can be found in Schmidt, Erdfelder, & Heck (2023) <DOI:10.1037/met0000561>.

Maintained by Daniel W. Heck. Last updated 4 days ago.

openblas cpp jags

1.8 match 12 stars 8.01 score 53 scripts 1 dependents

nliulab

AutoScore:An Interpretable Machine Learning-Based Automatic Clinical Score Generator

A novel interpretable machine learning-based framework to automate the development of a clinical scoring model for predefined outcomes. Our novel framework consists of six modules: variable ranking with machine learning, variable transformation, score derivation, model selection, domain knowledge-based score fine-tuning, and performance evaluation.The details are described in our research paper<doi:10.2196/21798>. Users or clinicians could seamlessly generate parsimonious sparse-score risk models (i.e., risk scores), which can be easily implemented and validated in clinical practice. We hope to see its application in various medical case studies.

Maintained by Feng Xie. Last updated 15 days ago.

1.8 match 32 stars 7.70 score 30 scripts

cran

oglmx:Estimation of Ordered Generalized Linear Models

Ordered models such as ordered probit and ordered logit presume that the error variance is constant across observations. In the case that this assumption does not hold estimates of marginal effects are typically biased (Weiss (1997)). This package allows for generalization of ordered probit and ordered logit models by allowing the user to specify a model for the variance. Furthermore, the package includes functions to calculate the marginal effects. Wrapper functions to estimate the standard limited dependent variable models are also included.

Maintained by Nathan Carroll. Last updated 7 years ago.

6.9 match 1 stars 2.00 score

lin-siting

ForLion:'ForLion' Algorithm to Find D-Optimal Designs for Experiments

Designing experimental plans that involve both discrete and continuous factors with general parametric statistical models using the 'ForLion' algorithm and 'EW ForLion' algorithm. The algorithms will search for locally optimal designs and EW optimal designs under the D-criterion. Reference: Huang, Y., Li, K., Mandal, A., & Yang, J., (2024)<doi:10.1007/s11222-024-10465-x>.

Maintained by Siting Lin. Last updated 1 months ago.

5.0 match 2.70 score

cran

epmrob:Robust Estimation of Probit Models with Endogeneity

Package provides a set of tools for robust estimation and inference for probit model with endogenous covariates. The current version contains a robust two-step estimator. For technical details, see Naghi, Varadi and Zhelonkin (2022), <doi:10.1016/j.ecosta.2022.05.001>.

Maintained by Mikhail Zhelonkin. Last updated 2 years ago.

12.5 match 1.00 score

pdhoff

amen:Additive and Multiplicative Effects Models for Networks and Relational Data

Analysis of dyadic network and relational data using additive and multiplicative effects (AME) models. The basic model includes regression terms, the covariance structure of the social relations model (Warner, Kenny and Stoto (1979) <DOI:10.1037/0022-3514.37.10.1742>, Wong (1982) <DOI:10.2307/2287296>), and multiplicative factor models (Hoff(2009) <DOI:10.1007/s10588-008-9040-4>). Several different link functions accommodate different relational data structures, including binary/network data, normal relational data, zero-inflated positive outcomes using a tobit model, ordinal relational data and data from fixed-rank nomination schemes. Several of these link functions are discussed in Hoff, Fosdick, Volfovsky and Stovel (2013) <DOI:10.1017/nws.2013.17>. Development of this software was supported in part by NIH grant R01HD067509.

Maintained by Peter Hoff. Last updated 4 years ago.

1.8 match 28 stars 6.81 score 153 scripts

hengshiyu

geeCRT:Bias-Corrected GEE for Cluster Randomized Trials

Population-averaged models have been increasingly used in the design and analysis of cluster randomized trials (CRTs). To facilitate the applications of population-averaged models in CRTs, the package implements the generalized estimating equations (GEE) and matrix-adjusted estimating equations (MAEE) approaches to jointly estimate the marginal mean models correlation models both for general CRTs and stepped wedge CRTs. Despite the general GEE/MAEE approach, the package also implements a fast cluster-period GEE method by Li et al. (2022) <doi:10.1093/biostatistics/kxaa056> specifically for stepped wedge CRTs with large and variable cluster-period sizes and gives a simple and efficient estimating equations approach based on the cluster-period means to estimate the intervention effects as well as correlation parameters. In addition, the package also provides functions for generating correlated binary data with specific mean vector and correlation matrix based on the multivariate probit method in Emrich and Piedmonte (1991) <doi:10.1080/00031305.1991.10475828> or the conditional linear family method in Qaqish (2003) <doi:10.1093/biomet/90.2.455>.

Maintained by Hengshi Yu. Last updated 1 years ago.

3.3 match 1 stars 3.70 score 2 scripts

donaldrwilliams

BGGM:Bayesian Gaussian Graphical Models

Fit Bayesian Gaussian graphical models. The methods are separated into two Bayesian approaches for inference: hypothesis testing and estimation. There are extensions for confirmatory hypothesis testing, comparing Gaussian graphical models, and node wise predictability. These methods were recently introduced in the Gaussian graphical model literature, including Williams (2019) <doi:10.31234/osf.io/x8dpr>, Williams and Mulder (2019) <doi:10.31234/osf.io/ypxd8>, Williams, Rast, Pericchi, and Mulder (2019) <doi:10.31234/osf.io/yt386>.

Maintained by Philippe Rast. Last updated 3 months ago.

bayes-factors bayesian-hypothesis-testing gaussian-graphical-models openblas cpp openmp

1.3 match 55 stars 9.64 score 102 scripts 1 dependents

a-fernihough

mfx:Marginal Effects, Odds Ratios and Incidence Rate Ratios for GLMs

Estimates probit, logit, Poisson, negative binomial, and beta regression models, returning their marginal effects, odds ratios, or incidence rate ratios as an output. Greene (2008, pp. 780-7) provides a textbook introduction to this topic.

Maintained by Alan Fernihough. Last updated 6 years ago.

2.4 match 4.97 score 386 scripts

bbolker

margins:Marginal Effects for Model Objects

An R port of the margins command from 'Stata', which can be used to calculate marginal (or partial) effects from model objects.

Maintained by Ben Bolker. Last updated 8 months ago.

1.2 match 2 stars 9.85 score 956 scripts 1 dependents

pdwaggoner

purging:Simple Method for Purging Mediation Effects among Independent Variables

Simple method of purging independent variables of mediating effects. First, regress the direct variable on the indirect variable. Then, used the stored residuals as the new purged (direct) variable in the updated specification. This purging process allows for use of a new direct variable uncorrelated with the indirect variable. Please cite the method and/or package using Waggoner, Philip D. (2018) <doi:10.1177/1532673X18759644>.

Maintained by Philip D. Waggoner. Last updated 6 years ago.

3.9 match 2 stars 3.00 score 5 scripts

cran

SoftBart:Implements the SoftBart Algorithm

Implements the SoftBart model of described by Linero and Yang (2018) <doi:10.1111/rssb.12293>, with the optional use of a sparsity-inducing prior to allow for variable selection. For usability, the package maintains the same style as the 'BayesTree' package.

Maintained by Antonio R. Linero. Last updated 2 years ago.

openblas cpp

5.6 match 2.00 score

rapidsurveys

bbw:Blocked Weighted Bootstrap

The blocked weighted bootstrap (BBW) is an estimation technique for use with data from two-stage cluster sampled surveys in which either prior weighting (e.g. population-proportional sampling or PPS as used in Standardized Monitoring and Assessment of Relief and Transitions or SMART surveys) or posterior weighting (e.g. as used in rapid assessment method or RAM and simple spatial sampling method or S3M surveys) is implemented. See Cameron et al (2008) <doi:10.1162/rest.90.3.414> for application of bootstrap to cluster samples. See Aaron et al (2016) <doi:10.1371/journal.pone.0163176> and Aaron et al (2016) <doi:10.1371/journal.pone.0162462> for application of the blocked weighted bootstrap to estimate indicators from two-stage cluster sampled surveys.

Maintained by Ernest Guevarra. Last updated 2 months ago.

bootstrapping-statistics ram surveys

1.8 match 3 stars 5.91 score 9 scripts 2 dependents

joemolloy

mixl:Simulated Maximum Likelihood Estimation of Mixed Logit Models for Large Datasets

Specification and estimation of multinomial logit models. Large datasets and complex models are supported, with an intuitive syntax. Multinomial Logit Models, Mixed models, random coefficients and Hybrid Choice are all supported. For more information, see Molloy et al. (2019) <doi:10.3929/ethz-b-000334289>.

Maintained by Joseph Molloy. Last updated 1 years ago.

2.2 match 4 stars 4.79 score 8 scripts

lbelzile

TruncatedNormal:Truncated Multivariate Normal and Student Distributions

A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) <doi:10.1111/rssb.12162> and Botev and L'Ecuyer (2015) <doi:10.1109/WSC.2015.7408180>.

Maintained by Leo Belzile. Last updated 17 days ago.

gaussian student-distributions truncated openblas cpp openmp

1.3 match 8 stars 8.38 score 116 scripts 18 dependents

thiloklein

matchingMarkets:Analysis of Stable Matchings

Implements structural estimators to correct for the sample selection bias from observed outcomes in matching markets. This includes one-sided matching of agents into groups as well as two-sided matching of students to schools. The package also contains algorithms to find stable matchings in the three most common matching problems: the stable roommates problem, the college admissions problem, and the house allocation problem.

Maintained by Thilo Klein. Last updated 5 years ago.

openblas cpp openmp openjdk

1.7 match 40 stars 5.99 score 49 scripts

shanascogin

BayesPostEst:Generate Postestimation Quantities for Bayesian MCMC Estimation

An implementation of functions to generate and plot postestimation quantities after estimating Bayesian regression models using Markov chain Monte Carlo (MCMC). Functionality includes the estimation of the Precision-Recall curves (see Beger, 2016 <doi:10.2139/ssrn.2765419>), the implementation of the observed values method of calculating predicted probabilities by Hanmer and Kalkan (2013) <doi:10.1111/j.1540-5907.2012.00602.x>, the implementation of the average value method of calculating predicted probabilities (see King, Tomz, and Wittenberg, 2000 <doi:10.2307/2669316>), and the generation and plotting of first differences to summarize typical effects across covariates (see Long 1997, ISBN:9780803973749; King, Tomz, and Wittenberg, 2000 <doi:10.2307/2669316>). This package can be used with MCMC output generated by any Bayesian estimation tool including 'JAGS', 'BUGS', 'MCMCpack', and 'Stan'.

Maintained by Shana Scogin. Last updated 3 years ago.

jags cpp

1.8 match 12 stars 5.71 score 17 scripts

tmsalab

cIRT:Choice Item Response Theory

Jointly model the accuracy of cognitive responses and item choices within a Bayesian hierarchical framework as described by Culpepper and Balamuta (2015) <doi:10.1007/s11336-015-9484-7>. In addition, the package contains the datasets used within the analysis of the paper.

Maintained by James Joseph Balamuta. Last updated 3 years ago.

armadillo bayesian choice cognitive-diagnostic-models gibbs-sampling item-response-theory rcpparmadillo openblas cpp openmp

1.9 match 4 stars 5.14 score 23 scripts

stephanehess

apollo:Tools for Choice Model Estimation and Application

Choice models are a widely used technique across numerous scientific disciplines. The Apollo package is a very flexible tool for the estimation and application of choice models in R. Users are able to write their own model functions or use a mix of already available ones. Random heterogeneity, both continuous and discrete and at the level of individuals and choices, can be incorporated for all models. There is support for both standalone models and hybrid model structures. Both classical and Bayesian estimation is available, and multiple discrete continuous models are covered in addition to discrete choice. Multi-threading processing is supported for estimation and a large number of pre and post-estimation routines, including for computing posterior (individual-level) distributions are available. For examples, a manual, and a support forum, visit <http://www.ApolloChoiceModelling.com>. For more information on choice models see Train, K. (2009) <isbn:978-0-521-74738-7> and Hess, S. & Daly, A.J. (2014) <isbn:978-1-781-00314-5> for an overview of the field.

Maintained by Stephane Hess. Last updated 5 days ago.

openblas cpp openmp

1.9 match 1 stars 4.74 score 173 scripts

mikemeredith

wiqid:Quick and Dirty Estimates for Wildlife Populations

Provides simple, fast functions for maximum likelihood and Bayesian estimates of wildlife population parameters, suitable for use with simulated data or bootstraps. Early versions were indeed quick and dirty, but optional error-checking routines and meaningful error messages have been added. Includes single and multi-season occupancy, closed capture population estimation, survival, species richness and distance measures.

Maintained by Ngumbang Juat. Last updated 2 years ago.

1.8 match 2 stars 4.84 score 115 scripts 1 dependents

nyilin

cprobit:Conditional Probit Model for Analysing Continuous Outcomes

Implements the three-step workflow for robust analysis of change in two repeated measurements of continuous outcomes, described in Ning et al. (in press), "Robust estimation of the effect of an exposure on the change in a continuous outcome", BMC Medical Research Methodology.

Maintained by Ning Yilin. Last updated 4 years ago.

2.9 match 2.70 score

ai-sdc

acro:A Tool for Semi-Automating the Statistical Disclosure Control of Research Outputs

Assists researchers and output checkers by distinguishing between research output that is safe to publish, output that requires further analysis, and output that cannot be published because of substantial disclosure risk. A paper about the tool was presented at the UNECE Expert Meeting on Statistical Data Confidentiality 2023; see <https://uwe-repository.worktribe.com/output/11060964>.

Maintained by Jim Smith. Last updated 10 days ago.

data-privacy data-protection privacy privacy-tools statistical-disclosure-control statistical-software

1.9 match 1 stars 4.11 score 1 scripts

alexanderrobitzsch

mdmb:Model Based Treatment of Missing Data

Contains model-based treatment of missing data for regression models with missing values in covariates or the dependent variable using maximum likelihood or Bayesian estimation (Ibrahim et al., 2005; <doi:10.1198/016214504000001844>; Luedtke, Robitzsch, & West, 2020a, 2020b; <doi:10.1080/00273171.2019.1640104><doi:10.1037/met0000233>). The regression model can be nonlinear (e.g., interaction effects, quadratic effects or B-spline functions). Multilevel models with missing data in predictors are available for Bayesian estimation. Substantive-model compatible multiple imputation can be also conducted.

Maintained by Alexander Robitzsch. Last updated 8 months ago.

missing-data multiple-imputation openblas cpp

2.0 match 4 stars 3.78 score 26 scripts

franciscorichter

rgm:Advanced Inference with Random Graphical Models

Implements state-of-the-art Random Graphical Models (RGMs) for multivariate data analysis across multiple environments, offering tools for exploring network interactions and structural relationships. Capabilities include joint inference across environments, integration of external covariates, and a Bayesian framework for uncertainty quantification. Applicable in various fields, including microbiome analysis. Methods based on Vinciotti, V., Wit, E., & Richter, F. (2023). "Random Graphical Model of Microbiome Interactions in Related Environments." <arXiv:2304.01956>.

Maintained by Francisco Richter. Last updated 1 years ago.

cpp

1.9 match 4.00 score 5 scripts

jacky11

imp4p:Imputation for Proteomics

Functions to analyse missing value mechanisms and to impute data sets in the context of bottom-up MS-based proteomics.

Maintained by Quentin Giai Gianetto. Last updated 4 years ago.

cpp

3.7 match 1 stars 2.00 score 33 scripts 1 dependents

cran

COUNT:Functions, Data and Code for Count Data

Functions, data and code for Hilbe, J.M. 2011. Negative Binomial Regression, 2nd Edition (Cambridge University Press) and Hilbe, J.M. 2014. Modeling Count Data (Cambridge University Press).

Maintained by Andrew Robinson. Last updated 8 years ago.

2.8 match 2.64 score 1 dependents

xsswang

remiod:Reference-Based Multiple Imputation for Ordinal/Binary Response

Reference-based multiple imputation of ordinal and binary responses under Bayesian framework, as described in Wang and Liu (2022) <arXiv:2203.02771>. Methods for missing-not-at-random include Jump-to-Reference (J2R), Copy Reference (CR), and Delta Adjustment which can generate tipping point analysis.

Maintained by Tony Wang. Last updated 2 years ago.

bayesian control-based copy-reference delta-adjustment generalized-linear-models glm jags jump-to-reference mcmc missing-at-random missing-data missing-not-at-random multiple-imputation non-ignorable ordinal-regression pattern-mixture-model reference-based statistics cpp

1.6 match 4.30 score 3 scripts

tfliaoui

ProbMarg:Computing Logit & Probit Predicted Probabilities & Marginal Effects

Computes predicted probabilities and marginal effects for binary & ordinal logit and probit, (partial) generalized ordinal & multinomial logit models estimated with the glm(), clm() (in the 'ordinal' package), and vglm() (in the 'VGAM' package) functions.

Maintained by Tim Liao. Last updated 5 years ago.

6.9 match 1.00 score

cran

SPreg:Bias Reduction in the Skew-Probit Model for a Binary Response

Provides a function for the estimation of parameters in a binary regression with the skew-probit link function. Naive MLE, Jeffrey type of prior and Cauchy prior type of penalization are implemented, as described in DongHyuk Lee and Samiran Sinha (2019+) <doi:10.1080/00949655.2019.1590579>.

Maintained by DongHyuk Lee. Last updated 6 years ago.

6.8 match 1.00 score

pdhoff

eigenmodel:Semiparametric Factor and Regression Models for Symmetric Relational Data

Estimation of the parameters in a model for symmetric relational data (e.g., the above-diagonal part of a square matrix), using a model-based eigenvalue decomposition and regression. Missing data is accommodated, and a posterior mean for missing data is calculated under the assumption that the data are missing at random. The marginal distribution of the relational data can be arbitrary, and is fit with an ordered probit specification. See Hoff (2007) <arXiv:0711.1146> for details on the model.

Maintained by Peter Hoff. Last updated 6 years ago.

2.2 match 2.83 score 22 scripts 6 dependents

runehaubo

ordinal:Regression Models for Ordinal Data

Implementation of cumulative link (mixed) models also known as ordered regression models, proportional odds models, proportional hazards models for grouped survival times and ordered logit/probit/... models. Estimation is via maximum likelihood and mixed models are fitted with the Laplace approximation and adaptive Gauss-Hermite quadrature. Multiple random effect terms are allowed and they may be nested, crossed or partially nested/crossed. Restrictions of symmetry and equidistance can be imposed on the thresholds (cut-points/intercepts). Standard model methods are available (summary, anova, drop-methods, step, confint, predict etc.) in addition to profile methods and slice methods for visualizing the likelihood function and checking convergence.

Maintained by Rune Haubo Bojesen Christensen. Last updated 3 months ago.

0.5 match 38 stars 12.41 score 1.3k scripts 178 dependents

rtiinternational

rollmatch:Rolling Entry Matching

Functions to perform propensity score matching on rolling entry interventions for which a suitable "entry" date is not observed for nonparticipants. For more details, please reference Witman et al. (2018) <doi:10.1111/1475-6773.13086>.

Maintained by Rob Chew. Last updated 1 years ago.

econometrics evaluation healthcare matching propensity-scores

1.7 match 7 stars 3.66 score 13 scripts

zijguo

RobustIV:Robust Instrumental Variable Methods in Linear Models

Inference for the treatment effect with possibly invalid instrumental variables via TSHT('Guo et al.' (2016) <arXiv:1603.05224>) and SearchingSampling('Guo' (2021) <arXiv:2104.06911>), which are effective for both low- and high-dimensional covariates and instrumental variables; test of endogeneity in high dimensions ('Guo et al.' (2016) <arXiv:1609.06713>).

Maintained by Zijian Guo. Last updated 3 years ago.

1.7 match 3 stars 3.65 score 3 scripts

cran

mcmapper:Mapping First Moment and C-Statistic to the Parameters of Distributions for Risk

Provides a series of numerical methods for extracting parameters of distributions for risks based on knowing the expected value and c-statistics (e.g., from a published report on the performance of a risk prediction model). This package implements the methodology described in Sadatsafavi et al (2024) <doi:10.48550/arXiv.2409.09178>. The core of the package is mcmap(), which takes a pair of (mean, c-statistic) and the distribution type requested. This function provides a generic interface to more customized functions (mcmap_beta(), mcmap_logitnorm(), mcmap_probitnorm()) for specific distributions.

Maintained by Mohsen Sadatsafavi. Last updated 4 months ago.

3.6 match 1.70 score

gpiras

spldv:Spatial Models for Limited Dependent Variables

The current version of this package estimates spatial autoregressive models for binary dependent variables using GMM estimators <doi:10.18637/jss.v107.i08> and RIS estimator <doi:10.1007/978-3-662-05617-2_8>. It supports one-step (Pinkse and Slade, 1998) <doi:10.1016/S0304-4076(97)00097-3> and two-step GMM estimator along with the linearized GMM estimator proposed by Klier and McMillen (2008) <doi:10.1198/073500107000000188>. It also allows for either Probit or Logit model and compute the average marginal effects. The RIS estimator allows to estimate the SAR and SEM model. All these models are presented in Sarrias and Piras (2023) <doi:10.1016/j.jocm.2023.100432>.

Maintained by Mauricio Sarrias. Last updated 10 months ago.

2.2 match 1 stars 2.78 score 1 dependents

jnpeng

PanelCount:Random Effects and/or Sample Selection Models for Panel Count Data

A high performance package implementing random effects and/or sample selection models for panel count data. The details of the models are discussed in Peng and Van den Bulte (2023) <doi:10.2139/ssrn.2702053>.

Maintained by Jing Peng. Last updated 2 years ago.

cpp

3.0 match 2.00 score 8 scripts

cran

erer:Empirical Research in Economics with R

Several functions, datasets, and sample codes related to empirical research in economics are included. They cover the marginal effects for binary or ordered choice models, static and dynamic Almost Ideal Demand System (AIDS) models, and a typical event analysis in finance.

Maintained by Changyou Sun. Last updated 6 months ago.

1.8 match 3 stars 3.34 score 211 scripts 1 dependents

zijguo

controlfunctionIV:Control Function Methods with Possibly Invalid Instrumental Variables

Inference with control function methods for nonlinear outcome models when the model is known ('Guo and Small' (2016) <arXiv:1602.01051>) and when unknown but semiparametric ('Li and Guo' (2021) <arXiv:2010.09922>).

Maintained by Zijian Guo. Last updated 3 years ago.

1.7 match 4 stars 3.30 score 1 scripts

tsrobinson

cjbart:Heterogeneous Effects Analysis of Conjoint Experiments

A tool for analyzing conjoint experiments using Bayesian Additive Regression Trees ('BART'), a machine learning method developed by Chipman, George and McCulloch (2010) <doi:10.1214/09-AOAS285>. This tool focuses specifically on estimating, identifying, and visualizing the heterogeneity within marginal component effects, at the observation- and individual-level. It uses a variable importance measure ('VIMP') with delete-d jackknife variance estimation, following Ishwaran and Lu (2019) <doi:10.1002/sim.7803>, to obtain bias-corrected estimates of which variables drive heterogeneity in the predicted individual-level effects.

Maintained by Thomas Robinson. Last updated 2 years ago.

1.2 match 9 stars 4.65 score 4 scripts

eulogepagui

PLordprob:Multivariate Ordered Probit Model via Pairwise Likelihood

Multivariate ordered probit model, i.e. the extension of the scalar ordered probit model where the observed variables have dimension greater than one. Estimation of the parameters is done via maximization of the pairwise likelihood, a special case of the composite likelihood obtained as product of bivariate marginal distributions. The package uses the Fortran 77 subroutine SADMVN by Alan Genz, with minor adaptations made by Adelchi Azzalini in his "mvnormt" package for evaluating the two-dimensional Gaussian integrals involved in the pairwise log-likelihood. Optimization of the latter objective function is performed via quasi-Newton box-constrained optimization algorithm, as implemented in nlminb.

Maintained by Euloge Clovis Kenne Pagui. Last updated 7 years ago.

fortran

5.3 match 1.00 score 2 scripts

maitya02

horseshoenlm:Nonlinear Regression using Horseshoe Prior

Provides the posterior estimates of the regression coefficients when horseshoe prior is specified. The regression models considered here are logistic model for binary response and log normal accelerated failure time model for right censored survival response. The linear model analysis is also available for completeness. All models provide deviance information criterion and widely applicable information criterion. See <doi:10.1111/rssc.12377> Maity et. al. (2019) <doi:10.1111/biom.13132> Maity et. al. (2020).

Maintained by Arnab Kumar Maity. Last updated 4 years ago.

1.8 match 2.70 score 2 scripts

asmahani

RegressionFactory:Expander Functions for Generating Full Gradient and Hessian from Single-Slot and Multi-Slot Base Distributions

The expander functions rely on the mathematics developed for the Hessian-definiteness invariance theorem for linear projection transformations of variables, described in authors' paper, to generate the full, high-dimensional gradient and Hessian from the lower-dimensional derivative objects. This greatly relieves the computational burden of generating the regression-function derivatives, which in turn can be fed into any optimization routine that utilizes such derivatives. The theorem guarantees that Hessian definiteness is preserved, meaning that reasoning about this property can be performed in the low-dimensional space of the base distribution. This is often a much easier task than its equivalent in the full, high-dimensional space. Definiteness of Hessian can be useful in selecting optimization/sampling algorithms such as Newton-Raphson optimization or its sampling equivalent, the Stochastic Newton Sampler. Finally, in addition to being a computational tool, the regression expansion framework is of conceptual value by offering new opportunities to generate novel regression problems.

Maintained by Alireza S. Mahani. Last updated 4 years ago.

2.0 match 2.30 score 20 scripts

cran

GLMMRR:Generalized Linear Mixed Model (GLMM) for Binary Randomized Response Data

Generalized Linear Mixed Model (GLMM) for Binary Randomized Response Data. Includes Cauchit, Compl. Log-Log, Logistic, and Probit link functions for Bernoulli Distributed RR data. RR Designs: Warner, Forced Response, Unrelated Question, Kuk, Crosswise, and Triangular. Reference: Fox, J-P, Veen, D. and Klotzke, K. (2018). Generalized Linear Mixed Models for Randomized Responses. Methodology. <doi:10.1027/1614-2241/a000153>.

Maintained by Konrad Klotzke. Last updated 4 years ago.

4.5 match 1.00 score 7 scripts

theoreticalecology

sjSDM:Scalable Joint Species Distribution Modeling

A scalable and fast method for estimating joint Species Distribution Models (jSDMs) for big community data, including eDNA data. The package estimates a full (i.e. non-latent) jSDM with different response distributions (including the traditional multivariate probit model). The package allows to perform variation partitioning (VP) / ANOVA on the fitted models to separate the contribution of environmental, spatial, and biotic associations. In addition, the total R-squared can be further partitioned per species and site to reveal the internal metacommunity structure, see Leibold et al., <doi:10.1111/oik.08618>. The internal structure can then be regressed against environmental and spatial distinctiveness, richness, and traits to analyze metacommunity assembly processes. The package includes support for accounting for spatial autocorrelation and the option to fit responses using deep neural networks instead of a standard linear predictor. As described in Pichler & Hartig (2021) <doi:10.1111/2041-210X.13687>, scalability is achieved by using a Monte Carlo approximation of the joint likelihood implemented via 'PyTorch' and 'reticulate', which can be run on CPUs or GPUs.

Maintained by Maximilian Pichler. Last updated 24 days ago.

deep-learning gpu-acceleration machine-learning species-distribution-modelling species-interactions

0.5 match 69 stars 7.64 score 70 scripts

cran

jage:Estimation of Developmental Age

Bayesian methods for estimating developmental age from ordinal dental data. For an explanation of the model used, see Konigsberg (2015) <doi:10.3109/03014460.2015.1045430>. For details on the conditional correlation correction, see Sgheiza (2022) <doi:10.1016/j.forsciint.2021.111135>. Dental scoring is based on Moorrees, Fanning, and Hunt (1963) <doi:10.1177/00220345630420062701>.

Maintained by Valerie Sgheiza. Last updated 1 years ago.

3.8 match 1.00 score

bogdanpotanin

switchSelection:Endogenous Switching and Sample Selection Regression Models

Estimate the parameters of multivariate endogenous switching and sample selection models using methods described in Newey (2009) <doi:10.1111/j.1368-423X.2008.00263.x>, E. Kossova, B. Potanin (2018) <https://ideas.repec.org/a/ris/apltrx/0346.html>, E. Kossova, L. Kupriianova, B. Potanin (2020) <https://ideas.repec.org/a/ris/apltrx/0391.html> and E. Kossova, B. Potanin (2022) <https://ideas.repec.org/a/ris/apltrx/0455.html>.

Maintained by Bogdan Potanin. Last updated 6 months ago.

openblas cpp

3.4 match 1 stars 1.00 score 1 scripts

cran

cluscov:Clustered Covariate Regression

Clustered covariate regression enables estimation and inference in both linear and non-linear models with linear predictor functions even when the design matrix is column rank deficient. Routines in this package implement algorithms in Soale and Tsyawo (2019) <doi:10.13140/RG.2.2.32355.81441>.

Maintained by Emmanuel S Tsyawo. Last updated 6 years ago.

2.0 match 1.70 score

ikosmidis

detectseparation:Detect and Check for Separation and Infinite Maximum Likelihood Estimates

Provides pre-fit and post-fit methods for detecting separation and infinite maximum likelihood estimates in generalized linear models with categorical responses. The pre-fit methods apply on binomial-response generalized liner models such as logit, probit and cloglog regression, and can be directly supplied as fitting methods to the glm() function. They solve the linear programming problems for the detection of separation developed in Konis (2007, <https://ora.ox.ac.uk/objects/uuid:8f9ee0d0-d78e-4101-9ab4-f9cbceed2a2a>) using 'ROI' <https://cran.r-project.org/package=ROI> or 'lpSolveAPI' <https://cran.r-project.org/package=lpSolveAPI>. The post-fit methods apply to models with categorical responses, including binomial-response generalized linear models and multinomial-response models, such as baseline category logits and adjacent category logits models; for example, the models implemented in the 'brglm2' <https://cran.r-project.org/package=brglm2> package. The post-fit methods successively refit the model with increasing number of iteratively reweighted least squares iterations, and monitor the ratio of the estimated standard error for each parameter to what it has been in the first iteration. According to the results in Lesaffre & Albert (1989, <https://www.jstor.org/stable/2345845>), divergence of those ratios indicates data separation.

Maintained by Ioannis Kosmidis. Last updated 3 years ago.

0.5 match 7 stars 6.74 score 23 scripts 4 dependents

ycroissant

pglm:Panel Generalized Linear Models

Estimation of panel models for glm-like models: this includes binomial models (logit and probit), count models (poisson and negbin) and ordered models (logit and probit), as described in: Baltagi (2013) 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 Yves Croissant. Last updated 1 years ago.

0.8 match 4.34 score 158 scripts 1 dependents

ben-schwen

holiglm:Holistic Generalized Linear Models

Holistic generalized linear models (HGLMs) extend generalized linear models (GLMs) by enabling the possibility to add further constraints to the model. The 'holiglm' package simplifies estimating HGLMs using convex optimization. Additional information about the package can be found in the reference manual, the 'README' and the accompanying paper <doi:10.18637/jss.v108.i07>.

Maintained by Benjamin Schwendinger. Last updated 3 months ago.

1.2 match 3 stars 2.78 score

berchuck

spBFA:Spatial Bayesian Factor Analysis

Implements a spatial Bayesian non-parametric factor analysis model with inference in a Bayesian setting using Markov chain Monte Carlo (MCMC). Spatial correlation is introduced in the columns of the factor loadings matrix using a Bayesian non-parametric prior, the probit stick-breaking process. Areal spatial data is modeled using a conditional autoregressive (CAR) prior and point-referenced spatial data is treated using a Gaussian process. The response variable can be modeled as Gaussian, probit, Tobit, or Binomial (using Polya-Gamma augmentation). Temporal correlation is introduced for the latent factors through a hierarchical structure and can be specified as exponential or first-order autoregressive. Full details of the package can be found in the accompanying vignette. Furthermore, the details of the package can be found in "Bayesian Non-Parametric Factor Analysis for Longitudinal Spatial Surfaces", by Berchuck et al (2019), <arXiv:1911.04337>. The paper is in press at the journal Bayesian Analysis.

Maintained by Samuel I. Berchuck. Last updated 3 years ago.

openblas cpp

0.8 match 3 stars 4.18 score 3 scripts

cran

ppmSuite:A Collection of Models that Employ Product Partition Distributions as a Prior on Partitions

Provides a suite of functions that fit models that use PPM type priors for partitions. Models include hierarchical Gaussian and probit ordinal models with a (covariate dependent) PPM. If a covariate dependent product partition model is selected, then all the options detailed in Page, G.L.; Quintana, F.A. (2018) <doi:10.1007/s11222-017-9777-z> are available. If covariate values are missing, then the approach detailed in Page, G.L.; Quintana, F.A.; Mueller, P (2020) <doi:10.1080/10618600.2021.1999824> is employed. Also included in the package is a function that fits a Gaussian likelihood spatial product partition model that is detailed in Page, G.L.; Quintana, F.A. (2016) <doi:10.1214/15-BA971>, and multivariate PPM change point models that are detailed in Quinlan, J.J.; Page, G.L.; Castro, L.M. (2023) <doi:10.1214/22-BA1344>. In addition, a function that fits a univariate or bivariate functional data model that employs a PPM or a PPMx to cluster curves based on B-spline coefficients is provided.

Maintained by Garritt L. Page. Last updated 2 years ago.

fortran

2.2 match 2 stars 1.45 score 14 scripts

amrei-stammann

bife:Binary Choice Models with Fixed Effects

Estimates fixed effects binary choice models (logit and probit) with potentially many individual fixed effects and computes average partial effects. Incidental parameter bias can be reduced with an asymptotic bias correction proposed by Fernandez-Val (2009) <doi:10.1016/j.jeconom.2009.02.007>.

Maintained by Amrei Stammann. Last updated 2 years ago.

openblas cpp

0.5 match 9 stars 5.80 score 55 scripts

jgill22

BaM:Functions and Datasets for "Bayesian Methods: A Social and Behavioral Sciences Approach"

Functions and datasets for Jeff Gill: "Bayesian Methods: A Social and Behavioral Sciences Approach". First, Second, and Third Edition. Published by Chapman and Hall/CRC (2002, 2007, 2014) <doi:10.1201/b17888>.

Maintained by Jeff Gill. Last updated 2 years ago.

2.0 match 1 stars 1.43 score 27 scripts

kzychaluk

modelfree:Model-Free Estimation of a Psychometric Function

Local linear estimation of psychometric functions. Provides functions for nonparametric estimation of a psychometric function and for estimation of a derived threshold and slope, and their standard deviations and confidence intervals.

Maintained by Kamila Zychaluk. Last updated 2 years ago.

1.8 match 1.58 score 38 scripts

cran

frailtypack:Shared, Joint (Generalized) Frailty Models; Surrogate Endpoints

The following several classes of frailty models using a penalized likelihood estimation on the hazard function but also a parametric estimation can be fit using this R package: 1) A shared frailty model (with gamma or log-normal frailty distribution) and Cox proportional hazard model. Clustered and recurrent survival times can be studied. 2) Additive frailty models for proportional hazard models with two correlated random effects (intercept random effect with random slope). 3) Nested frailty models for hierarchically clustered data (with 2 levels of clustering) by including two iid gamma random effects. 4) Joint frailty models in the context of the joint modelling for recurrent events with terminal event for clustered data or not. A joint frailty model for two semi-competing risks and clustered data is also proposed. 5) Joint general frailty models in the context of the joint modelling for recurrent events with terminal event data with two independent frailty terms. 6) Joint Nested frailty models in the context of the joint modelling for recurrent events with terminal event, for hierarchically clustered data (with two levels of clustering) by including two iid gamma random effects. 7) Multivariate joint frailty models for two types of recurrent events and a terminal event. 8) Joint models for longitudinal data and a terminal event. 9) Trivariate joint models for longitudinal data, recurrent events and a terminal event. 10) Joint frailty models for the validation of surrogate endpoints in multiple randomized clinical trials with failure-time and/or longitudinal endpoints with the possibility to use a mediation analysis model. 11) Conditional and Marginal two-part joint models for longitudinal semicontinuous data and a terminal event. 12) Joint frailty-copula models for the validation of surrogate endpoints in multiple randomized clinical trials with failure-time endpoints. 13) Generalized shared and joint frailty models for recurrent and terminal events. Proportional hazards (PH), additive hazard (AH), proportional odds (PO) and probit models are available in a fully parametric framework. For PH and AH models, it is possible to consider type-varying coefficients and flexible semiparametric hazard function. Prediction values are available (for a terminal event or for a new recurrent event). Left-truncated (not for Joint model), right-censored data, interval-censored data (only for Cox proportional hazard and shared frailty model) and strata are allowed. In each model, the random effects have the gamma or normal distribution. Now, you can also consider time-varying covariates effects in Cox, shared and joint frailty models (1-5). The package includes concordance measures for Cox proportional hazards models and for shared frailty models. 14) Competing Joint Frailty Model: A single type of recurrent event and two terminal events. 15) functions to compute power and sample size for four Gamma-frailty-based designs: Shared Frailty Models, Nested Frailty Models, Joint Frailty Models, and General Joint Frailty Models. Each design includes two primary functions: a power function, which computes power given a specified sample size; and a sample size function, which computes the required sample size to achieve a specified power. Moreover, the package can be used with its shiny application, in a local mode or by following the link below.

Maintained by Virginie Rondeau. Last updated 11 days ago.

fortran openmp

0.5 match 7 stars 5.56 score 1 dependents

rsginc

RSGHB:Functions for Hierarchical Bayesian Estimation: A Flexible Approach

Functions for estimating models using a Hierarchical Bayesian (HB) framework. The flexibility comes in allowing the user to specify the likelihood function directly instead of assuming predetermined model structures. Types of models that can be estimated with this code include the family of discrete choice models (Multinomial Logit, Mixed Logit, Nested Logit, Error Components Logit and Latent Class) as well ordered response models like ordered probit and ordered logit. In addition, the package allows for flexibility in specifying parameters as either fixed (non-varying across individuals) or random with continuous distributions. Parameter distributions supported include normal, positive/negative log-normal, positive/negative censored normal, and the Johnson SB distribution. Kenneth Train's Matlab and Gauss code for doing Hierarchical Bayesian estimation has served as the basis for a few of the functions included in this package. These Matlab/Gauss functions have been rewritten to be optimized within R. Considerable code has been added to increase the flexibility and usability of the code base. Train's original Gauss and Matlab code can be found here: <http://elsa.berkeley.edu/Software/abstracts/train1006mxlhb.html> See Train's chapter on HB in Discrete Choice with Simulation here: <http://elsa.berkeley.edu/books/choice2.html>; and his paper on using HB with non-normal distributions here: <http://eml.berkeley.edu//~train/trainsonnier.pdf>. The authors would also like to thank the invaluable contributions of Stephane Hess and the Choice Modelling Centre: <https://cmc.leeds.ac.uk/>.

Maintained by Jeff Dumont. Last updated 6 years ago.

0.5 match 26 stars 5.30 score 25 scripts 1 dependents

kdevkdev

rineq:Concentration Index and Decomposition for Health Inequalities

Relative, generalized, and Erreygers corrected concentration index; plot Lorenz curves; and decompose health inequalities into contributing factors. The package currently works with (generalized) linear models, survival models, complex survey models, and marginal effects probit models. originally forked by Brecht Devleesschauwer from the 'decomp' package (no longer on CRAN), 'rineq' is now maintained by Kaspar Walter Meili. Compared to the earlier 'rineq' version on 'github' by Brecht Devleesschauwer (<https://github.com/brechtdv/rineq>), the regression tree functionality has been removed. Improvements compared to earlier versions include improved plotting of decomposition and concentration, added functionality to calculate the concentration index with different methods, calculation of robust standard errors, and support for the decomposition analysis using marginal effects probit regression models. The development version is available at <https://github.com/kdevkdev/rineq>.

Maintained by Kaspar Meili. Last updated 2 months ago.

0.8 match 1 stars 3.48 score 2 scripts

goldingn

BayesComm:Bayesian Community Ecology Analysis

Bayesian multivariate binary (probit) regression models for analysis of ecological communities.

Maintained by Nick Golding. Last updated 9 years ago.

openblas cpp

0.6 match 9 stars 4.35 score 25 scripts

alexpkeil1

bkmrhat:Parallel Chain Tools for Bayesian Kernel Machine Regression

Bayesian kernel machine regression (from the 'bkmr' package) is a Bayesian semi-parametric generalized linear model approach under identity and probit links. There are a number of functions in this package that extend Bayesian kernel machine regression fits to allow multiple-chain inference and diagnostics, which leverage functions from the 'future', 'rstan', and 'coda' packages. Reference: Bobb, J. F., Henn, B. C., Valeri, L., & Coull, B. A. (2018). Statistical software for analyzing the health effects of multiple concurrent exposures via Bayesian kernel machine regression. ; <doi:10.1186/s12940-018-0413-y>.

Maintained by Alexander Keil. Last updated 3 years ago.

0.5 match 7 stars 4.54 score 10 scripts

hardikghosh911

HTSeed:Fitting of Hydrotime Model for Seed Germination Time Course

The seed germination process starts with water uptake by the seed and ends with the protrusion of radicle and plumule under varying temperatures and soil water potential. Hydrotime is a way to describe the relationship between water potential and seed germination rates at germination percentages. One important quantity before applying hydrotime modeling of germination percentages is to consider the proportion of viable seeds that could germinate under saturated conditions. This package can be used to apply correction factors at various water potentials before estimating parameters like stress tolerance, and uniformity of the hydrotime model. Three different distributions namely, Gaussian, Logistic, and Extreme value distributions have been considered to fit the model to the seed germination time course. Details can be found in Bradford (2002) <https://www.jstor.org/stable/4046371>, and Bradford and Still(2004) <https://www.jstor.org/stable/23433495>.

Maintained by Dr. Himadri Ghosh. Last updated 12 months ago.

2.3 match 1.00 score

weiliangqiu

correctedAUC:Correcting AUC for Measurement Error

Correcting area under ROC (AUC) for measurement error based on probit-shift model.

Maintained by Weiliang Qiu. Last updated 9 years ago.

2.2 match 1.00 score 5 scripts

fbertran

sageR:Applied Statistics for Economics and Management with R

Datasets and functions for the book "Statistiques pour l’économie et la gestion", "Théorie et applications en entreprise", F. Bertrand, Ch. Derquenne, G. Dufrénot, F. Jawadi and M. Maumy, C. Borsenberger editor, (2021, ISBN:9782807319448, De Boeck Supérieur, Louvain-la-Neuve). The first chapter of the book is dedicated to an introduction to statistics and their world. The second chapter deals with univariate exploratory statistics and graphics. The third chapter deals with bivariate and multivariate exploratory statistics and graphics. The fourth chapter is dedicated to data exploration with Principal Component Analysis. The fifth chapter is dedicated to data exploration with Correspondance Analysis. The sixth chapter is dedicated to data exploration with Multiple Correspondance Analysis. The seventh chapter is dedicated to data exploration with automatic clustering. The eighth chapter is dedicated to an introduction to probability theory and classical probability distributions. The ninth chapter is dedicated to an estimation theory, one-sample and two-sample tests. The tenth chapter is dedicated to an Gaussian linear model. The eleventh chapter is dedicated to an introduction to time series. The twelfth chapter is dedicated to an introduction to probit and logit models. Various example datasets are shipped with the package as well as some new functions.

Maintained by Frederic Bertrand. Last updated 2 years ago.

0.5 match 2 stars 4.18 score 15 scripts

berchuck

womblR:Spatiotemporal Boundary Detection Model for Areal Unit Data

Implements a spatiotemporal boundary detection model with a dissimilarity metric for areal data with inference in a Bayesian setting using Markov chain Monte Carlo (MCMC). The response variable can be modeled as Gaussian (no nugget), probit or Tobit link and spatial correlation is introduced at each time point through a conditional autoregressive (CAR) prior. Temporal correlation is introduced through a hierarchical structure and can be specified as exponential or first-order autoregressive. Full details of the package can be found in the accompanying vignette. Furthermore, the details of the package can be found in "Diagnosing Glaucoma Progression with Visual Field Data Using a Spatiotemporal Boundary Detection Method", by Berchuck et al (2018), <arXiv:1805.11636>. The paper is in press at the Journal of the American Statistical Association.

Maintained by Samuel I. Berchuck. Last updated 3 years ago.

openblas cpp

0.5 match 1 stars 4.10 score 25 scripts

kerstinrubarth

nparcomp:Multiple Comparisons and Simultaneous Confidence Intervals

With this package, it is possible to compute nonparametric simultaneous confidence intervals for relative contrast effects in the unbalanced one way layout. Moreover, it computes simultaneous p-values. The simultaneous confidence intervals can be computed using multivariate normal distribution, multivariate t-distribution with a Satterthwaite Approximation of the degree of freedom or using multivariate range preserving transformations with Logit or Probit as transformation function. 2 sample comparisons can be performed with the same methods described above. There is no assumption on the underlying distribution function, only that the data have to be at least ordinal numbers. See Konietschke et al. (2015) <doi:10.18637/jss.v064.i09> for details.

Maintained by Kerstin Rubarth. Last updated 6 years ago.

0.5 match 2 stars 3.73 score 90 scripts 1 dependents

berchuck

spCP:Spatially Varying Change Points

Implements a spatially varying change point model with unique intercepts, slopes, variance intercepts and slopes, and change points at each location. Inference is within the Bayesian setting using Markov chain Monte Carlo (MCMC). The response variable can be modeled as Gaussian (no nugget), probit or Tobit link and the five spatially varying parameter are modeled jointly using a multivariate conditional autoregressive (MCAR) prior. The MCAR is a unique process that allows for a dissimilarity metric to dictate the local spatial dependencies. Full details of the package can be found in the accompanying vignette. Furthermore, the details of the package can be found in the corresponding paper on arXiv by Berchuck et al (2018): "A spatially varying change points model for monitoring glaucoma progression using visual field data", <arXiv:1811.11038>.

Maintained by Samuel I. Berchuck. Last updated 3 years ago.

openblas cpp

0.5 match 3.70 score 4 scripts

cran

endogenous:Classical Simultaneous Equation Models

Likelihood-based approaches to estimate linear regression parameters and treatment effects in the presence of endogeneity. Specifically, this package includes James Heckman's classical simultaneous equation models-the sample selection model for outcome selection bias and hybrid model with structural shift for endogenous treatment. For more information, see the seminal paper of Heckman (1978) <DOI:10.3386/w0177> in which the details of these models are provided. This package accommodates repeated measures on subjects with a working independence approach. The hybrid model further accommodates treatment effect modification.

Maintained by Andrew J. Spieker. Last updated 8 years ago.

1.8 match 1.00 score

cran

GenMarkov:Multivariate Markov Chains

Provides routines to estimate the Mixture Transition Distribution Model based on Raftery (1985) <http://www.jstor.org/stable/2345788> and Nicolau (2014) <doi:10.1111/sjos.12087> specifications, for multivariate data. Additionally, provides a function for the estimation of a new model for multivariate non-homogeneous Markov chains. This new specification, Generalized Multivariate Markov Chains (GMMC) was proposed by Carolina Vasconcelos and Bruno Damasio and considers (continuous or discrete) covariates exogenous to the Markov chain.

Maintained by Carolina Vasconcelos. Last updated 12 days ago.

1.7 match 1.00 score

tomohiro-ando

PDMIF:Fits Heterogeneous Panel Data Models

Fits heterogeneous panel data models with interactive effects for linear regression, logistic, count, probit, quantile, and clustering. Based on Ando, T. and Bai, J. (2015) "A simple new test for slope homogeneity in panel data models with interactive effects" <doi: 10.1016/j.econlet.2015.09.019>, Ando, T. and Bai, J. (2015) "Asset Pricing with a General Multifactor Structure" <doi: 10.1093/jjfinex/nbu026> , Ando, T. and Bai, J. (2016) "Panel data models with grouped factor structure under unknown group membership" <doi: 10.1002/jae.2467>, Ando, T. and Bai, J. (2017) "Clustering huge number of financial time series: A panel data approach with high-dimensional predictors and factor structures" <doi: 10.1080/01621459.2016.1195743>, Ando, T. and Bai, J. (2020) "Quantile co-movement in financial markets" <doi: 10.1080/01621459.2018.1543598>, Ando, T., Bai, J. and Li, K. (2021) "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity" <doi: 10.1016/j.jeconom.2020.11.013.>.

Maintained by Tomohiro Ando. Last updated 2 years ago.

0.5 match 7 stars 2.85 score

arnob62

DHSr:Create Large Scale Repeated Regression Summary Statistics Dataset and Visualization Seamlessly

Mapping, spatial analysis, and statistical modeling of microdata from sources such as the Demographic and Health Surveys <https://www.dhsprogram.com/> and Integrated Public Use Microdata Series <https://www.ipums.org/>. It can also be extended to other datasets. The package supports spatial correlation index construction and visualization, along with empirical Bayes approximation of regression coefficients in a multistage setup. The main functionality is repeated regression — for example, if we have to run regression for n groups, the group ID should be vertically composed into the variable for the parameter `location_var`. It can perform various kinds of regression, such as Generalized Regression Models, logit, probit, and more. Additionally, it can incorporate interaction effects. The key benefit of the package is its ability to store the regression results performed repeatedly on a dataset by the group ID, along with respective p-values and map those estimates.

Maintained by Arnab Samanta. Last updated 2 months ago.

0.5 match 2.70 score

rmojab63

ldt:Automated Uncertainty Analysis

Methods and tools for model selection and multi-model inference (Burnham and Anderson (2002) <doi:10.1007/b97636>, among others). 'SUR' (for parameter estimation), 'logit'/'probit' (for binary classification), and 'VARMA' (for time-series forecasting) are implemented. Evaluations are both in-sample and out-of-sample. It is designed to be efficient in terms of CPU usage and memory consumption.

Maintained by Ramin Mojab. Last updated 8 months ago.

openblas cpp openmp

0.5 match 2.48 score 7 scripts

mattwand

glmmEP:Generalized Linear Mixed Model Analysis via Expectation Propagation

Approximate frequentist inference for generalized linear mixed model analysis with expectation propagation used to circumvent the need for multivariate integration. In this version, the random effects can be any reasonable dimension. However, only probit mixed models with one level of nesting are supported. The methodology is described in Hall, Johnstone, Ormerod, Wand and Yu (2018) <arXiv:1805.08423v1>.

Maintained by Matt P. Wand. Last updated 5 years ago.

fortran openblas

0.5 match 2.08 score 12 scripts

ycroissant

cmtest:Conditional Moments Test

Conditional moments test, as proposed by Newey (1985) <doi:10.2307/1911011 > and Tauchen (1985) <doi:10.1016/0304-4076(85)90149-6>, useful to detect specification violations for models estimated by maximum likelihood. Methods for probit and tobit models are provided.

Maintained by Yves Croissant. Last updated 3 years ago.

0.5 match 2.00 score

r-forge

urbin:Unifying Estimation Results with Binary Dependent Variables

Calculate unified measures that quantify the effect of a covariate on a binary dependent variable (e.g., for meta-analyses). This can be particularly important if the estimation results are obtained with different models/estimators (e.g., linear probability model, logit, probit, ...) and/or with different transformations of the explanatory variable of interest (e.g., linear, quadratic, interval-coded, ...). The calculated unified measures are: (a) semi-elasticities of linear, quadratic, or interval-coded covariates and (b) effects of linear, quadratic, interval-coded, or categorical covariates when a linear or quadratic covariate changes between distinct intervals, the reference category of a categorical variable or the reference interval of an interval-coded variable needs to be changed, or some categories of a categorical covariate or some intervals of an interval-coded covariate need to be grouped together. Approximate standard errors of the unified measures are also calculated. All methods that are implemented in this package are described in the 'vignette' "Extracting and Unifying Semi-Elasticities and Effect Sizes from Studies with Binary Dependent Variables" that is included in this package.

Maintained by Arne Henningsen. Last updated 6 months ago.

0.5 match 2.00 score 1 scripts

gsoutinho

presmTP:Methods for Transition Probabilities

Provides a function for estimating the transition probabilities in an illness-death model. The transition probabilities can be estimated from the unsmoothed landmark estimators developed by de Una-Alvarez and Meira-Machado (2015) <doi:10.1111/biom.12288>. Presmoothed estimates can also be obtained through the use of a parametric family of binary regression curves, such as logit, probit or cauchit. The additive logistic regression model and nonparametric regression are also alternatives which have been implemented. The idea behind the presmoothed landmark estimators is to use the presmoothing techniques developed by Cao et al. (2005) <doi:10.1007/s00180-007-0076-6> in the landmark estimation of the transition probabilities.

Maintained by Gustavo Soutinho. Last updated 5 years ago.

0.5 match 1.70 score

dsjohnson

stocc:Fit a Spatial Occupancy Model via Gibbs Sampling

Fit a spatial-temporal occupancy models using a probit formulation instead of a traditional logit model.

Maintained by Devin S. Johnson. Last updated 2 years ago.

0.5 match 1 stars 1.18 score 15 scripts

john-snyder

BinaryEMVS:Variable Selection for Binary Data Using the EM Algorithm

Implements variable selection for high dimensional datasets with a binary response variable using the EM algorithm. Both probit and logit models are supported. Also included is a useful function to generate high dimensional data with correlated variables.

Maintained by John Snyder. Last updated 9 years ago.

0.5 match 1.00 score 2 scripts

anitalindmark

sensmediation:Parametric Estimation and Sensitivity Analysis of Direct and Indirect Effects

We implement functions to estimate and perform sensitivity analysis to unobserved confounding of direct and indirect effects introduced in Lindmark, de Luna and Eriksson (2018) <doi:10.1002/sim.7620> and Lindmark (2022) <doi:10.1007/s10260-021-00611-4>. The estimation and sensitivity analysis are parametric, based on probit and/or linear regression models. Sensitivity analysis is implemented for unobserved confounding of the exposure-mediator, mediator-outcome and exposure-outcome relationships.

Maintained by Anita Lindmark. Last updated 6 months ago.

0.5 match 1.00 score 4 scripts

ratkovic

sparsereg:Sparse Bayesian Models for Regression, Subgroup Analysis, and Panel Data

Sparse modeling provides a mean selecting a small number of non-zero effects from a large possible number of candidate effects. This package includes a suite of methods for sparse modeling: estimation via EM or MCMC, approximate confidence intervals with nominal coverage, and diagnostic and summary plots. The method can implement sparse linear regression and sparse probit regression. Beyond regression analyses, applications include subgroup analysis, particularly for conjoint experiments, and panel data. Future versions will include extensions to models with truncated outcomes, propensity score, and instrumental variable analysis.

Maintained by Marc Ratkovic. Last updated 9 years ago.

openblas cpp

0.5 match 1.00 score 6 scripts

fmarrs3

cbass:Classification -- Bayesian Adaptive Smoothing Splines

Fit multiclass Classification version of Bayesian Adaptive Smoothing Splines (CBASS) to data using reversible jump MCMC. The multiclass classification problem consists of a response variable that takes on unordered categorical values with at least three levels, and a set of inputs for each response variable. The CBASS model consists of a latent multivariate probit formulation, and the means of the latent Gaussian random variables are specified using adaptive regression splines. The MCMC alternates updates of the latent Gaussian variables and the spline parameters. All the spline parameters (variables, signs, knots, number of interactions), including the number of basis functions used to model each latent mean, are inferred. Functions are provided to process inputs, initialize the chain, run the chain, and make predictions. Predictions are made on a probabilistic basis, where, for a given input, the probabilities of each categorical value are produced. See Marrs and Francom (2023) "Multiclass classification using Bayesian multivariate adaptive regression splines" Under review.

Maintained by Frank Marrs. Last updated 2 years ago.

0.5 match 1.00 score