Showing 200 of total 410 results (show query)

r-spatial

classInt:Choose Univariate Class Intervals

Selected commonly used methods for choosing univariate class intervals for mapping or other graphics purposes.

Maintained by Roger Bivand. Last updated 3 months ago.

fortran

34 stars 16.17 score 3.2k scripts 1.2k dependents

edzer

hexbin:Hexagonal Binning Routines

Binning and plotting functions for hexagonal bins.

Maintained by Edzer Pebesma. Last updated 5 months ago.

fortran

37 stars 14.00 score 2.4k scripts 114 dependents

dnychka

fields:Tools for Spatial Data

For curve, surface and function fitting with an emphasis on splines, spatial data, geostatistics, and spatial statistics. The major methods include cubic, and thin plate splines, Kriging, and compactly supported covariance functions for large data sets. The splines and Kriging methods are supported by functions that can determine the smoothing parameter (nugget and sill variance) and other covariance function parameters by cross validation and also by restricted maximum likelihood. For Kriging there is an easy to use function that also estimates the correlation scale (range parameter). A major feature is that any covariance function implemented in R and following a simple format can be used for spatial prediction. There are also many useful functions for plotting and working with spatial data as images. This package also contains an implementation of sparse matrix methods for large spatial data sets and currently requires the sparse matrix (spam) package. Use help(fields) to get started and for an overview. The fields source code is deliberately commented and provides useful explanations of numerical details as a companion to the manual pages. The commented source code can be viewed by expanding the source code version and looking in the R subdirectory. The reference for fields can be generated by the citation function in R and has DOI <doi:10.5065/D6W957CT>. Development of this package was supported in part by the National Science Foundation Grant 1417857, the National Center for Atmospheric Research, and Colorado School of Mines. See the Fields URL for a vignette on using this package and some background on spatial statistics.

Maintained by Douglas Nychka. Last updated 9 months ago.

fortran

15 stars 12.70 score 7.7k scripts 297 dependents

kurthornik

tseries:Time Series Analysis and Computational Finance

Time series analysis and computational finance.

Maintained by Kurt Hornik. Last updated 6 months ago.

fortranopenblas

4 stars 11.29 score 10k scripts 289 dependents

bioc

Rhdf5lib:hdf5 library as an R package

Provides C and C++ hdf5 libraries.

Maintained by Mike Smith. Last updated 6 days ago.

infrastructurebioconductorhdf5hdf5-libraryfortranzlib

6 stars 11.22 score 26 scripts 341 dependents

bioc

genefilter:genefilter: methods for filtering genes from high-throughput experiments

Some basic functions for filtering genes.

Maintained by Bioconductor Package Maintainer. Last updated 5 months ago.

microarrayfortrancpp

11.11 score 2.4k scripts 143 dependents

mclements

rstpm2:Smooth Survival Models, Including Generalized Survival Models

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

Maintained by Mark Clements. Last updated 5 months ago.

fortranopenblascpp

27 stars 11.09 score 137 scripts 52 dependents

merliseclyde

BAS:Bayesian Variable Selection and Model Averaging using Bayesian Adaptive Sampling

Package for Bayesian Variable Selection and Model Averaging in linear models and generalized linear models using stochastic or deterministic sampling without replacement from posterior distributions. Prior distributions on coefficients are from Zellner's g-prior or mixtures of g-priors corresponding to the Zellner-Siow Cauchy Priors or the mixture of g-priors from Liang et al (2008) <DOI:10.1198/016214507000001337> for linear models or mixtures of g-priors from Li and Clyde (2019) <DOI:10.1080/01621459.2018.1469992> in generalized linear models. Other model selection criteria include AIC, BIC and Empirical Bayes estimates of g. Sampling probabilities may be updated based on the sampled models using sampling w/out replacement or an efficient MCMC algorithm which samples models using a tree structure of the model space as an efficient hash table. See Clyde, Ghosh and Littman (2010) <DOI:10.1198/jcgs.2010.09049> for details on the sampling algorithms. Uniform priors over all models or beta-binomial prior distributions on model size are allowed, and for large p truncated priors on the model space may be used to enforce sampling models that are full rank. The user may force variables to always be included in addition to imposing constraints that higher order interactions are included only if their parents are included in the model. This material is based upon work supported by the National Science Foundation under Division of Mathematical Sciences grant 1106891. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.

Maintained by Merlise Clyde. Last updated 4 months ago.

bayesianbayesian-inferencegeneralized-linear-modelslinear-regressionlogistic-regressionmcmcmodel-selectionpoisson-regressionpredictive-modelingregressionvariable-selectionfortranopenblas

44 stars 10.63 score 420 scripts 3 dependents

berwinturlach

quadprog:Functions to Solve Quadratic Programming Problems

This package contains routines and documentation for solving quadratic programming problems.

Maintained by Berwin A. Turlach. Last updated 5 years ago.

fortranopenblas

3 stars 10.33 score 972 scripts 1.2k dependents

tslumley

leaps:Regression Subset Selection

Regression subset selection, including exhaustive search.

Maintained by Thomas Lumley. Last updated 10 months ago.

fortran

8 stars 10.29 score 4.5k scripts 171 dependents

cran

nlme:Linear and Nonlinear Mixed Effects Models

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

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

fortran

6 stars 9.77 score 8.8k dependents

bioc

impute:impute: Imputation for microarray data

Imputation for microarray data (currently KNN only)

Maintained by Balasubramanian Narasimhan. Last updated 5 months ago.

microarrayfortran

9.05 score 952 scripts 133 dependents

bpfaff

urca:Unit Root and Cointegration Tests for Time Series Data

Unit root and cointegration tests encountered in applied econometric analysis are implemented.

Maintained by Bernhard Pfaff. Last updated 10 months ago.

fortran

6 stars 8.95 score 1.4k scripts 270 dependents

asl

svd:Interfaces to Various State-of-Art SVD and Eigensolvers

R bindings to SVD and eigensolvers (PROPACK, nuTRLan).

Maintained by Anton Korobeynikov. Last updated 3 months ago.

fortranopenblas

27 stars 8.80 score 244 scripts 30 dependents

brentonk

pbivnorm:Vectorized Bivariate Normal CDF

Provides a vectorized R function for calculating probabilities from a standard bivariate normal CDF.

Maintained by Brenton Kenkel. Last updated 10 years ago.

fortran

2 stars 8.42 score 89 scripts 242 dependents

jomulder

BFpack:Flexible Bayes Factor Testing of Scientific Expectations

Implementation of default Bayes factors for testing statistical hypotheses under various statistical models. The package is intended for applied quantitative researchers in the social and behavioral sciences, medical research, and related fields. The Bayes factor tests can be executed for statistical models such as univariate and multivariate normal linear models, correlation analysis, generalized linear models, special cases of linear mixed models, survival models, relational event models. Parameters that can be tested are location parameters (e.g., group means, regression coefficients), variances (e.g., group variances), and measures of association (e.g,. polychoric/polyserial/biserial/tetrachoric/product moments correlations), among others. The statistical underpinnings are described in O'Hagan (1995) <DOI:10.1111/j.2517-6161.1995.tb02017.x>, De Santis and Spezzaferri (2001) <DOI:10.1016/S0378-3758(00)00240-8>, Mulder and Xin (2022) <DOI:10.1080/00273171.2021.1904809>, Mulder and Gelissen (2019) <DOI:10.1080/02664763.2021.1992360>, Mulder (2016) <DOI:10.1016/j.jmp.2014.09.004>, Mulder and Fox (2019) <DOI:10.1214/18-BA1115>, Mulder and Fox (2013) <DOI:10.1007/s11222-011-9295-3>, Boeing-Messing, van Assen, Hofman, Hoijtink, and Mulder (2017) <DOI:10.1037/met0000116>, Hoijtink, Mulder, van Lissa, and Gu (2018) <DOI:10.1037/met0000201>, Gu, Mulder, and Hoijtink (2018) <DOI:10.1111/bmsp.12110>, Hoijtink, Gu, and Mulder (2018) <DOI:10.1111/bmsp.12145>, and Hoijtink, Gu, Mulder, and Rosseel (2018) <DOI:10.1037/met0000187>. When using the packages, please refer to the package Mulder et al. (2021) <DOI:10.18637/jss.v100.i18> and the relevant methodological papers.

Maintained by Joris Mulder. Last updated 2 months ago.

fortranopenblas

15 stars 8.24 score 55 scripts 3 dependents

plangfelder

flashClust:Implementation of optimal hierarchical clustering

Fast implementation of hierarchical clustering

Maintained by Peter Langfelder. Last updated 13 years ago.

fortran

7.96 score 514 scripts 116 dependents

cran

PMCMRplus:Calculate Pairwise Multiple Comparisons of Mean Rank Sums Extended

For one-way layout experiments the one-way ANOVA can be performed as an omnibus test. All-pairs multiple comparisons tests (Tukey-Kramer test, Scheffe test, LSD-test) and many-to-one tests (Dunnett test) for normally distributed residuals and equal within variance are available. Furthermore, all-pairs tests (Games-Howell test, Tamhane's T2 test, Dunnett T3 test, Ury-Wiggins-Hochberg test) and many-to-one (Tamhane-Dunnett Test) for normally distributed residuals and heterogeneous variances are provided. Van der Waerden's normal scores test for omnibus, all-pairs and many-to-one tests is provided for non-normally distributed residuals and homogeneous variances. The Kruskal-Wallis, BWS and Anderson-Darling omnibus test and all-pairs tests (Nemenyi test, Dunn test, Conover test, Dwass-Steele-Critchlow- Fligner test) as well as many-to-one (Nemenyi test, Dunn test, U-test) are given for the analysis of variance by ranks. Non-parametric trend tests (Jonckheere test, Cuzick test, Johnson-Mehrotra test, Spearman test) are included. In addition, a Friedman-test for one-way ANOVA with repeated measures on ranks (CRBD) and Skillings-Mack test for unbalanced CRBD is provided with consequent all-pairs tests (Nemenyi test, Siegel test, Miller test, Conover test, Exact test) and many-to-one tests (Nemenyi test, Demsar test, Exact test). A trend can be tested with Pages's test. Durbin's test for a two-way balanced incomplete block design (BIBD) is given in this package as well as Gore's test for CRBD with multiple observations per cell is given. Outlier tests, Mandel's k- and h statistic as well as functions for Type I error and Power analysis as well as generic summary, print and plot methods are provided.

Maintained by Thorsten Pohlert. Last updated 7 months ago.

fortran

6 stars 7.24 score 12 dependents

tslumley

biglm:Bounded Memory Linear and Generalized Linear Models

Regression for data too large to fit in memory.

Maintained by Thomas Lumley. Last updated 10 months ago.

fortran

1 stars 6.43 score 446 scripts 32 dependents

faosorios

fastmatrix:Fast Computation of some Matrices Useful in Statistics

Small set of functions to fast computation of some matrices and operations useful in statistics and econometrics. Currently, there are functions for efficient computation of duplication, commutation and symmetrizer matrices with minimal storage requirements. Some commonly used matrix decompositions (LU and LDL), basic matrix operations (for instance, Hadamard, Kronecker products and the Sherman-Morrison formula) and iterative solvers for linear systems are also available. In addition, the package includes a number of common statistical procedures such as the sweep operator, weighted mean and covariance matrix using an online algorithm, linear regression (using Cholesky, QR, SVD, sweep operator and conjugate gradients methods), ridge regression (with optimal selection of the ridge parameter considering several procedures), omnibus tests for univariate normality, functions to compute the multivariate skewness, kurtosis, the Mahalanobis distance (checking the positive defineteness), and the Wilson-Hilferty transformation of gamma variables. Furthermore, the package provides interfaces to C code callable by another C code from other R packages.

Maintained by Felipe Osorio. Last updated 1 years ago.

commutation-matrixjarque-bera-testldl-factorizationlu-factorizationmatrix-api-for-r-packagesmatrix-normsmodified-choleskyols-regressionpower-methodridge-regressionsherman-morrisonstatisticssweep-operatorsymmetrizer-matrixfortranopenblas

19 stars 6.37 score 37 scripts 11 dependents

dwinsemius

muhaz:Hazard Function Estimation in Survival Analysis

Produces a smooth estimate of the hazard function for censored data.

Maintained by David Winsemius. Last updated 4 years ago.

fortran

6.37 score 180 scripts 51 dependents

cran

fGarch:Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Analyze and model heteroskedastic behavior in financial time series.

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

fortran

7 stars 6.33 score 51 dependents

goranbrostrom

glmmML:Generalized Linear Models with Clustering

Binomial and Poisson regression for clustered data, fixed and random effects with bootstrapping.

Maintained by Göran Broström. Last updated 6 months ago.

fortranopenblas

6.09 score 215 scripts 5 dependents

jclavel

glassoFast:Fast Graphical LASSO

A fast and improved implementation of the graphical LASSO.

Maintained by Julien Clavel. Last updated 7 years ago.

fortran

5 stars 6.04 score 69 scripts 17 dependents

cran

circular:Circular Statistics

Circular Statistics, from "Topics in circular Statistics" (2001) S. Rao Jammalamadaka and A. SenGupta, World Scientific.

Maintained by Eduardo García-Portugués. Last updated 7 months ago.

fortran

7 stars 5.71 score 40 dependents

cran

pspline:Penalized Smoothing Splines

Smoothing splines with penalties on order m derivatives.

Maintained by Brian Ripley. Last updated 4 months ago.

fortran

1 stars 5.69 score 94 dependents

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 23 days ago.

fortranopenmp

7 stars 5.56 score 1 dependents

cran

gee:Generalized Estimation Equation Solver

Generalized Estimation Equation solver.

Maintained by Brian Ripley. Last updated 4 months ago.

fortranopenblas

3 stars 5.50 score 18 dependents

cran

ash:David Scott's ASH Routines

David Scott's ASH routines ported from S-PLUS to R.

Maintained by Albrecht Gebhardt. Last updated 10 years ago.

fortran

5.26 score 171 dependents

r-forge

lpridge:Local Polynomial (Ridge) Regression

Local Polynomial Regression with Ridging.

Maintained by Martin Maechler. Last updated 3 months ago.

fortran

5.10 score 8 scripts 2 dependents

tibshirani

samr:SAM: Significance Analysis of Microarrays

Significance Analysis of Microarrays for differential expression analysis, RNAseq data and related problems.

Maintained by Rob Tibshirani. Last updated 6 years ago.

fortran

3 stars 4.97 score 208 scripts 1 dependents

swihart

event:Event History Procedures and Models

Functions for setting up and analyzing event history data.

Maintained by Bruce Swihart. Last updated 8 years ago.

fortran

1 stars 4.74 score 548 scripts

nano-optics

mie:Mie scattering

Numerical implementation of Mie scattering theory for light scattering by spherical particles.

Maintained by Baptiste Auguie. Last updated 2 years ago.

fortran

8 stars 4.26 score 15 scripts

vmoprojs

GeoModels:Procedures for Gaussian and Non Gaussian Geostatistical (Large) Data Analysis

Functions for Gaussian and Non Gaussian (bivariate) spatial and spatio-temporal data analysis are provided for a) (fast) simulation of random fields, b) inference for random fields using standard likelihood and a likelihood approximation method called weighted composite likelihood based on pairs and b) prediction using (local) best linear unbiased prediction. Weighted composite likelihood can be very efficient for estimating massive datasets. Both regression and spatial (temporal) dependence analysis can be jointly performed. Flexible covariance models for spatial and spatial-temporal data on Euclidean domains and spheres are provided. There are also many useful functions for plotting and performing diagnostic analysis. Different non Gaussian random fields can be considered in the analysis. Among them, random fields with marginal distributions such as Skew-Gaussian, Student-t, Tukey-h, Sin-Arcsin, Two-piece, Weibull, Gamma, Log-Gaussian, Binomial, Negative Binomial and Poisson. See the URL for the papers associated with this package, as for instance, Bevilacqua and Gaetan (2015) <doi:10.1007/s11222-014-9460-6>, Bevilacqua et al. (2016) <doi:10.1007/s13253-016-0256-3>, Vallejos et al. (2020) <doi:10.1007/978-3-030-56681-4>, Bevilacqua et. al (2020) <doi:10.1002/env.2632>, Bevilacqua et. al (2021) <doi:10.1111/sjos.12447>, Bevilacqua et al. (2022) <doi:10.1016/j.jmva.2022.104949>, Morales-Navarrete et al. (2023) <doi:10.1080/01621459.2022.2140053>, and a large class of examples and tutorials.

Maintained by Moreno Bevilacqua. Last updated 2 months ago.

fortranopenblasglibc

3 stars 4.17 score 83 scripts