Showing 200 of total 525 results (show query)

zhaokg

Rbeast:Bayesian Change-Point Detection and Time Series Decomposition

Interpretation of time series data is affected by model choices. Different models can give different or even contradicting estimates of patterns, trends, and mechanisms for the same data--a limitation alleviated by the Bayesian estimator of abrupt change,seasonality, and trend (BEAST) of this package. BEAST seeks to improve time series decomposition by forgoing the "single-best-model" concept and embracing all competing models into the inference via a Bayesian model averaging scheme. It is a flexible tool to uncover abrupt changes (i.e., change-points), cyclic variations (e.g., seasonality), and nonlinear trends in time-series observations. BEAST not just tells when changes occur but also quantifies how likely the detected changes are true. It detects not just piecewise linear trends but also arbitrary nonlinear trends. BEAST is applicable to real-valued time series data of all kinds, be it for remote sensing, economics, climate sciences, ecology, and hydrology. Example applications include its use to identify regime shifts in ecological data, map forest disturbance and land degradation from satellite imagery, detect market trends in economic data, pinpoint anomaly and extreme events in climate data, and unravel system dynamics in biological data. Details on BEAST are reported in Zhao et al. (2019) <doi:10.1016/j.rse.2019.04.034>.

Maintained by Kaiguang Zhao. Last updated 6 months ago.

anomoly-detectionbayesian-time-seriesbreakpoint-detectionchangepoint-detectioninterrupted-time-seriesseasonality-analysisstructural-breakpointtechnical-analysistime-seriestime-series-decompositiontrendtrend-analysis

27.8 match 302 stars 7.63 score 89 scripts

steve-the-bayesian

bsts:Bayesian Structural Time Series

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

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

cpp

12.9 match 33 stars 6.54 score 338 scripts 3 dependents

cran

spatial:Functions for Kriging and Point Pattern Analysis

Functions for kriging and point pattern analysis.

Maintained by Brian Ripley. Last updated 3 months ago.

10.8 match 6.53 score 134 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 6 months ago.

fortran

9.5 match 6 stars 7.24 score 12 dependents

beckerbenj

eatGADS:Data Management of Large Hierarchical Data

Import 'SPSS' data, handle and change 'SPSS' meta data, store and access large hierarchical data in 'SQLite' data bases.

Maintained by Benjamin Becker. Last updated 24 days ago.

5.1 match 1 stars 7.36 score 34 scripts 1 dependents

spatstat

spatstat.model:Parametric Statistical Modelling and Inference for the 'spatstat' Family

Functionality for parametric statistical modelling and inference for spatial data, mainly spatial point patterns, in the 'spatstat' family of packages. (Excludes analysis of spatial data on a linear network, which is covered by the separate package 'spatstat.linnet'.) Supports parametric modelling, formal statistical inference, and model validation. Parametric models include Poisson point processes, Cox point processes, Neyman-Scott cluster processes, Gibbs point processes and determinantal point processes. Models can be fitted to data using maximum likelihood, maximum pseudolikelihood, maximum composite likelihood and the method of minimum contrast. Fitted models can be simulated and predicted. Formal inference includes hypothesis tests (quadrat counting tests, Cressie-Read tests, Clark-Evans test, Berman test, Diggle-Cressie-Loosmore-Ford test, scan test, studentised permutation test, segregation test, ANOVA tests of fitted models, adjusted composite likelihood ratio test, envelope tests, Dao-Genton test, balanced independent two-stage test), confidence intervals for parameters, and prediction intervals for point counts. Model validation techniques include leverage, influence, partial residuals, added variable plots, diagnostic plots, pseudoscore residual plots, model compensators and Q-Q plots.

Maintained by Adrian Baddeley. Last updated 8 days ago.

analysis-of-variancecluster-processconfidence-intervalscox-processdeterminantal-point-processesgibbs-processinfluenceleveragemodel-diagnosticsneyman-scottparameter-estimationpoisson-processspatial-analysisspatial-modellingspatial-point-processesstatistical-inference

3.9 match 5 stars 9.09 score 6 scripts 46 dependents

cran

perm:Exact or Asymptotic Permutation Tests

Perform Exact or Asymptotic permutation tests [see Fay and Shaw <doi:10.18637/jss.v036.i02>].

Maintained by Michael P. Fay. Last updated 2 years ago.

5.9 match 4.83 score 118 scripts 9 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 1 months ago.

fortranopenblas

3.4 match 15 stars 8.24 score 55 scripts 3 dependents

cran

PytrendsLongitudinalR:Create Longitudinal Google Trends Data

'Google Trends' provides cross-sectional and time-series data on searches, but lacks readily available longitudinal data. Researchers, who want to create longitudinal 'Google Trends' on their own, face practical challenges, such as normalized counts that make it difficult to combine cross-sectional and time-series data and limitations in data formats and timelines that limit data granularity over extended time periods. This package addresses these issues and enables researchers to generate longitudinal 'Google Trends' data. This package is built on 'pytrends', a Python library that acts as the unofficial 'Google Trends API' to collect 'Google Trends' data. As long as the 'Google Trends API', 'pytrends' and all their dependencies are working, this package will work. During testing, we noticed that for the same input (keyword, topic, data_format, timeline), the output index can vary from time to time. Besides, if the keyword is not very popular, then the resulting dataset will contain a lot of zeros, which will greatly affect the final result. While this package has no control over the accuracy or quality of 'Google Trends' data, once the data is created, this package coverts it to longitudinal data. In addition, the user may encounter a 429 Too Many Requests error when using cross_section() and time_series() to collect 'Google Trends' data. This error indicates that the user has exceeded the rate limits set by the 'Google Trends API'. For more information about the 'Google Trends API' - 'pytrends', visit <https://pypi.org/project/pytrends/>.

Maintained by Taeyong Park. Last updated 6 months ago.

9.4 match 2.70 score 3 scripts

bioc

BASiCS:Bayesian Analysis of Single-Cell Sequencing data

Single-cell mRNA sequencing can uncover novel cell-to-cell heterogeneity in gene expression levels in seemingly homogeneous populations of cells. However, these experiments are prone to high levels of technical noise, creating new challenges for identifying genes that show genuine heterogeneous expression within the population of cells under study. BASiCS (Bayesian Analysis of Single-Cell Sequencing data) is an integrated Bayesian hierarchical model to perform statistical analyses of single-cell RNA sequencing datasets in the context of supervised experiments (where the groups of cells of interest are known a priori, e.g. experimental conditions or cell types). BASiCS performs built-in data normalisation (global scaling) and technical noise quantification (based on spike-in genes). BASiCS provides an intuitive detection criterion for highly (or lowly) variable genes within a single group of cells. Additionally, BASiCS can compare gene expression patterns between two or more pre-specified groups of cells. Unlike traditional differential expression tools, BASiCS quantifies changes in expression that lie beyond comparisons of means, also allowing the study of changes in cell-to-cell heterogeneity. The latter can be quantified via a biological over-dispersion parameter that measures the excess of variability that is observed with respect to Poisson sampling noise, after normalisation and technical noise removal. Due to the strong mean/over-dispersion confounding that is typically observed for scRNA-seq datasets, BASiCS also tests for changes in residual over-dispersion, defined by residual values with respect to a global mean/over-dispersion trend.

Maintained by Catalina Vallejos. Last updated 5 months ago.

immunooncologynormalizationsequencingrnaseqsoftwaregeneexpressiontranscriptomicssinglecelldifferentialexpressionbayesiancellbiologybioconductor-packagegene-expressionrcpprcpparmadilloscrna-seqsingle-cellopenblascppopenmp

2.4 match 83 stars 10.26 score 368 scripts 1 dependents

rkabacoff

qacBase:Functions to Facilitate Exploratory Data Analysis

Functions for descriptive statistics, data management, and data visualization.

Maintained by Kabacoff Robert. Last updated 3 years ago.

edastatistics

4.7 match 1 stars 5.13 score 45 scripts

briencj

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

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

Maintained by Chris Brien. Last updated 28 days ago.

asremlmixed-models

2.5 match 19 stars 9.34 score 200 scripts

imarkonis

twc:Terrestrial Water Cycle

An open-access tool/framework that constitutes the core functions to analyze terrestrial water cycle data across various spatio-temporal scales.

Maintained by Mijael Rodrigo Vargas Godoy. Last updated 3 months ago.

6.3 match 3.48 score 2 scripts 2 dependents

geoffjentry

twitteR:R Based Twitter Client

Provides an interface to the Twitter web API.

Maintained by Jeff Gentry. Last updated 9 years ago.

1.9 match 254 stars 10.18 score 2.0k scripts 1 dependents

tjfarrar

skedastic:Handling Heteroskedasticity in the Linear Regression Model

Implements numerous methods for testing for, modelling, and correcting for heteroskedasticity in the classical linear regression model. The most novel contribution of the package is found in the functions that implement the as-yet-unpublished auxiliary linear variance models and auxiliary nonlinear variance models that are designed to estimate error variances in a heteroskedastic linear regression model. These models follow principles of statistical learning described in Hastie (2009) <doi:10.1007/978-0-387-21606-5>. The nonlinear version of the model is estimated using quasi-likelihood methods as described in Seber and Wild (2003, ISBN: 0-471-47135-6). Bootstrap methods for approximate confidence intervals for error variances are implemented as described in Efron and Tibshirani (1993, ISBN: 978-1-4899-4541-9), including also the expansion technique described in Hesterberg (2014) <doi:10.1080/00031305.2015.1089789>. The wild bootstrap employed here follows the description in Davidson and Flachaire (2008) <doi:10.1016/j.jeconom.2008.08.003>. Tuning of hyper-parameters makes use of a golden section search function that is modelled after the MATLAB function of Zarnowiec (2022) <https://www.mathworks.com/matlabcentral/fileexchange/25919-golden-section-method-algorithm>. A methodological description of the algorithm can be found in Fox (2021, ISBN: 978-1-003-00957-3). There are 25 different functions that implement hypothesis tests for heteroskedasticity. These include a test based on Anscombe (1961) <https://projecteuclid.org/euclid.bsmsp/1200512155>, Ramsey's (1969) BAMSET Test <doi:10.1111/j.2517-6161.1969.tb00796.x>, the tests of Bickel (1978) <doi:10.1214/aos/1176344124>, Breusch and Pagan (1979) <doi:10.2307/1911963> with and without the modification proposed by Koenker (1981) <doi:10.1016/0304-4076(81)90062-2>, Carapeto and Holt (2003) <doi:10.1080/0266476022000018475>, Cook and Weisberg (1983) <doi:10.1093/biomet/70.1.1> (including their graphical methods), Diblasi and Bowman (1997) <doi:10.1016/S0167-7152(96)00115-0>, Dufour, Khalaf, Bernard, and Genest (2004) <doi:10.1016/j.jeconom.2003.10.024>, Evans and King (1985) <doi:10.1016/0304-4076(85)90085-5> and Evans and King (1988) <doi:10.1016/0304-4076(88)90006-1>, Glejser (1969) <doi:10.1080/01621459.1969.10500976> as formulated by Mittelhammer, Judge and Miller (2000, ISBN: 0-521-62394-4), Godfrey and Orme (1999) <doi:10.1080/07474939908800438>, Goldfeld and Quandt (1965) <doi:10.1080/01621459.1965.10480811>, Harrison and McCabe (1979) <doi:10.1080/01621459.1979.10482544>, Harvey (1976) <doi:10.2307/1913974>, Honda (1989) <doi:10.1111/j.2517-6161.1989.tb01749.x>, Horn (1981) <doi:10.1080/03610928108828074>, Li and Yao (2019) <doi:10.1016/j.ecosta.2018.01.001> with and without the modification of Bai, Pan, and Yin (2016) <doi:10.1007/s11749-017-0575-x>, Rackauskas and Zuokas (2007) <doi:10.1007/s10986-007-0018-6>, Simonoff and Tsai (1994) <doi:10.2307/2986026> with and without the modification of Ferrari, Cysneiros, and Cribari-Neto (2004) <doi:10.1016/S0378-3758(03)00210-6>, Szroeter (1978) <doi:10.2307/1913831>, Verbyla (1993) <doi:10.1111/j.2517-6161.1993.tb01918.x>, White (1980) <doi:10.2307/1912934>, Wilcox and Keselman (2006) <doi:10.1080/10629360500107923>, Yuce (2008) <https://dergipark.org.tr/en/pub/iuekois/issue/8989/112070>, and Zhou, Song, and Thompson (2015) <doi:10.1002/cjs.11252>. Besides these heteroskedasticity tests, there are supporting functions that compute the BLUS residuals of Theil (1965) <doi:10.1080/01621459.1965.10480851>, the conditional two-sided p-values of Kulinskaya (2008) <arXiv:0810.2124v1>, and probabilities for the nonparametric trend statistic of Lehmann (1975, ISBN: 0-816-24996-1). For handling heteroskedasticity, in addition to the new auxiliary variance model methods, there is a function to implement various existing Heteroskedasticity-Consistent Covariance Matrix Estimators from the literature, such as those of White (1980) <doi:10.2307/1912934>, MacKinnon and White (1985) <doi:10.1016/0304-4076(85)90158-7>, Cribari-Neto (2004) <doi:10.1016/S0167-9473(02)00366-3>, Cribari-Neto et al. (2007) <doi:10.1080/03610920601126589>, Cribari-Neto and da Silva (2011) <doi:10.1007/s10182-010-0141-2>, Aftab and Chang (2016) <doi:10.18187/pjsor.v12i2.983>, and Li et al. (2017) <doi:10.1080/00949655.2016.1198906>.

Maintained by Thomas Farrar. Last updated 1 years ago.

3.9 match 7 stars 4.60 score 73 scripts

lucasvenez

precintcon:Precipitation Intensity, Concentration and Anomaly Analysis

It contains functions to analyze the precipitation intensity, concentration and anomaly.

Maintained by Lucas Venezian Povoa. Last updated 9 years ago.

4.1 match 10 stars 4.28 score 38 scripts