No packages match

zoo - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations)

An S3 class with methods for working with regular and irregular time series. The class stores data as numeric vectors/matrices (or factors) along with a time index of arbitrary class (including numeric, Date, POSIXct, chron, yearmon, yearqtr, etc.). Functions and methods are consistent with the ts class and base R and also extend standard generics. Tools include: Data import/export, coercion, visualization (with base R, 'ggplot2', 'lattice', 'tinyplot'), alignment and merging, aggregation, lags and subsets, rolling analytics, and time-based interpolation/filling. The design is introduced in Zeileis and Grothendieck (2005) <doi:10.18637/jss.v014.i06>.

Last updated

16.78 score 3.2k dependents 36k scripts 712k downloads

sandwich - Robust Covariance Matrix Estimators

Object-oriented software for model-robust covariance matrix estimators. Starting out from the basic robust Eicker-Huber-White sandwich covariance methods include: heteroscedasticity-consistent (HC) covariances for cross-section data; heteroscedasticity- and autocorrelation-consistent (HAC) covariances for time series data (such as Andrews' kernel HAC, Newey-West, and WEAVE estimators); clustered covariances (one-way and multi-way); panel and panel-corrected covariances; outer-product-of-gradients covariances; and (clustered) bootstrap covariances. All methods are applicable to (generalized) linear model objects fitted by lm() and glm() but can also be adapted to other classes through S3 methods. Details can be found in Zeileis et al. (2020) <doi:10.18637/jss.v095.i01>, Zeileis (2004) <doi:10.18637/jss.v011.i10> and Zeileis (2006) <doi:10.18637/jss.v016.i09>.

Last updated

15.02 score 1.1k dependents 11k scripts 300k downloads

colorspace - A Toolbox for Manipulating and Assessing Colors and Palettes

Carries out mapping between assorted color spaces including RGB, HSV, HLS, CIEXYZ, CIELUV, HCL (polar CIELUV), CIELAB, and polar CIELAB. Qualitative, sequential, and diverging color palettes based on HCL colors are provided along with corresponding ggplot2 color scales. Color palette choice is aided by an interactive app (with either a Tcl/Tk or a shiny graphical user interface) and shiny apps with an HCL color picker and a color vision deficiency emulator. Plotting functions for displaying and assessing palettes include color swatches, visualizations of the HCL space, and trajectories in HCL and/or RGB spectrum. Color manipulation functions include: desaturation, lightening/darkening, mixing, and simulation of color vision deficiencies (deutanomaly, protanomaly, tritanomaly). Details can be found on the project web page at <https://colorspace.R-Forge.R-project.org/> and in the accompanying scientific paper: Zeileis et al. (2020, Journal of Statistical Software, <doi:10.18637/jss.v096.i01>).

Last updated

14.43 score 2.8k dependents 13k scripts 488k downloads

strucchange - Testing, Monitoring, and Dating Structural Changes

Testing, monitoring and dating structural changes in (linear) regression models. strucchange features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.

Last updated

12.05 score 206 dependents 1.7k scripts 53k downloads

distributions3 - Probability Distributions as S3 Objects

Tools to create and manipulate probability distributions using S3. Generics pdf(), cdf(), quantile(), and random() provide replacements for base R's d/p/q/r style functions. Functions and arguments have been named carefully to minimize confusion for students in intro stats courses. The documentation for each distribution contains detailed mathematical notes.

Last updated

openmp

12.01 score 107 stars 13 dependents 148 scripts 3.4k downloads

partykit - A Toolkit for Recursive Partytioning

A toolkit with infrastructure for representing, summarizing, and visualizing tree-structured regression and classification models. This unified infrastructure can be used for reading/coercing tree models from different sources ('rpart', 'RWeka', 'PMML') yielding objects that share functionality for print()/plot()/predict() methods. Furthermore, new and improved reimplementations of conditional inference trees (ctree()) and model-based recursive partitioning (mob()) from the 'party' package are provided based on the new infrastructure. A description of this package was published by Hothorn and Zeileis (2015) <https://jmlr.org/papers/v16/hothorn15a.html>.

Last updated

11.90 score 100 dependents 2.2k scripts 27k downloads

betareg - Beta Regression

Beta regression for modeling beta-distributed dependent variables on the open unit interval (0, 1), e.g., rates and proportions, see Cribari-Neto and Zeileis (2010) <doi:10.18637/jss.v034.i02>. Moreover, extended-support beta regression models can accommodate dependent variables with boundary observations at 0 and/or 1, see Kosmidis and Zeileis (2025) <doi:10.1093/jrsssc/qlaf039>. For the classical beta regression model, alternative specifications are provided: Bias-corrected and bias-reduced estimation, finite mixture models, and recursive partitioning for beta regression, see Grün, Kosmidis, and Zeileis (2012) <doi:10.18637/jss.v048.i11>.

Last updated

quarto

11.19 score 24 dependents 1.5k scripts 21k downloads

Formula - Extended Model Formulas

Infrastructure for extended formulas with multiple parts on the right-hand side and/or multiple responses on the left-hand side (see <doi:10.18637/jss.v034.i01>).

Last updated

11.10 score 2.1k dependents 3 scripts 394k downloads

ivreg - Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics

Instrumental variable estimation for linear models by two-stage least-squares (2SLS) regression or by robust-regression via M-estimation (2SM) or MM-estimation (2SMM). The main ivreg() model-fitting function is designed to provide a workflow as similar as possible to standard lm() regression. A wide range of methods is provided for fitted ivreg model objects, including extensive functionality for computing and graphing regression diagnostics in addition to other standard model tools.

Last updated

instrumental-variablesregression-diagnosticstwo-stage-least-squares-regression

10.72 score 25 stars 3 dependents 970 scripts 12k downloads

dichromat - Color Schemes for Dichromats

Collapse red-green or green-blue distinctions to simulate the effects of different types of color-blindness based on the work of Françoise Viénot and co-authors, especially <doi:10.1038/376127a0> and <doi:10.1364/josaa.14.002647>. More recent functions for simulating color vision deficiency are provided in the 'colorspace' package.

Last updated

8.80 score 87 dependents 866 scripts 28k downloads

exams - Automatic Generation of Exams in R

Automatic generation of exams based on exercises in Markdown or LaTeX format, possibly including R code for dynamic generation of exercise elements. Exercise types include single-choice and multiple-choice questions, arithmetic problems, string questions, and combinations thereof (cloze). Output formats include standalone files (PDF, HTML, Docx, ODT, ...), Moodle XML, QTI 1.2, QTI 2.1, Blackboard, Canvas, OpenOlat, ILIAS, TestVision, Particify, ARSnova, Kahoot!, Grasple, and TCExam. In addition to fully customizable PDF exams, a standardized PDF format (NOPS) is provided that can be printed, scanned, and automatically evaluated.

Last updated

8.31 score 9 dependents 2.3k scripts 2.0k downloads

psychotree - Recursive Partitioning Based on Psychometric Models

Recursive partitioning based on psychometric models, employing the general MOB algorithm (from package partykit) to obtain Bradley-Terry trees, Rasch trees, rating scale and partial credit trees, and MPT trees, trees for 1PL, 2PL, 3PL and 4PL models and generalized partial credit models.

Last updated

6.54 score 4 dependents 54 scripts 2.7k downloads

crch - Censored Regression with Conditional Heteroscedasticity

Different approaches to censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored or truncated) response with separate linear predictors for the mean and variance. Second, cumulative link models for ordinal data (obtained by interval-censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter type of models, the intercepts depend on the thresholds that define the intervals. Infrastructure for working with censored or truncated normal, logistic, and Student-t distributions, i.e., d/p/q/r functions and distributions3 objects.

Last updated

quarto

6.43 score 3 dependents 159 scripts 3.8k downloads

ctv - CRAN Task Views

Infrastructure for task views to CRAN-style repositories: Querying task views and installing the associated packages (client-side tools), generating HTML pages and storing task view information in the repository (server-side tools).

Last updated

6.30 score 275 scripts 1.8k downloads

fortunes - R Fortunes

A collection of fortunes from the R community.

Last updated

6.14 score 199 scripts 3.5k downloads

exams2forms - Embedding 'exams' Exercises as Forms in 'rmarkdown' or 'quarto' Documents

Automatic generation of quizzes or individual questions as (interactive) forms within 'rmarkdown' or 'quarto' documents based on 'R/exams' exercises.

Last updated

5.68 score 190 scripts 301 downloads

evtree - Evolutionary Learning of Globally Optimal Trees

Commonly used classification and regression tree methods like the CART algorithm are recursive partitioning methods that build the model in a forward stepwise search. Although this approach is known to be an efficient heuristic, the results of recursive tree methods are only locally optimal, as splits are chosen to maximize homogeneity at the next step only. An alternative way to search over the parameter space of trees is to use global optimization methods like evolutionary algorithms. The 'evtree' package implements an evolutionary algorithm for learning globally optimal classification and regression trees in R. CPU and memory-intensive tasks are fully computed in C++ while the 'partykit' package is leveraged to represent the resulting trees in R, providing unified infrastructure for summaries, visualizations, and predictions.

Last updated

cpp

5.65 score 1 dependents 101 scripts 2.2k downloads

glmx - Generalized Linear Models Extended

Extended techniques for generalized linear models (GLMs), especially for binary responses, including parametric links and heteroscedastic latent variables.

Last updated

5.33 score 3 dependents 50 scripts 2.4k downloads

glmertree - Generalized Linear Mixed Model Trees

Recursive partitioning based on (generalized) linear mixed models (GLMMs) combining lmer()/glmer() from 'lme4' and lmtree()/glmtree() from 'partykit'. The fitting algorithm is described in more detail in Fokkema, Smits, Zeileis, Hothorn & Kelderman (2018; <DOI:10.3758/s13428-017-0971-x>). For detecting and modeling subgroups in growth curves with GLMM trees see Fokkema & Zeileis (2024; <DOI:10.3758/s13428-024-02389-1>).

Last updated

5.17 score 3 dependents 50 scripts 750 downloads

glogis - Fitting and Testing Generalized Logistic Distributions

Tools for the generalized logistic distribution (Type I, also known as skew-logistic distribution), encompassing basic distribution functions (p, q, d, r, score), maximum likelihood estimation, and structural change methods.

Last updated

4.95 score 2 dependents 24 scripts 1.5k downloads

stablelearner - Stability Assessment of Statistical Learning Methods

Graphical and computational methods that can be used to assess the stability of results from supervised statistical learning.

Last updated

4.87 score 26 scripts 1.9k downloads

countreg - Count Data Regression

Regression models for count data, including negative binomial, zero-inflated, zero-truncated, and hurdle models. Drivers for combination with flexmix and mboost are also provided. Previously available functions for graphical goodness-of-fit assessment (rootograms etc.) are now provided in the 'topmodels' package on R-Forge.

Last updated

4.67 score 236 scripts

fxregime - Exchange Rate Regime Analysis

Exchange rate regression and structural change tools for estimating, testing, dating, and monitoring (de facto) exchange rate regimes.

Last updated

4.20 score 7 scripts 1.6k downloads

truncreg - Truncated Gaussian Regression Models

Estimation of regression models for truncated Gaussian variables by maximum likelihood.

Last updated

4.09 score 5 dependents 5.5k downloads

exams2learnr - Interface for 'exams' Exercises in 'learnr' Tutorials

Automatic generation of quizzes or individual questions for 'learnr' tutorials based on 'R/exams' exercises.

Last updated

3.70 score 332 downloads

topmodels - Infrastructure for Forecasting and Assessment of Probabilistic Models

Unified infrastructure for probabilistic models and distributional regressions: Probabilistic forecasting of in-sample and out-of-sample of probabilities, densities, quantiles, and moments. Probabilistic residuals and scoring via log-score (or log-likelihood), (continuous) ranked probability score, etc. Diagnostic graphics like rootograms, PIT histograms, (randomized) quantile residual Q-Q plots, and reliagrams (reliability diagrams).

Last updated

3.29 score 1 dependents 43 scripts

circtree - Regression Trees and Forests for Circular Responses

Infrastructure for fitting distributional trees and forests based on maximum-likelihood estimation of parameters for a circular response, as well as regression methods for a circular response based on maximum-likelihood estimation are provided. For both approaches the von Mises distribution is employed as circular response distribution.

Last updated

openmp

3.04 score 1 scripts

tth - TeX-to-HTML/MathML Translators TtH/TtM

C source code and R wrappers for the tth/ttm TeX-to-HTML/MathML translators.

Last updated

2.84 score 1.4k downloads

chaid - Chi-Squared Automatic Interaction Detection

An implementation of CHAID, a type of decision tree technique for a nominal scaled dependent variable published in 1980 by Gordon V. Kass. CHAID stands for Chi-Squared Automatic Interaction Detection and detects interactions between categorized variables of a data set, one of which is the dependent variable. The remaining variables may or may not be ordered. An algorithm for recursive partitioning is implemented, based on maximizing the significance of a chi-squared statistic for cross-tabulations between the dependent variable and the predictors at each partition. The data are partitioned into mutually exclusive, exhaustive subsets that best describe the dependent variable. Multiway splits are used by default.

Last updated

2.75 score 112 scripts

model4you - Stratified and Personalised Models Based on Model-Based Trees and Forests

Model-based trees for subgroup analyses in clinical trials and model-based forests for the estimation and prediction of personalised treatment effects (personalised models). Currently partitioning of linear models, lm(), generalised linear models, glm(), and Weibull models, survreg(), is supported. Advanced plotting functionality is supported for the trees and a test for parameter heterogeneity is provided for the personalised models. For details on model-based trees for subgroup analyses see Seibold, Zeileis and Hothorn (2016) <doi:10.1515/ijb-2015-0032>; for details on model-based forests for estimation of individual treatment effects see Seibold, Zeileis and Hothorn (2017) <doi:10.1177/0962280217693034>.

Last updated

2.25 score 16 scripts 454 downloads