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Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models
Maximum likelihood estimation of the parameters of a fractionally differenced ARIMA(p,d,q) model (Haslett and Raftery, Appl.Statistics, 1989); including inference and basic methods. Some alternative algorithms to estimate "H".
Stable Distribution Functions
Density, Probability and Quantile functions, and random number generation for (skew) stable distributions, using the parametrizations of Nolan.
Normal aka Gaussian 1-d Mixture Models
Onedimensional Normal (i.e. Gaussian) Mixture Models (S3) Classes, for, e.g., density estimation or clustering algorithms research and teaching; providing the widely used Marron-Wand densities. Efficient random number generation and graphics. Fitting to data by efficient ML (Maximum Likelihood) or traditional EM estimation.
Computations and Approximations for Bessel Functions
Computations for Bessel function for complex, real and partly 'mpfr' (arbitrary precision) numbers; notably interfacing TOMS 644; approximations for large arguments, experiments, etc.
Hartigan's Dip Test Statistic for Unimodality - Corrected
Compute Hartigan's dip test statistic for unimodality / multimodality and provide a test with simulation based p-values, where the original public code has been corrected.
A Collection of Functions to Implement a Class for Univariate Polynomial Manipulations
A collection of functions to implement a class for univariate polynomial manipulations.
Companion to Applied Regression
Functions to Accompany J. Fox and S. Weisberg, An R Companion to Applied Regression, Third Edition, Sage, 2019.
Constrained B-Splines (Sparse Matrix Based)
Qualitatively Constrained (Regression) Smoothing Splines via Linear Programming and Sparse Matrices.
Multiple Precision Arithmetic
Multiple Precision Arithmetic (big integers and rationals, prime number tests, matrix computation), "arithmetic without limitations" using the C library GMP (GNU Multiple Precision Arithmetic).
Hexagonal Binning Routines
Binning and plotting functions for hexagonal bins.