Random Number Generators and Utilities

Provides a collection of random number generators for common and custom distributions, along with utility functions for sampling and simulation.

Random Cluster Generation (with Specified Degree of Separation)

We developed the clusterGeneration package to provide functions for generating random clusters, generating random covariance/correlation matrices, calculating a separation index (data and population version) for pairs of clusters or cluster distributions, and 1-D and 2-D projection plots to visualize clusters. The package also contains a function to generate random clusters based on factorial designs with factors such as degree of separation, number of clusters, number of variables, number of noisy variables.

Biased Urn Model Distributions

Statistical models of biased sampling in the form of univariate and multivariate noncentral hypergeometric distributions, including Wallenius' noncentral hypergeometric distribution and Fisher's noncentral hypergeometric distribution. See vignette("UrnTheory") for explanation of these distributions. Literature: Fog, A. (2008a). Calculation Methods for Wallenius' Noncentral Hypergeometric Distribution, Communications in Statistics, Simulation and Computation, 37(2) . Fog, A. (2008b). Sampling methods for Wallenius’ and Fisher’s noncentral hypergeometric distributions, Communications in Statistics—Simulation and Computation, 37(2) .

Randomized Singular Value Decomposition

Low-rank matrix decompositions are fundamental tools and widely used for data analysis, dimension reduction, and data compression. Classically, highly accurate deterministic matrix algorithms are used for this task. However, the emergence of large-scale data has severely challenged our computational ability to analyze big data. The concept of randomness has been demonstrated as an effective strategy to quickly produce approximate answers to familiar problems such as the singular value decomposition (SVD). The rsvd package provides several randomized matrix algorithms such as the randomized singular value decomposition (rsvd), randomized principal component analysis (rpca), randomized robust principal component analysis (rrpca), randomized interpolative decomposition (rid), and the randomized CUR decomposition (rcur). In addition several plot functions are provided.

Boost C++ Header Files

Boost provides free peer-reviewed portable C++ source libraries. A large part of Boost is provided as C++ template code which is resolved entirely at compile-time without linking. This package aims to provide the most useful subset of Boost libraries for template use among CRAN packages. By placing these libraries in this package, we offer a more efficient distribution system for CRAN as replication of this code in the sources of other packages is avoided. As of release 1.84.0-0, the following Boost libraries are included: 'accumulators' 'algorithm' 'align' 'any' 'atomic' 'beast' 'bimap' 'bind' 'circular_buffer' 'compute' 'concept' 'config' 'container' 'date_time' 'detail' 'dynamic_bitset' 'exception' 'flyweight' 'foreach' 'functional' 'fusion' 'geometry' 'graph' 'heap' 'icl' 'integer' 'interprocess' 'intrusive' 'io' 'iostreams' 'iterator' 'lambda2' 'math' 'move' 'mp11' 'mpl' 'multiprecision' 'numeric' 'pending' 'phoenix' 'polygon' 'preprocessor' 'process' 'propery_tree' 'qvm' 'random' 'range' 'scope_exit' 'smart_ptr' 'sort' 'spirit' 'tuple' 'type_traits' 'typeof' 'unordered' 'url' 'utility' 'uuid'.

Nonparametric Missing Value Imputation using Random Forest

The function 'missForest' in this package is used to impute missing values particularly in the case of mixed-type data. It uses a random forest (via 'ranger' or 'randomForest') trained on the observed values of a data matrix to predict the missing values. It can be used to impute continuous and/or categorical data including complex interactions and non-linear relations. It yields an out-of-bag (OOB) imputation error estimate without the need of a test set or elaborate cross-validation. It can be run in parallel to save computation time.

Generate Attractive Random Colors

Simple methods to generate attractive random colors. The random colors are from a wrapper of 'randomColor.js' < https://github.com/davidmerfield/randomColor>. In addition, it also generates optimally distinct colors based on k-means (inspired by 'IWantHue' < https://github.com/medialab/iwanthue>).

The Multivariate Normal and t Distributions, and Their Truncated Versions

Functions are provided for computing the density and the distribution function of multi-dimensional normal and "t" random variables, possibly truncated (on one side or two sides), and for generating random vectors sampled from these distributions, except sampling from the truncated "t". Moments of arbitrary order of a multivariate truncated normal are computed, and converted to cumulants up to order 4. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d=3, d>3, if d denotes the dimensionality.

Space-Filling Random and Quasi-Random Sequences

Generates random and quasi-random space-filling sequences. Supports the following sequences: 'Halton', 'Sobol', 'Owen'-scrambled 'Sobol', 'Owen'-scrambled 'Sobol' with errors distributed as blue noise, progressive jittered, progressive multi-jittered ('PMJ'), 'PMJ' with blue noise, 'PMJ02', and 'PMJ02' with blue noise. Includes a 'C++' 'API'. Methods derived from "Constructing Sobol sequences with better two-dimensional projections" (2012) S. Joe and F. Y. Kuo, "Progressive Multi-Jittered Sample Sequences" (2018) < https://graphics.pixar.com/library/ProgressiveMultiJitteredSampling/paper.pdf> Christensen, P., Kensler, A. and Kilpatrick, C., and "A Low-Discrepancy Sampler that Distributes Monte Carlo Errors as a Blue Noise in Screen Space" (2019) E. Heitz, B. Laurent, O. Victor, C. David and I. Jean-Claude, .

Accelerated Oblique Random Forests

Fit, interpret, and compute predictions with oblique random forests. Includes support for partial dependence, variable importance, passing customized functions for variable importance and identification of linear combinations of features. Methods for the oblique random survival forest are described in Jaeger et al., (2023) .