Coordinate System Transformations for Generic Map Data

Transform coordinates from a specified source to a specified target map projection. This uses the 'PROJ' library directly, by wrapping the 'PROJ' package which leverages 'libproj', otherwise the 'proj4' package. The 'reproj()' function is generic, methods may be added to remove the need for an explicit source definition. If 'proj4' is in use 'reproj()' handles the requirement for conversion of angular units where necessary. This is for use primarily to transform generic data formats and direct leverage of the underlying 'PROJ' library. (There are transformations that aren't possible with 'PROJ' and that are provided by the 'GDAL' library, a limitation which users of this package should be aware of.) The 'PROJ' library is available at < https://proj.org/>.

Generalized Estimation Equation Solver

Generalized Estimation Equation solver.

Latent Variable Analysis

Fit a variety of latent variable models, including confirmatory factor analysis, structural equation modeling and latent growth curve models.

Mixed FLP and ML Estimation of ETAS Space-Time Point Processes for Earthquake Description

Estimation of the components of an ETAS (Epidemic Type Aftershock Sequence) model for earthquake description. Non-parametric background seismicity can be estimated through FLP (Forward Likelihood Predictive). New version 2.0.0: covariates have been introduced to explain the effects of external factors on the induced seismicity; the parametrization has been changed; Chiodi, Adelfio (2017).

Functions for Drawing Ellipses and Ellipse-Like Confidence Regions

Contains various routines for drawing ellipses and ellipse-like confidence regions, implementing the plots described in Murdoch and Chow (1996, ). There are also routines implementing the profile plots described in Bates and Watts (1988, ).

Quantile Regression

Estimation and inference methods for models for conditional quantile functions: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also now included. See Koenker, R. (2005) Quantile Regression, Cambridge U. Press, and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, .

Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

Provides functions for the Bayesian analysis of extreme value models. The 'rust' package < https://cran.r-project.org/package=rust> is used to simulate a random sample from the required posterior distribution. The functionality of 'revdbayes' is similar to the 'evdbayes' package < https://cran.r-project.org/package=evdbayes>, which uses Markov Chain Monte Carlo ('MCMC') methods for posterior simulation. In addition, there are functions for making inferences about the extremal index, using the models for threshold inter-exceedance times of Suveges and Davison (2010) and Holesovsky and Fusek (2020) . Also provided are d,p,q,r functions for the Generalised Extreme Value ('GEV') and Generalised Pareto ('GP') distributions that deal appropriately with cases where the shape parameter is very close to zero.

Improved Predictors

Improved predictive models by indirect classification and bagging for classification, regression and survival problems as well as resampling based estimators of prediction error.

Extra Analysis Results Data Utilities

Create extra Analysis Results Data (ARD) summary objects. The package supplements the simple ARD functions from the 'cards' package, exporting functions to put statistical results in the ARD format. These objects are used and re-used to construct summary tables, visualizations, and written reports.

Helpers for Model Coefficients Tibbles

Provides suite of functions to work with regression model 'broom::tidy()' tibbles. The suite includes functions to group regression model terms by variable, insert reference and header rows for categorical variables, add variable labels, and more.