Access Australian Electoral Commission Data

Provides clean, tidy access to Australian Electoral Commission (AEC) federal election data. Includes results for the House of Representatives and Senate from 2007 onwards, at both division and polling place level. Data is downloaded directly from the AEC < https://results.aec.gov.au> on first use and cached locally for subsequent calls.

Inflation Adjustment for Historical Currency Values

Convert historical monetary values into their present-day equivalents using bundled CPI (Consumer Price Index) and GDP deflator data sourced from the World Bank Development Indicators. Supports British pounds (GBP), Australian dollars (AUD), US dollars (USD), Euro (EUR), Canadian dollars (CAD), Japanese yen (JPY), Chinese yuan (CNY), Swiss francs (CHF), New Zealand dollars (NZD), Indian rupees (INR), South Korean won (KRW), Brazilian reais (BRL), and Norwegian krone (NOK). Currency codes and country names are both accepted as input.

Discriminative Random Walk with Restart

We present DRaWR, a network-based method for ranking genes or properties related to a given gene set. Such related genes or properties are identified from among the nodes of a large, heterogeneous network of biological information. Our method involves a random walk with restarts, performed on an initial network with multiple node and edge types, preserving more of the original, specific property information than current methods that operate on homogeneous networks. In this first stage of our algorithm, we find the properties that are the most relevant to the given gene set and extract a subnetwork of the original network, comprising only the relevant properties. We then rerank genes by their similarity to the given gene set, based on a second random walk with restarts, performed on the above subnetwork.

Wrangling Longitudinal Survival Data

Streamlines the process of transitioning between data formats commonly used in survival analysis. Functions convert longitudinal data between formats used as input for survival models as well as support overall preparation. Users are able to focus on model building rather than data wrangling.

Access the 'Anthropic Economic Index' Dataset

Provides clean, tidy access to the 'Anthropic Economic Index' (AEI) dataset hosted on 'Hugging Face' < https://huggingface.co/datasets/Anthropic/EconomicIndex>. The AEI is a recurring release from 'Anthropic' that maps usage of the 'Claude' family of large language models to occupations and tasks using the 'O*NET' taxonomy and the 'Standard Occupational Classification' system, following the methodology of Handa et al. (2025) and the privacy-preserving system 'Clio' of Tamkin et al. (2024) . Functions list available releases, fetch raw and enriched usage tables, retrieve task statements, request hierarchies, and country-level breakdowns, compare two releases, join the index to user-supplied data on a shared key, and compute usage-concentration metrics (Herfindahl-Hirschman Index, top-N concentration ratios, Shannon entropy). Data is cached locally for subsequent calls. Reproducibility helpers produce 'BibTeX' or plain-text citations that include the methodological source paper. This product uses the 'Anthropic Economic Index' data (released under CC-BY by 'Anthropic') but is not endorsed or certified by 'Anthropic'.

Process and Visualize Evolve & Resequence Experiments

Handle data from evolve and resequence experiments. Measured allele frequencies (e.g., from variants called from high-throughput sequencing data) are compared using an update of the PsiSeq algorithm (Earley, Eric and Corbin Jones (2011) ). Functions for saving and loading important files are also included, as well as functions for basic data visualization.

Access 'NOAA' Climate and Weather Data

Provides clean, tidy access to climate and weather data from the 'National Oceanic and Atmospheric Administration' ('NOAA') via the 'National Centers for Environmental Information' ('NCEI') Data Service API < https://www.ncei.noaa.gov/access/services/data/v1>. Covers daily weather observations, monthly and annual summaries, and 30-year climate normals from over 100,000 stations across 180 countries. No API key is required. Dedicated functions handle the most common datasets, while a generic fetcher provides access to all 'NCEI' datasets. Station discovery functions help users find stations by location or name. Data is downloaded on first use and cached locally for subsequent calls. This package is not endorsed or certified by 'NOAA'.

Conformal Prediction and Uncertainty Quantification

Implements conformal prediction methods for constructing prediction intervals (regression) and prediction sets (classification) with finite-sample coverage guarantees. Methods include split conformal, 'CV+' and 'Jackknife+' (Barber et al. 2021) , 'Conformalized Quantile Regression' (Romano et al. 2019) , 'Adaptive Prediction Sets' (Romano, Sesia, Candes 2020) , 'Regularized Adaptive Prediction Sets' (Angelopoulos et al. 2021) , Mondrian conformal prediction for group-conditional coverage (Vovk et al. 2005), weighted conformal prediction for covariate shift (Tibshirani et al. 2019), and adaptive conformal inference for sequential prediction (Gibbs and Candes 2021). All methods are distribution-free and provide calibrated uncertainty quantification without parametric assumptions. Works with any model that can produce predictions from new data, including 'lm', 'glm', 'ranger', 'xgboost', and custom user-defined models.

Monetary Policy Shock Series for Empirical Macroeconomics

Provides a curated multi-country collection of monetary policy shock and stance series from the empirical macroeconomics literature, bundled as tidy data frames with provenance metadata. Version 0.1.0 includes thirteen series covering the United States, United Kingdom, and Australia: for the US, the policy news shock of Nakamura and Steinsson (2018) , the orthogonalised surprise of Bauer and Swanson (2023) , the target and path factors of the Swanson (2021) extension of Gurkaynak, Sack, and Swanson (2005), the pure monetary policy and central bank information shocks of Jarocinski and Karadi (2020) , the informationally-robust shock of Miranda-Agrippino and Ricco (2021) , and the shadow federal funds rate of Wu and Xia (2016) ; for the UK, the UK Monetary Policy Event-Study Database of Braun, Miranda-Agrippino, and Saha (2025) , the high-frequency surprise of Cesa-Bianchi, Thwaites, and Vicondoa (2020) , and the narrative shock of Cloyne and Hurtgen (2016) ; for Australia, the three-component RBA surprise of Hambur and Haque (2023) and the credit-spread-augmented RBA narrative shock of Beckers (2020). Helpers support date alignment, frequency conversion, and shock cumulation. All data is bundled; no runtime network access is required.

Economic Nowcasting with Bridge Equations and Real-Time Evaluation

Provides bridge equations with optional autoregressive terms for nowcasting low-frequency macroeconomic variables (e.g. quarterly GDP) from higher-frequency indicators (e.g. monthly retail sales). Handles the ragged-edge problem where different indicators have different publication lags via mixed-frequency alignment. Includes pseudo-real-time evaluation with expanding or rolling windows, and the Diebold-Mariano test for comparing forecast accuracy following Harvey, Leybourne, and Newbold (1997) . No API calls; designed to work with data from any source.