Examples: visualization, C++, networks, data cleaning, html widgets, ropensci.

Found 138 packages in 0.01 seconds

btb — by Solène Colin, 5 months ago

Beyond the Border - Kernel Density Estimation for Urban Geography

The kernelSmoothing() function allows you to square and smooth geolocated data. It calculates a classical kernel smoothing (conservative) or a geographically weighted median. There are four major call modes of the function. The first call mode is kernelSmoothing(obs, epsg, cellsize, bandwidth) for a classical kernel smoothing and automatic grid. The second call mode is kernelSmoothing(obs, epsg, cellsize, bandwidth, quantiles) for a geographically weighted median and automatic grid. The third call mode is kernelSmoothing(obs, epsg, cellsize, bandwidth, centroids) for a classical kernel smoothing and user grid. The fourth call mode is kernelSmoothing(obs, epsg, cellsize, bandwidth, quantiles, centroids) for a geographically weighted median and user grid. Geographically weighted summary statistics : a framework for localised exploratory data analysis, C.Brunsdon & al., in Computers, Environment and Urban Systems C.Brunsdon & al. (2002) , Statistical Analysis of Spatial and Spatio-Temporal Point Patterns, Third Edition, Diggle, pp. 83-86, (2003) .

drat — by Dirk Eddelbuettel, 10 months ago

'Drat' R Archive Template

Creation and use of R Repositories via helper functions to insert packages into a repository, and to add repository information to the current R session. Two primary types of repositories are support: gh-pages at GitHub, as well as local repositories on either the same machine or a local network. Drat is a recursive acronym: Drat R Archive Template.

washr — by Colin Walder, 10 months ago

Publication Toolkit for Water, Sanitation and Hygiene (WASH) Data

A toolkit to set up an R data package in a consistent structure. Automates tasks like tidy data export, data dictionary documentation, README and website creation, and citation management.

msae — by Novia Permatasari, 3 years ago

Multivariate Fay Herriot Models for Small Area Estimation

Implements multivariate Fay-Herriot models for small area estimation. It uses empirical best linear unbiased prediction (EBLUP) estimator. Multivariate models consider the correlation of several target variables and borrow strength from auxiliary variables to improve the effectiveness of a domain sample size. Models which accommodated by this package are univariate model with several target variables (model 0), multivariate model (model 1), autoregressive multivariate model (model 2), and heteroscedastic autoregressive multivariate model (model 3). Functions provide EBLUP estimators and mean squared error (MSE) estimator for each model. These models were developed by Roberto Benavent and Domingo Morales (2015) .

futureheatwaves — by Brooke Anderson, 9 years ago

Find, Characterize, and Explore Extreme Events in Climate Projections

Inputs a directory of climate projection files and, for each, identifies and characterizes heat waves for specified study locations. The definition used to identify heat waves can be customized. Heat wave characterizations include several metrics of heat wave length, intensity, and timing in the year. The heat waves that are identified can be explored using a function to apply user-created functions across all generated heat wave files.This work was supported in part by grants from the National Institute of Environmental Health Sciences (R00ES022631), the National Science Foundation (1331399), and the Colorado State University Vice President for Research.

testassay — by Michael C Sachs, 5 years ago

A Hypothesis Testing Framework for Validating an Assay for Precision

A common way of validating a biological assay for is through a procedure, where m levels of an analyte are measured with n replicates at each level, and if all m estimates of the coefficient of variation (CV) are less than some prespecified level, then the assay is declared validated for precision within the range of the m analyte levels. Two limitations of this procedure are: there is no clear statistical statement of precision upon passing, and it is unclear how to modify the procedure for assays with constant standard deviation. We provide tools to convert such a procedure into a set of m hypothesis tests. This reframing motivates the m:n:q procedure, which upon completion delivers a 100q% upper confidence limit on the CV. Additionally, for a post-validation assay output of y, the method gives an ``effective standard deviation interval'' of log(y) plus or minus r, which is a 68% confidence interval on log(mu), where mu is the expected value of the assay output for that sample. Further, the m:n:q procedure can be straightforwardly applied to constant standard deviation assays. We illustrate these tools by applying them to a growth inhibition assay. This is an implementation of the methods described in Fay, Sachs, and Miura (2018) .

RPushbullet — by Dirk Eddelbuettel, 4 years ago

R Interface to the Pushbullet Messaging Service

An R interface to the Pushbullet messaging service which provides fast and efficient notifications (and file transfer) between computers, phones and tablets. An account has to be registered at the site < https://www.pushbullet.com> site to obtain a (free) API key.

stampr — by Jed Long, 2 years ago

Spatial Temporal Analysis of Moving Polygons

Perform spatial temporal analysis of moving polygons; a longstanding analysis problem in Geographic Information Systems. Facilitates directional analysis, distance analysis, and some other simple functionality for examining spatial-temporal patterns of moving polygons.

WeightedPortTest — by Thomas J. Fisher, 2 years ago

Weighted Portmanteau Tests for Time Series Goodness-of-Fit

An implementation of the Weighted Portmanteau Tests described in "New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing" published by the Journal of the American Statistical Association, Volume 107, Issue 498, pages 777-787, 2012.

mermboost — by Lars Knieper, 4 months ago

Gradient Boosting for Generalized Additive Mixed Models

Provides a novel framework to estimate mixed models via gradient boosting. The implemented functions are based on the 'mboost' and 'lme4' packages, and the family range is therefore determined by 'lme4'. A correction mechanism for cluster-constant covariates is implemented, as well as estimation of the covariance of random effects. These methods are described in the accompanying publication; see for details.