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Functions are provided for computing the density and the distribution function of multivariate normal and "t" random variables, and for generating random vectors sampled from these distributions. Probabilities are computed via non-Monte Carlo methods; different routines are used in the case d=1, d=2, d>2, if d denotes the number of dimensions.
Last Release on Jan 20, 2018
Functions for fitting and working with generalized additive models, as described in chapter 7 of "Statistical Models in S" (Chambers and Hastie (eds), 1991), and "Generalized Additive Models" (Hastie and Tibshirani, 1990).
Last Release on Jan 20, 2018
Lp_solve is freely available (under LGPL 2) software for solving linear, integer and mixed integer programs. In this implementation we supply a "wrapper" function in C and some R functions that solve general linear/integer problems, assignment problems, and transportation problems. This version calls lp_solve version 5.5.
Last Release on Jan 20, 2018
Routines to find the root of nonlinear functions, and to perform steady-state and equilibrium analysis of ordinary differential equations (ODE). Includes routines that: (1) generate gradient and Jacobian matrices (full and banded), (2) find roots of non-linear equations by the Newton-Raphson method, (3) estimate steady-state conditions of a system of (differential) equations in full, banded or sparse form, using the Newton-Raphson method, or by dynamically running, (4) solve the steady-state conditions for ...
Last Release on Jan 20, 2018
Basic wavelet routines for time series and image analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000) along with Gencay, Selcuk and Whitcher (2001). All figures in chapters 4-7 of GSW are reproducible using this package and R code available at the book website below.
Last Release on Jan 20, 2018
Functions that solve initial value problems of a system of first-order ordinary differential equations (ODE), of partial differential equations (PDE), of differential algebraic equations (DAE), and of delay differential equations. The functions provide an interface to the FORTRAN functions lsoda, lsodar, lsode, lsodes of the ODEPACK collection, to the FORTRAN functions dvode and daspk and a C-implementation of solvers of the Runge-Kutta family with fixed or variable time steps. The package contains ...
Last Release on Jan 20, 2018
Indices, heuristics and strategies to help determine the number of factors/components to retain: 1. Acceleration factor (af with or without Parallel Analysis); 2. Optimal Coordinates (noc with or without Parallel Analysis); 3. Parallel analysis (components, factors and bootstrap); 4. lambda > mean(lambda) (Kaiser, CFA and related); 5. Cattell-Nelson-Gorsuch (CNG); 6. Zoski and Jurs multiple regression (b, t and p); 7. Zoski and Jurs standard error of the regression coeffcient (sescree); 8. Nelson R2; 9. ...
Last Release on Jan 20, 2018


Functions that (1.) Find the minimum/maximum of a linear or quadratic function: min or max (f(x)), where f(x) = ||Ax-b||^2 or f(x) = sum(ai*xi) subject to equality constraints Ex=f and/or inequality constraints Gx>=h. (2.) Sample an underdetermined- or overdetermined system Ex=f subject to Gx>=h, and if applicable Ax~=b. (3.) Solve a linear system Ax=B for the unknown x. Includes banded and tridiagonal linear systems. The package calls Fortran functions from LINPACK
Last Release on Jan 20, 2018
Compute time-dependent ROC curve from censored survival data using Kaplan-Meier (KM) or Nearest Neighbor Estimation (NNE) method of Heagerty, Lumley & Pepe (Biometrics, Vol 56 No 2, 2000, PP 337-344)
Last Release on Jan 20, 2018
Implements quantile smoothing as introduced in: Quantile smoothing of array CGH data; Eilers PH, de Menezes RX; Bioinformatics. 2005 Apr 1;21(7):1146-53.
Last Release on Jan 20, 2018