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44 projects in result set. Displaying 20 per page. Projects sorted by activity ranking.
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0. Modelling Peaks Over Threshold - The project consists in developing functions for peaks over threshold modeling. Most of results come from the extreme value theory (EVT). The EVT is currently extensively used, mostly in environmental sciences and finance.
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- Development Status : 5 - Production/Stable [Filter]
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- Topic : Finance : Risk Management : Value at Risk [Filter]
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Registered: 2007-09-21 14:29 |
1. Genome-wide analysis using MOSS - Performs genome-wide analysis of dense SNP array data using the mode oriented stochastic search (MOSS) algorithm in a case-control design. Includes preprocessing of the data from Plink format to the format required by the MOSS algorithm.
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- Development Status : 3 - Alpha [Filter]
- Environment : Console (Text Based) [Filter]
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- Topic : Bayesian Statistics [Filter]
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- Topic : Graphical Models [Filter]
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Registered: 2011-01-07 17:53 |
2. quantmod: financial modelling - Designed to bring fast, full, and extensible access of R statistical tools to the quantitative developer.
This project has moved from R-Forge to GitHub:
https://github.com/joshuaulrich/quantmod
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- Topic : Econometrics [Filter]
- Topic : Finance : Data and Date Management [Filter]
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Registered: 2008-01-10 19:53 |
3. Optimist - This project will comprise different approaches in global and discrete optimization, e.g. a simple evolutionary algorithm for global problems, some 'knapsack' procedures and discrete optimization routines, and a collection of optimization test routines.
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- Development Status : 4 - Beta [Filter]
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- Topic : Numerical Analysis [Filter]
- Topic : Optimization [Filter]
- Topic : Time Series [Filter]
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Registered: 2011-03-14 17:35 |
4. Mixed-pair mutual information estimators - Fast calculation mutual information for comparisons between all types of variables including continuous vs continuous, continuous vs discrete and discrete vs discrete. Also provides jackknife bias correction and tests for association.
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- Development Status : 4 - Beta [Filter]
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- Topic : Bioinformatics [Filter]
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Registered: 2012-08-10 08:48 |
5. robustbase - Basic Robust Statistics - R package for "Essential" Robust Statistics: Tools for data analysis with robust methods; incl. regression & multivariate stats; targeting to cover "Robust Statistics, Theory and Methods" by Maronna, Martin and Yohai; 2006.
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- Development Status : 5 - Production/Stable [Filter]
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- Natural Language : German [Filter]
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- Topic : Multivariate Statistics : Modelling Non-Gaussian Data [Filter]
- Topic : Regression Models [Filter]
- Topic : Robust Statistics [Filter]
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Registered: 2007-08-17 15:17 |
6. Rmetrics - Computational Finance - Rmetrics is an open source solution for teaching financial market analysis and valuation of financial instruments. With hundreds of functions build on modern methods, Rmetrics combines explorative data analysis and statistical modelling.
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- Development Status : 4 - Beta [Filter]
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- Topic : Econometrics [Filter]
- Topic : Education [Filter]
- Topic : Finance [Filter]
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Registered: 2008-03-01 16:55 |
7. Evolution simulation and classification - After measuring gene frequencies of modern populations that have a common ancestor, we estimate ancestral allele frequency and selection state for each gene. A bayesian model is used and verified using the included simulator.
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- Development Status : 4 - Beta [Filter]
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- Topic : Bayesian Statistics : Specific Model Fitting [Filter]
- Topic : Bioinformatics : Statistics [Filter]
- Topic : Genetics : Population Genetics [Filter]
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Registered: 2009-07-30 17:27 |
8. Non-Additive Inverses - A package to construct Non-Additive Genetic relatedness matrices and their generalized inverses for inclusion in quantitative genetic analyses using the 'animal model'.
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- Development Status : 5 - Production/Stable [Filter]
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- Topic : Biostatistics & Medical Statistics [Filter]
- Topic : Genetics [Filter]
- Topic : Multivariate Statistics : Linear Models [Filter]
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Registered: 2011-11-10 03:57 |
9. waveslim: Wavelet methods for 1/2/3D - Basic wavelet routines for the processing/analysis/inference of time series, images and 3D arrays. The code provided here is based on Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); Kingsbury (1999); and Selesnick (200?).
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- Development Status : 4 - Beta [Filter]
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- Topic : Econometrics [Filter]
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- Topic : Time Series [Filter]
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Registered: 2009-02-26 17:20 |
10. related - Genetic relatedness in R - An R package that allows users to estimate pairwise relatedness of individuals based on codominant molecular markers, and also has simulation functions for comparing the performance of different estimators and for testing the resolution of a data set.
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- Development Status : 5 - Production/Stable [Filter]
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- Topic : Genetics : Population Genetics [Filter]
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Registered: 2014-04-09 08:33 |
11. BiplotGUI: Interactive Biplots in R - BiplotGUI allows users to construct and interact with biplots in 2D or 3D. Observations are represented as points while variables are represented as calibrated biplot axes. Such biplots are multivariate analogues of ordinary scatter plots.
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- Development Status : 3 - Alpha [Filter]
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- Programming Language : Tcl [Filter]
- Topic : Graphics : Dynamic Graphics [Filter]
- Topic : Multivariate Statistics : Principal Coordinates / Scaling Methods [Filter]
- Topic : Multivariate Statistics : Visualising Multivariate Data [Filter]
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Registered: 2008-07-31 11:52 |
12. frontier: Stochastic Frontier Analysis - Maximum Likelihood Estimation of Stochastic Frontier Production and Cost Functions. Two specifications are available: the error components model (Battese and Coelli, 1992) and the efficiency effects model (Battese and Coelli, 1995).
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- Development Status : 4 - Beta [Filter]
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- Topic : Econometrics : Further Regression Models [Filter]
- Topic : Econometrics : Microeconometrics [Filter]
- Topic : Regression Models [Filter]
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Registered: 2008-10-19 20:27 |
13. randomForest - randomForest provides an R interface to the classification and regression algorithm proposed by Leo Breiman.
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- Topic : Machine Learning : Random Forests [Filter]
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Registered: 2009-09-14 13:01 |
14. libamtrack - This package is the R interface to the open-source, ANSI C library libamtrack (http://libamtrack.dkfz.org). It provides computational routines for research in proton and ion beam therapy.
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- Development Status : 4 - Beta [Filter]
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- Topic : Computational Physics [Filter]
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Registered: 2014-06-28 12:14 |
15. mvtnorm: Multivariate normal and t Distr - Computes multivariate normal and t probabilities, quantiles, random deviates and densities.
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- Development Status : 5 - Production/Stable [Filter]
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- Topic : Multivariate Statistics : Multivariate Distributions [Filter]
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Registered: 2008-04-03 21:30 |
16. Local Depth - The package "localdepth" contains functions for the evaluation of some Depth functions and their corresponding local versions, namely Local Depths. Simplicial, Ellipsoid and Mahalanobis Depths are implemented for general dimension.
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- Development Status : 2 - Pre-Alpha [Filter]
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- Topic : Cluster Analysis : Hierarchical Clustering [Filter]
- Topic : Multivariate Statistics [Filter]
- Topic : Robust Statistics [Filter]
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Registered: 2008-09-16 15:34 |
17. OriGen - This package implements methods for spatial ancestry described in the paper "Fast Spatial Ancestry via Flexible Allele Frequency Surfaces" published in Bioinformatics 2014.
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- Development Status : 5 - Production/Stable [Filter]
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- Topic : Genetics : Population Genetics [Filter]
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Registered: 2014-08-26 19:51 |
18. UCMINF - unconstrained optimization - UCMINF - An algoriithm for unconstrained non-linear optimization
The algorithm is of quasi-Newton type with BFGS updating of the inverse Hessian and soft line search with a trust region type monitoring of the input to the line search algorithm.
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Registered: 2008-12-08 18:53 |
19. Technical Trading Rules - Technical analysis and other functions to construct technical trading rules with R.
This project has moved from R-Forge to GitHub :
https://github.com/joshuaulrich/TTR
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Registered: 2008-01-05 14:36 |
44 projects in result set. Displaying 20 per page. Projects sorted by activity ranking.
<1>
