Lots of Superior Depictions

Create lots of colorful plots in a plethora of variations. Try the LSD demotour().

Create Multi-Format Regression Tables

Create publication-ready regression tables in multiple formats, including 'Word', 'HTML', 'LaTeX', and 'PDF', from statistical models. Supports lm() and glm() models. Includes options for marginal effects, control variable grouping, and robust standard errors using methods described in Zeileis (2004) . Tables can be exported to 'Word' via 'flextable' or to 'LaTeX' for 'PDF' output.

Binning Variables to Use in Logistic Regression

Fast binning of multiple variables using parallel processing. A summary of all the variables binned is generated which provides the information value, entropy, an indicator of whether the variable follows a monotonic trend or not, etc. It supports rebinning of variables to force a monotonic trend as well as manual binning based on pre specified cuts. The cut points of the bins are based on conditional inference trees as implemented in the partykit package. The conditional inference framework is described by Hothorn T, Hornik K, Zeileis A (2006) .

Easy Visualization of Conditional Effects from Regression Models

Offers a flexible and user-friendly interface for visualizing conditional effects from a broad range of regression models, including mixed-effects and generalized additive (mixed) models. Compatible model types include lm(), rlm(), glm(), glm.nb(), betareg(), and gam() (from 'mgcv'); nonlinear models via nls(); generalized least squares via gls(); and survival models via coxph() (from 'survival'). Mixed-effects models with random intercepts and/or slopes can be fitted using lmer(), glmer(), glmer.nb(), glmmTMB(), or gam() (from 'mgcv', via smooth terms). Plots are rendered using base R graphics with extensive customization options. Approximate confidence intervals for nls() and betareg() models are computed using the delta method. Robust standard errors for rlm() are computed using the sandwich estimator (Zeileis 2004) . For beta regression using 'betareg', see Cribari-Neto and Zeileis (2010) . For mixed-effects models with 'lme4', see Bates et al. (2015) . For models using 'glmmTMB', see Brooks et al. (2017) . Methods for generalized additive models using 'mgcv' follow Wood (2017) .

Support for Compiling Examination Tasks using the 'exams' Package

The main aim is to further facilitate the creation of exercises based on the package 'exams' by Grün, B., and Zeileis, A. (2009) . Creating effective student exercises involves challenges such as creating appropriate data sets and ensuring access to intermediate values for accurate explanation of solutions. The functionality includes the generation of univariate and bivariate data including simple time series, functions for theoretical distributions and their approximation, statistical and mathematical calculations for tasks in basic statistics courses as well as general tasks such as string manipulation, LaTeX/HTML formatting and the editing of XML task files for 'Moodle'.

Audit 'ggplot2' Visualizations for Accessibility and Best Practices

Audits 'ggplot2' visualizations for accessibility issues, misleading practices, and readability problems. Checks for color accessibility concerns including colorblind-unfriendly palettes, misleading scale manipulations such as truncated axes and dual y-axes, text readability issues like small fonts and overlapping labels, and general accessibility barriers. Provides comprehensive audit reports with actionable suggestions for improvement. Color vision deficiency simulation uses methods from the 'colorspace' package Zeileis et al. (2020) . Contrast calculations follow WCAG 2.1 guidelines (W3C 2018 < https://www.w3.org/WAI/WCAG21/Understanding/contrast-minimum>).

Intersectional Differential Item Functioning Analysis

A toolkit for detecting Differential Item Functioning (DIF) using Logistic Regression (LR) as described in Swaminathan and Rogers (1990) , the IRT Likelihood Ratio Test (LRT) following Thissen, Steinberg & Wainer (1993, ISBN:0-8058-0972-4), and model-based recursive partitioning (MOB) as implemented in 'strucchange' following Strobl, Kopf and Zeileis (2015) . Designed for both standard two-group and intersectional multi-group designs, 'iDIFr' prioritises effect size reporting alongside statistical significance, clear guidance on group construction, and interpretable output suitable for applied testing contexts. Built-in Intersectional Contrast Analysis (ICA) classifies items as amplified, pure-intersection, obscured, or none by comparing single-variable and intersectional analyses.

Drug Demand Forecasting

Performs drug demand forecasting by modeling drug dispensing data while taking into account predicted enrollment and treatment discontinuation dates. The gap time between randomization and the first drug dispensing visit is modeled using interval-censored exponential, Weibull, log-logistic, or log-normal distributions (Anderson-Bergman (2017) ). The number of skipped visits is modeled using Poisson, zero-inflated Poisson, or negative binomial distributions (Zeileis, Kleiber & Jackman (2008) ). The gap time between two consecutive drug dispensing visits given the number of skipped visits is modeled using linear regression based on least squares or least absolute deviations (Birkes & Dodge (1993, ISBN:0-471-56881-3)). The number of dispensed doses is modeled using linear or linear mixed-effects models (McCulloch & Searle (2001, ISBN:0-471-19364-X)).

Convergence and Dynamic Factor Models

Tests convergence in macro-financial panels combining Dynamic Factor Models (DFM) and mean-reverting, discrete-time Ornstein-Uhlenbeck/AR(1) factor processes. Provides: (i) static factor extraction with VAR stability checks, Portmanteau tests and rolling out-of-sample R^2, in the spirit of Stock and Watson (2002) and the Generalized Dynamic Factor Model of Forni, Hallin, Lippi and Reichlin (2000) ; (ii) cointegration analysis a la Johansen (1988) ; (iii) Bayesian factor-OU/AR(1) estimation with convergence and half-life summaries grounded in Uhlenbeck and Ornstein (1930) and Vasicek (1977) , with full Markov chain Monte Carlo convergence diagnostics; (iv) heteroskedasticity-consistent (HC) and, when the suggested 'sandwich' (Zeileis (2004) ) and 'lmtest' packages are available, heteroskedasticity- and autocorrelation- consistent (HAC) robust inference, with a self-contained HC fallback; (v) coupling significance tests based on time-shift / block-bootstrap nulls that preserve marginal dynamics while breaking cross-series dependence; and (vi) optional PLS-based factor preselection (Mevik and Wehrens (2007) ). Functions emphasize reproducibility (explicit seeds throughout) and clear, publication-ready summaries.