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Detect Sensitive Points in the Tail
The goal of 'TailID' is to detect sensitive points in the tail of a dataset using techniques from Extreme Value Theory (EVT). It utilizes the Generalized Pareto Distribution (GPD) for assessing tail behavior and detecting inconsistent points with the Identical Distribution hypothesis of the tail. For more details see Manau (2025)
Robust Changepoint Detection for Functional and Multivariate Data
Detect and test for changes in covariance structures of functional data, as well as changepoint detection for multivariate data more generally. Method for detecting non-stationarity in resting state functional Magnetic Resonance Imaging (fMRI) scans as seen in Ramsay, K., & Chenouri, S. (2025)
Easily Download 'EconDataverse' Datasets
The 'EconDataverse' is a universe of open-source packages to work seamlessly with economic data. This package is designed to make it easy to download selected datasets that are preprocessed by 'EconDataverse' packages and publicly hosted on 'Hugging Face'. Learn more about the 'EconDataverse' at < https://www.econdataverse.org>.
Angle-Based Outlier Detection
Performs angle-based outlier detection on a given dataframe. Three methods are available, a full but slow implementation using all the data that has cubic complexity, a fully randomized one which is way more efficient and another using k-nearest neighbours. These algorithms are specially well suited for high dimensional data outlier detection.
Online Multivariate Changepoint Detection
Implementation of a simple algorithm designed for online multivariate changepoint detection of a mean in sparse changepoint settings. The algorithm is based on a modified cusum statistic and guarantees control of the type I error on any false discoveries, while featuring O(1) time and O(1) memory updates per series as well as a proven detection delay.
Supplementary Item Response Theory Models
Supplementary functions for item response models aiming
to complement existing R packages. The functionality includes among others
multidimensional compensatory and noncompensatory IRT models
(Reckase, 2009,
Detecting Breakpoints and Estimating Segments in Trend
A program for analyzing vegetation time series, with two algorithms: 1) change detection algorithm that detects trend changes, determines their type (abrupt or non-abrupt), and estimates their timing, magnitude, number, and direction; 2) generalization algorithm that simplifies the temporal trend into main features. The user can set the number of major breakpoints or magnitude of greatest changes of interest for detection, and can control the generalization process by setting an additional parameter of generalization-percentage.
Change Point Detection
Time series analysis of network connectivity. Detects and visualizes change points between networks.
Methods included in the package are discussed in depth in Baek, C., Gates, K. M., Leinwand, B., Pipiras, V. (2021)
"Two sample tests for high-dimensional auto-covariances"
Detecting Correlated Genomic Regions
Performs correlation matrix segmentation and applies a test procedure to detect highly correlated regions in gene expression.
Detection of domains in HiC data
This package allows you to detect domains in HiC data by rephrasing this problem as a two-dimensional segmentation issue.