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Bayesian Cluster Validity Index
Algorithms for computing and generating plots with and without error bars for Bayesian cluster validity index (BCVI) (O. Preedasawakul, and N. Wiroonsri, A Bayesian Cluster Validity Index, Computational Statistics & Data Analysis, 202, 108053, 2025.
Design of Portfolio of Stocks to Track an Index
Computation of sparse portfolios for financial index tracking, i.e., joint
selection of a subset of the assets that compose the index and computation
of their relative weights (capital allocation). The level of sparsity of the
portfolios, i.e., the number of selected assets, is controlled through a
regularization parameter. Different tracking measures are available, namely,
the empirical tracking error (ETE), downside risk (DR), Huber empirical
tracking error (HETE), and Huber downside risk (HDR). See vignette for a
detailed documentation and comparison, with several illustrative examples.
The package is based on the paper:
K. Benidis, Y. Feng, and D. P. Palomar, "Sparse Portfolios for High-Dimensional
Financial Index Tracking," IEEE Trans. on Signal Processing, vol. 66, no. 1,
pp. 155-170, Jan. 2018.
Calculates the Density-Based Clustering Validation (DBCV) Index
A metric called 'Density-Based Clustering Validation index' (DBCV) index to evaluate clustering results, following the < https://github.com/pajaskowiak/clusterConfusion/blob/main/R/dbcv.R> 'R' implementation by Pablo Andretta Jaskowiak. Original 'DBCV' index article: Moulavi, D., Jaskowiak, P. A., Campello, R. J., Zimek, A., and Sander, J. (April 2014), "Density-based clustering validation", Proceedings of SDM 2014 -- the 2014 SIAM International Conference on Data Mining (pp. 839-847),
Turn Vectors and Lists of Vectors into Indexed Structures
Package designed for working with vectors and lists of vectors, mainly for turning them into other indexed data structures.
Compute Seasonality Index, Seasonalized and Deseaonalised the Time Series Data
The computation of a seasonal index is a fundamental step in time-series forecasting when the data exhibits seasonality. Specifically, a seasonal index quantifies — for each season (e.g. month, quarter, week) — the relative magnitude of the seasonal effect compared to the overall average level of the series. This package has been developed to compute seasonal index for time series data and it also seasonalise and desesaonalise the time series data.
Activity Index Calculation using Raw 'Accelerometry' Data
Reads raw 'accelerometry' from 'GT3X+' data and
plain table data to calculate Activity Index from 'Bai et al.' (2016)
Fit Probabilistic Index Models
Fit a probabilistic index model as described in
Thas et al, 2012:
Plant Stress Response Index Calculator
Calculate Plant Stress Response Index (PSRI) from time-series
germination data with optional radicle vigor integration. Built on the
methodological foundation of the Osmotic Stress Response Index (OSRI)
framework developed by Walne et al. (2020)
Calculates a Natural Capital Assets Index
Calculates a regional natural capital assets index (NCAI) following the methodology designed by NatureScot for Scotland as described in Albon, Balana, Brooker & Eastwood (2014) < https://www.nature.scot/sites/default/files/2025-06/naturescot-commissioned-report-751.pdf> and McKenna et al. (2019)
Access the 'Anthropic Economic Index' Dataset
Provides clean, tidy access to the 'Anthropic Economic Index'
(AEI) dataset hosted on 'Hugging Face'
< https://huggingface.co/datasets/Anthropic/EconomicIndex>. The AEI
is a recurring release from 'Anthropic' that maps usage of the
'Claude' family of large language models to occupations and tasks
using the 'O*NET' taxonomy and the 'Standard Occupational
Classification' system, following the methodology of Handa et al.
(2025)