Simulation-Based Inference using a Metamodel for Log-Likelihood Estimator

Parameter inference methods for models defined implicitly using a random simulator. Inference is carried out using simulation-based estimates of the log-likelihood of the data. The inference methods implemented in this package are explained in Park, J. (2025) . These methods are built on a simulation metamodel which assumes that the estimates of the log-likelihood are approximately normally distributed with the mean function that is locally quadratic around its maximum. Parameter estimation and uncertainty quantification can be carried out using the ht() function (for hypothesis testing) and the ci() function (for constructing a confidence interval for one-dimensional parameters).

Extends Messages, Warnings and Errors by Adding Levels and Log Files

Provides new functions info(), warn() and error(), similar to message(), warning() and stop() respectively. However, the new functions can have a 'level' associated with them, so that when executed the global level option determines whether they are shown or not. This allows debug modes, outputting more information. The can also output all messages to a log file.

Clear Monitor and Graphing Software Processing Gaussian .log File

Self-Consistent Field(SCF) calculation method is one of the most important steps in the calculation methods of quantum chemistry. Ehrenreich, H., & Cohen, M. H. (1959). However, the most prevailing software in this area, 'Gaussian''s SCF convergence process is hard to monitor, especially while the job is still running, causing researchers difficulty in knowing whether the oscillation has started or not, wasting time and energy on useless configurations or abandoning the jobs that can actually work. M.J. Frisch, G.W. Trucks, H.B. Schlegel et al. (2016). < https://gaussian.com> 'SCFMonitor' enables 'Gaussian' quantum chemistry calculation software users to easily read the 'Gaussian' .log files and monitor the SCF convergence and geometry optimization process with little effort and clear, beautiful, and clean outputs. It can generate graphs using 'tidyverse' to let users check SCF convergence and geometry optimization processes in real-time. The software supports processing .log files remotely using with rbase::url(). This software is a suitcase for saving time and energy for the researchers, supporting multiple versions of 'Gaussian'.

Obtains the Log Likelihood for an Inverse Gamma Stochastic Volatility Model

Computes the log likelihood for an inverse gamma stochastic volatility model using a closed form expression of the likelihood. The details of the computation of this closed form expression are given in Gonzalez and Majoni (2023) < http://rcea.org/RePEc/pdf/wp23-11.pdf> . The closed form expression is obtained for a stationary inverse gamma stochastic volatility model by marginalising out the volatility. This allows the user to obtain the maximum likelihood estimator for this non linear non Gaussian state space model. In addition, the user can obtain the estimates of the smoothed volatility using the exact smoothing distributions.

Fitting Semi-Parametric Generalized log-Gamma Regression Models

Set of tools to fit a linear multiple or semi-parametric regression models with the possibility of non-informative random right-censoring. Under this setup, the localization parameter of the response variable distribution is modeled by using linear multiple regression or semi-parametric functions, whose non-parametric components may be approximated by natural cubic spline or P-splines. The supported distribution for the model error is a generalized log-gamma distribution which includes the generalized extreme value and standard normal distributions as important special cases. Inference is based on penalized likelihood and bootstrap methods. Also, some numerical and graphical devices for diagnostic of the fitted models are offered.

Log Fold Change Distribution Tools for Working with Ratios of Counts

Ratios of count data such as obtained from RNA-seq are modelled using Bayesian statistics to derive posteriors for effects sizes. This approach is described in Erhard & Zimmer (2015) and Erhard (2018) .

Log-Linear Poisson Graphical Model with Hot-Deck Multiple Imputation

Infer log-linear Poisson Graphical Model with an auxiliary data set. Hot-deck multiple imputation method is used to improve the reliability of the inference with an auxiliary dataset. Standard log-linear Poisson graphical model can also be used for the inference and the Stability Approach for Regularization Selection (StARS) is implemented to drive the selection of the regularization parameter. The method is fully described in .

Maximum Likelihood Estimation of a Log-Concave Density Based on Censored Data

Based on right or interval censored data, compute the maximum likelihood estimator of a (sub)probability density under the assumption that it is log-concave. For further information see Duembgen, Rufibach and Schuhmacher (2014) .

Remove Automated and Repeated Downloads from 'RStudio' 'CRAN' Download Logs

Adjusts output of 'cranlogs' package to account for 'CRAN'-wide daily automated downloads and re-downloads caused by package updates.

Helpers for Parameters in Black-Box Optimization, Tuning and Machine Learning

Functions for parameter descriptions and operations in black-box optimization, tuning and machine learning. Parameters can be described (type, constraints, defaults, etc.), combined to parameter sets and can in general be programmed on. A useful OptPath object (archive) to log function evaluations is also provided.