Estimation of the Extremal Index

Performs frequentist inference for the extremal index of a stationary time series. Two types of methodology are used. One type is based on a model that relates the distribution of block maxima to the marginal distribution of series and leads to the semiparametric maxima estimators described in Northrop (2015) and Berghaus and Bucher (2018) . Sliding block maxima are used to increase precision of estimation. A graphical block size diagnostic is provided. The other type of methodology uses a model for the distribution of threshold inter-exceedance times (Ferro and Segers (2003) ). Three versions of this type of approach are provided: the iterated weight least squares approach of Suveges (2007) , the K-gaps model of Suveges and Davison (2010) and a similar approach of Holesovsky and Fusek (2020) that we refer to as D-gaps. For the K-gaps and D-gaps models this package allows missing values in the data, can accommodate independent subsets of data, such as monthly or seasonal time series from different years, and can incorporate information from right-censored inter-exceedance times. Graphical diagnostics for the threshold level and the respective tuning parameters K and D are provided.

Classes and Methods for Fast Memory-Efficient Boolean Selections

Provided are classes for boolean and skewed boolean vectors, fast boolean methods, fast unique and non-unique integer sorting, fast set operations on sorted and unsorted sets of integers, and foundations for ff (range index, compression, chunked processing).

Quick Indexation

Quick indexation of any type of vector or of any combination of those. Indexation turns a vector into an integer vector going from 1 to the number of unique elements. Indexes are important building blocks for many algorithms. The method is described at < https://github.com/lrberge/indexthis/>.

Random Cluster Generation (with Specified Degree of Separation)

We developed the clusterGeneration package to provide functions for generating random clusters, generating random covariance/correlation matrices, calculating a separation index (data and population version) for pairs of clusters or cluster distributions, and 1-D and 2-D projection plots to visualize clusters. The package also contains a function to generate random clusters based on factorial designs with factors such as degree of separation, number of clusters, number of variables, number of noisy variables.

Calculate Thermal Indexes

Calculates several thermal comfort indexes using temperature, wind speed and relative humidity values, calculating indexes such as Humidex, windchill, Discomfort Index and others.

Index Numbers in Social Sciences

We provide an R tool for teaching in Social Sciences. It allows the computation of index numbers. It is a measure of the evolution of a fixed magnitude for only a product of for several products. It is very useful in Social Sciences. Among others, we obtain simple index numbers (in chain or in serie), index numbers for not only a product or weighted index numbers as the Laspeyres index (Laspeyres, 1864), the Paasche index (Paasche, 1874) or the Fisher index (Lapedes, 1978).

Clustering Graphics

Orders panels in scatterplot matrices and parallel coordinate displays by some merit index. Package contains various indices of merit, ordering functions, and enhanced versions of pairs and parcoord which color panels according to their merit level.

Index Number Calculation

Computes bilateral and multilateral index numbers. It has support for many standard bilateral indexes as well as multilateral index number methods such as GEKS, GEKS-Tornqvist (or CCDI), Geary-Khamis and the weighted time product dummy (for details on these methods see Diewert and Fox (2020) ). It also supports updating of multilateral indexes using several splicing methods.

Price Index Aggregation

Most price indexes are made with a two-step procedure, where period-over-period elemental indexes are first calculated for a collection of elemental aggregates at each point in time, and then aggregated according to a price index aggregation structure. These indexes can then be chained together to form a time series that gives the evolution of prices with respect to a fixed base period. This package contains a collection of functions that revolve around this work flow, making it easy to build standard price indexes, and implement the methods described by Balk (2008, ), von der Lippe (2007, ), and the CPI manual (2020, ) for bilateral price indexes.

Tools for Tensor Analysis and Decomposition

A set of tools for creation, manipulation, and modeling of tensors with arbitrary number of modes. A tensor in the context of data analysis is a multidimensional array. rTensor does this by providing a S4 class 'Tensor' that wraps around the base 'array' class. rTensor provides common tensor operations as methods, including matrix unfolding, summing/averaging across modes, calculating the Frobenius norm, and taking the inner product between two tensors. Familiar array operations are overloaded, such as index subsetting via '[' and element-wise operations. rTensor also implements various tensor decomposition, including CP, GLRAM, MPCA, PVD, and Tucker. For tensors with 3 modes, rTensor also implements transpose, t-product, and t-SVD, as defined in Kilmer et al. (2013). Some auxiliary functions include the Khatri-Rao product, Kronecker product, and the Hadamard product for a list of matrices.