Portfolio Allocation and Risk Management Applications

Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.

Fitting Structural Equation Mixture Models

Estimation of structural equation models with nonlinear effects and underlying nonnormal distributions.

Statistics for Holland's Theory of Vocational Choice

Offers a convenient way to compute parameters in the framework of the theory of vocational choice introduced by J.L. Holland, (1997). A comprehensive summary to this theory of vocational choice is given in Holland, J.L. (1997). Making vocational choices. A theory of vocational personalities and work environments. Lutz, FL: Psychological Assessment.

Data-Driven Identification of SVAR Models

Implements data-driven identification methods for structural vector autoregressive (SVAR) models as described in Lange et al. (2021) . Based on an existing VAR model object (provided by e.g. VAR() from the 'vars' package), the structural impact matrix is obtained via data-driven identification techniques (i.e. changes in volatility (Rigobon, R. (2003) ), patterns of GARCH (Normadin, M., Phaneuf, L. (2004) ), independent component analysis (Matteson, D. S, Tsay, R. S., (2013) ), least dependent innovations (Herwartz, H., Ploedt, M., (2016) ), smooth transition in variances (Luetkepohl, H., Netsunajev, A. (2017) ) or non-Gaussian maximum likelihood (Lanne, M., Meitz, M., Saikkonen, P. (2017) )).

Interface for MOA Stream Clustering Algorithms

Interface for data stream clustering algorithms implemented in the MOA (Massive Online Analysis) framework (Albert Bifet, Geoff Holmes, Richard Kirkby, Bernhard Pfahringer (2010). MOA: Massive Online Analysis, Journal of Machine Learning Research 11: 1601-1604).

For Writing Geneva Graduate Institute Documents

A set of tools for writing documents according to Geneva Graduate Institute conventions and regulations. The most common use is for writing and compiling theses or thesis chapters, as drafts or for examination with correct preamble formatting. However, the package also offers users to create HTML presentation slides with 'xaringan', complete problem sets, format posters, and, for course instructors, prepare a syllabus. The package includes additional functions for institutional color palettes, an institutional 'ggplot' theme, a function for counting manuscript words, and a bibliographical analysis toolkit.

Preprocessing and Analyzing Web Tracking Data

Data structures and methods to work with web tracking data. The functions cover data preprocessing steps, enriching web tracking data with external information and methods for the analysis of digital behavior as used in several academic papers (e.g., Clemm von Hohenberg et al., 2023 ; Stier et al., 2022 ).

Univariate and Multivariate Tests for Multimodal and Other Networks

A set of tools for testing networks. It includes functions for univariate and multivariate conditional uniform graph and quadratic assignment procedure testing, and network regression. The package is a complement to 'Multimodal Political Networks' (2021, ISBN:9781108985000), and includes various datasets used in the book. Built on the 'manynet' package, all functions operate with matrices, edge lists, and 'igraph', 'network', and 'tidygraph' objects, and on one-mode and two-mode (bipartite) networks.

Building Regression and Classification Models

Consistent user interface to the most common regression and classification algorithms, such as random forest, neural networks, C5 trees and support vector machines, complemented with a handful of auxiliary functions, such as variable importance and a tuning function for the parameters.

A Portal for Global Governance Data

This is the core package for the many packages universe. It includes functions to help researchers work with and contribute to event datasets on global governance.