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Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Analyze and model heteroskedastic behavior in financial time series.
Kernel Regression Smoothing with Local or Global Plug-in Bandwidth
Kernel regression smoothing with adaptive local or global plug-in bandwidth selection.
'eXtra' / 'eXperimental' Functionality for Robust Statistics
Robustness -- 'eXperimental', 'eXtraneous', or 'eXtraordinary'
Functionality for Robust Statistics. Hence methods which are not well established,
often related to methods in package 'robustbase'. Amazingly, 'BACON()', originally by
Billor, Hadi, and Velleman (2000)
Hexagonal Binning Routines
Binning and plotting functions for hexagonal bins.
Generalized Nonlinear Models
Functions to specify and fit generalized nonlinear models, including models with multiplicative interaction terms such as the UNIDIFF model from sociology and the AMMI model from crop science, and many others. Over-parameterized representations of models are used throughout; functions are provided for inference on estimable parameter combinations, as well as standard methods for diagnostics etc.
Bayesian Applied Regression Modeling via Stan
Estimates previously compiled regression models using the 'rstan' package, which provides the R interface to the Stan C++ library for Bayesian estimation. Users specify models via the customary R syntax with a formula and data.frame plus some additional arguments for priors.
Port of the S+ "Robust Library"
Methods for robust statistics, a state of the art in the early 2000s, notably for robust regression and robust multivariate analysis.
DPQ (Density, Probability, Quantile) Distribution Computations using MPFR
An extension to the 'DPQ' package with computations for 'DPQ' (Density (pdf), Probability (cdf) and Quantile) functions, where the functions here partly use the 'Rmpfr' package and hence the underlying 'MPFR' and 'GMP' C libraries.
Local Polynomial (Ridge) Regression
Local Polynomial Regression with Ridging.
Bitmap Images / Pixel Maps
Functions for import, export, visualization and other manipulations of bitmapped images.