Optimally Robust Estimation - Old Version

Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of ROptRegTS and RobRex.

Multivariate Normal Probabilities using Vecchia Approximation

Under a different representation of the multivariate normal (MVN) probability, we can use the Vecchia approximation to sample the integrand at a linear complexity with respect to n. Additionally, both the SOV algorithm from Genz (92) and the exponential-tilting method from Botev (2017) can be adapted to linear complexity. The reference for the method implemented in this package is Jian Cao and Matthias Katzfuss (2024) "Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities" . Two major references for the development of our method are Alan Genz (1992) "Numerical Computation of Multivariate Normal Probabilities" and Z. I. Botev (2017) "The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting" .

Aggregate Longitudinal Survey Data

Aggregate Business Tendency Survey Data (and other qualitative surveys) to time series at various aggregation levels. Run aggregation of survey data in a speedy, re-traceable and a easily deployable way. Aggregation is substantially accelerated by use of data.table. This package intends to provide an interface that is less general and abstract than data.table but rather geared towards survey researchers.

Estimating and Mapping Disaggregated Indicators

Functions that support estimating, assessing and mapping regional disaggregated indicators. So far, estimation methods comprise direct estimation, the model-based unit-level approach Empirical Best Prediction (see "Small area estimation of poverty indicators" by Molina and Rao (2010) ), the area-level model (see "Estimates of income for small places: An application of James-Stein procedures to Census Data" by Fay and Herriot (1979) ) and various extensions of it (adjusted variance estimation methods, log and arcsin transformation, spatial, robust and measurement error models), as well as their precision estimates. The assessment of the used model is supported by a summary and diagnostic plots. For a suitable presentation of estimates, map plots can be easily created. Furthermore, results can easily be exported to excel. For a detailed description of the package and the methods used see "The R Package emdi for Estimating and Mapping Regionally Disaggregated Indicators" by Kreutzmann et al. (2019) and the second package vignette "A Framework for Producing Small Area Estimates Based on Area-Level Models in R".

Easy-to-Use, Dependencyless Logger

An easy-to-use 'ndjson' (newline-delimited 'JSON') logger. It provides a set of wrappers for base R's message(), warning(), and stop() functions that maintain identical functionality, but also log the handler message to an 'ndjson' log file. No change in existing code is necessary to use this package, and only a few additional adjustments are needed to fully utilize its potential.

Optimally Robust Estimation for Regression-Type Models

Optimally robust estimation for regression-type models using S4 classes and methods.

Miscellaneous Functions from M. Kohl

Contains several functions for statistical data analysis; e.g. for sample size and power calculations, computation of confidence intervals and tests, and generation of similarity matrices.

Statistical Classification

Performance measures and scores for statistical classification such as accuracy, sensitivity, specificity, recall, similarity coefficients, AUC, GINI index, Brier score and many more. Calculation of optimal cut-offs and decision stumps (Iba and Langley (1991), ) for all implemented performance measures. Hosmer-Lemeshow goodness of fit tests (Lemeshow and Hosmer (1982), ; Hosmer et al (1997), ). Statistical and epidemiological risk measures such as relative risk, odds ratio, number needed to treat (Porta (2014), ).

Omics Data Analysis

Similarity plots based on correlation and median absolute deviation (MAD); adjusting colors for heatmaps; aggregate technical replicates; calculate pairwise fold-changes and log fold-changes; compute one- and two-way ANOVA; simplified interface to package 'limma' (Ritchie et al. (2015), ) for moderated t-test and one-way ANOVA; Hamming and Levenshtein (edit) distance of strings as well as optimal alignment scores for global (Needleman-Wunsch) and local (Smith-Waterman) alignments with constant gap penalties (Merkl and Waack (2009), ISBN:978-3-527-32594-8).

Power Analysis and Sample Size Calculation

Power analysis and sample size calculation for Welch and Hsu (Hedderich and Sachs (2018), ISBN:978-3-662-56657-2) t-tests including Monte-Carlo simulations of empirical power and type-I-error. Power and sample size calculation for Wilcoxon rank sum and signed rank tests via Monte-Carlo simulations. Power and sample size required for the evaluation of a diagnostic test(-system) (Flahault et al. (2005), ; Dobbin and Simon (2007), ) as well as for a single proportion (Fleiss et al. (2003), ISBN:978-0-471-52629-2; Piegorsch (2004), ; Thulin (2014), ), comparing two negative binomial rates (Zhu and Lakkis (2014), ), ANCOVA (Shieh (2020), ), reference ranges (Jennen-Steinmetz and Wellek (2005), ), multiple primary endpoints (Sozu et al. (2015), ISBN:978-3-319-22005-5), and AUC (Hanley and McNeil (1982), ).