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Index Construction for Time Series Data
Derivation of indexes for benchmarking purposes. A methodology with flexible number of constituents is implemented. Also functions for market capitalization and volume weighted indexes with fixed number of constituents are available. The main function of the package, indexComp(), provides the derived index, suitable for analysis purposes. The functions indexUpdate(), indexMemberSelection() and indexMembersUpdate() are components of indexComp() and enable one to construct and continuously update an index, e.g. for display on a website. The methodology behind the functions provided gets introduced in Trimborn and Haerdle (2018)
Multidimensional Poverty Index (MPI)
A set of easy-to-use functions for computing the Multidimensional Poverty Index (MPI).
An Implementation of the Stratification Index
An implementation of the stratification index proposed by Zhou (2012)
Repertoire Dissimilarity Index
Methods for calculation and visualization of the Repertoire
Dissimilarity Index. Citation: Bolen and Rubelt, et al (2017)
Single-Index Models with a Surface-Link
An implementation of a single-index regression for optimizing individualized dose rules from an observational study. To model interaction effects between baseline covariates and a treatment variable defined on a continuum, we employ two-dimensional penalized spline regression on an index-treatment domain, where the index is defined as a linear combination of the covariates (a single-index). An unspecified main effect for the covariates is allowed, which can also be modeled through a parametric model. A unique contribution of this work is in the parsimonious single-index parametrization specifically defined for the interaction effect term. We refer to Park, Petkova, Tarpey, and Ogden (2020)
Pacific Decadal Oscillation Index Data
Monthly Pacific Decadal Oscillation (PDO) index values from January 1900 to September 2018. Superseded by 'rsoi' package which includes the historical and most recent monthly PDO index values together with related climate indices.
Compute Uniform Error Index
Uniform Error Index is the weighted average of different error measures. Uniform Error Index utilizes output from different error function and gives more robust and stable error values. This package has been developed to compute Uniform Error Index from ten different loss function like Error Square, Square of Square Error, Quasi Likelihood Error, LogR-Square, Absolute Error, Absolute Square Error etc. The weights are determined using Principal Component Analysis (PCA) algorithm of Yeasin and Paul (2024)
Constrained Groupwise Additive Index Models
Fits constrained groupwise additive index models and provides functions for inference and interpretation of these models. The method is described in Masselot, Chebana, Campagna, Lavigne, Ouarda, Gosselin (2022) "Constrained groupwise additive index models"
Calculates the Wavelet-Based Organization Index
Calculates the wavelet-based organization index following Brune et al (2018) (
Particle Learning of Gaussian Processes
Sequential Monte Carlo (SMC) inference for fully Bayesian
Gaussian process (GP) regression and classification models by
particle learning (PL) following Gramacy & Polson (2011)