Markov Chain Monte Carlo (MCMC) Package

Contains functions to perform Bayesian inference using posterior simulation for a number of statistical models. Most simulation is done in compiled C++ written in the Scythe Statistical Library Version 1.0.3. All models return 'coda' mcmc objects that can then be summarized using the 'coda' package. Some useful utility functions such as density functions, pseudo-random number generators for statistical distributions, a general purpose Metropolis sampling algorithm, and tools for visualization are provided.

C/C++ Source Code to Trigger Address and Undefined Behaviour Sanitizers

Recent gcc and clang compiler versions provide functionality to test for memory violations and other undefined behaviour; this is often referred to as "Address Sanitizer" (or 'ASAN') and "Undefined Behaviour Sanitizer" ('UBSAN'). The Writing R Extension manual describes this in some detail in Section 4.3 title "Checking Memory Access". This feature has to be enabled in the corresponding binary, eg in R, which is somewhat involved as it also required a current compiler toolchain which is not yet widely available, or in the case of Windows, not available at all (via the common Rtools mechanism). As an alternative, pre-built Docker containers such as the Rocker container 'r-devel-san' or the multi-purpose container 'r-debug' can be used. This package then provides a means of testing the compiler setup as the known code failures provides in the sample code here should be detected correctly, whereas a default build of R will let the package pass. The code samples are based on the examples from the Address Sanitizer Wiki at < https://github.com/google/sanitizers/wiki>.

'Rapidxml' C++ Header Files

Provides XML parsing capability through the 'Rapidxml' 'C++' header-only library.

The 'HighFive' 'C++' Interface to 'HDF5'

A modern idiomatic header-only 'C++'' interface for 'libhdf5'. Original software can be found at < https://github.com/highfive-devs/highfive/>.

Solve Erlang-C Model

Provides a set of functions to solve Erlang-C model. The Erlang C formula was invented by the Danish Mathematician A.K. Erlang and is used to calculate the number of advisors and the service level.

'Rcpp' Meets 'C++' Arrays

Interoperability between 'Rcpp' and the 'C++11' array and tuple types. Linking to this package allows fixed-length 'std::array' objects to be converted to and from equivalent R vectors, and 'std::tuple' objects converted to lists, via the as() and wrap() functions. There is also experimental support for 'std::span' from 'C++20'.

Testing for Change in C-Statistic

Calculate the confidence interval and p value for change in C-statistic. The adjusted C-statistic is calculated by using formula as "Somers' Dxy rank correlation"/2+0.5. The confidence interval was calculated by using the bootstrap method. The p value was calculated by using the Z testing method. Please refer to the article of Peter Ganz et al. (2016) .

C++ Tools for Cleaning Strings

Provides function declarations and inline function definitions that facilitate cleaning strings in C++ code before passing them to R.

Interface to the 'C++' Library 'Pf'

Builds and runs 'c++' code for classes that encapsulate state space model, particle filtering algorithm pairs. Algorithms include the Bootstrap Filter from Gordon et al. (1993) , the generic SISR filter, the Auxiliary Particle Filter from Pitt et al (1999) , and a variety of Rao-Blackwellized particle filters inspired by Andrieu et al. (2002) . For more details on the 'c++' library 'pf', see Brown (2020) .

Distribution of the 'BayesX' C++ Sources

'BayesX' performs Bayesian inference in structured additive regression (STAR) models. The R package BayesXsrc provides the 'BayesX' command line tool for easy installation. A convenient R interface is provided in package R2BayesX.