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Within Outlying Mean Indexes: Refining the OMI Analysis
Complementary indexes calculation to the Outlying Mean Index analysis to explore niche shift of a community and biological constraint within an Euclidean space, with graphical displays. For details see Karasiewicz et al. (2017)
Forward Selection using Concordance/C-Index
Performs forward model selection, using the C-index/concordance in survival analysis models.
Index of Multiple Deprivation Data for the UK
Index of Multiple Deprivation for UK nations at various geographical levels. In England, deprivation data is for Lower Layer Super Output Areas, Middle Layer Super Output Areas, Wards, and Local Authorities based on data from < https://www.gov.uk/government/statistics/english-indices-of-deprivation-2019>. In Wales, deprivation data is for Lower Layer Super Output Areas, Middle Layer Super Output Areas, Wards, and Local Authorities based on data from < https://gov.wales/welsh-index-multiple-deprivation-full-index-update-ranks-2019>. In Scotland, deprivation data is for Data Zones, Intermediate Zones, and Council Areas based on data from < https://simd.scot>. In Northern Ireland, deprivation data is for Super Output Areas and Local Government Districts based on data from < https://www.nisra.gov.uk/statistics/deprivation/northern-ireland-multiple-deprivation-measure-2017-nimdm2017>. The 'IMD' package also provides the composite UK index developed by < https://github.com/mysociety/composite_uk_imd>.
Matrices for Repeat-Sales Price Indexes
Calculate the matrices in
Shiller (1991,
Spatial Dispersion Index (SDI) Family of Metrics for Spatial/Geographic Networks
Spatial Dispersion Index (SDI) is a generalized measurement index, or rather a family of indices to evaluate spatial dispersion of movements/flows in a network in a problem neutral way as described in: Gencer (2023)
Turn Vectors and Lists of Vectors into Indexed Structures
Package designed for working with vectors and lists of vectors, mainly for turning them into other indexed data structures.
Bayesian Cluster Validity Index
Algorithms for computing and generating plots with and without error bars for Bayesian cluster validity index (BCVI) (O. Preedasawakul, and N. Wiroonsri, A Bayesian Cluster Validity Index, Computational Statistics & Data Analysis, 202, 108053, 2025.
Design of Portfolio of Stocks to Track an Index
Computation of sparse portfolios for financial index tracking, i.e., joint
selection of a subset of the assets that compose the index and computation
of their relative weights (capital allocation). The level of sparsity of the
portfolios, i.e., the number of selected assets, is controlled through a
regularization parameter. Different tracking measures are available, namely,
the empirical tracking error (ETE), downside risk (DR), Huber empirical
tracking error (HETE), and Huber downside risk (HDR). See vignette for a
detailed documentation and comparison, with several illustrative examples.
The package is based on the paper:
K. Benidis, Y. Feng, and D. P. Palomar, "Sparse Portfolios for High-Dimensional
Financial Index Tracking," IEEE Trans. on Signal Processing, vol. 66, no. 1,
pp. 155-170, Jan. 2018.
Activity Index Calculation using Raw 'Accelerometry' Data
Reads raw 'accelerometry' from 'GT3X+' data and
plain table data to calculate Activity Index from 'Bai et al.' (2016)
Fit Probabilistic Index Models
Fit a probabilistic index model as described in
Thas et al, 2012: