Numerical Analysis and Scientific Computing Commons^™

The Utiml Package: Multi-Label Classification In R, Adriano Rivolli, Andre C.P.L.F. De Carvalho

The R Journal

Learning classification tasks in which each instance is associated with one or more labels are known as multi-label learning. The implementation of multi-label algorithms, performed by different researchers, have several specificities, like input/output format, different internal functions, distinct programming language, to mention just some of them. As a result, current machine learning tools include only a small subset of multi-label decomposition strategies. The utiml package is a framework for the application of classification algorithms to multi-label data. Like the well known MULAN used with Weka, it provides a set of multi-label procedures such as sampling methods, transformation strategies, threshold functions, …

Nsroc: An R Package For Non-Standard Roc Curve Analysis, Sonia Pérez-Fernández, Pablo Martínez-Camblor, Peter Filzmoser, Norberto Corral

The R Journal

The receiver operating characteristic (ROC) curve is a graphical method which has become standard in the analysis of diagnostic markers, that is, in the study of the classification ability of a numerical variable. Most of the commercial statistical software provide routines for the standard ROC curve analysis. Of course, there are also many R packages dealing with the ROC estimation as well as other related problems. In this work we introduce the nsROC package which incorporates some new ROC curve procedures. Particularly: ROC curve comparison based on general distances among functions for both paired and unpaired designs; efficient confidence bands …

Stilt: Easy Emulation Of Time Series Ar(1) Computer Model Output In Multidimensional Parameter Space, Roman Olson, Kelsey L. Ruckert, Won Chang, Klaus Keller, Murali Haran, Soon-Il An

The R Journal

Statistically approximating or “emulating” time series model output in parameter space is a common problem in climate science and other fields. There are many packages for spatio-temporal modeling. However, they often lack focus on time series, and exhibit statistical complexity. Here, we present the R package stilt designed for simplified AR(1) time series Gaussian process emulation, and provide examples relevant to climate modelling. Notably absent is Markov chain Monte Carlo estimation – a challenging concept to many scientists. We keep the number of user choices to a minimum. Hence, the package can be useful pedagogically, while still applicable to real …

R Foundation News, Torsten Hothorn

The R Journal

Donations and members

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Sarima Analysis And Automated Model Reports With Bets, An R Package, Talitha F. Speranza, Pedro C. Ferreira, Jonatha A. Da Costa

The R Journal

This article aims to demonstrate how the powerful features of the R package BETS can be applied to SARIMA time series analysis. BETS provides not only thousands of Brazilian economic time series from different institutions, but also a range of analytical tools, and educational resources. In particular, BETS is capable of generating automated model reports for any given time series. These reports rely on a single function call and are able to build three types of models (SARIMA being one of them). The functions need few inputs and output rich content. The output varies according to the inputs and usually …

Profile Likelihood Estimation Of The Correlation Coefficient In The Presence Of Left, Right Or Interval Censoring And Missing Data, Yanming Li, Brenda W. Gillespie, Kerby Shedden, John A. Gillespie

The R Journal

We discuss implementation of a profile likelihood method for estimating a Pearson correlation coefficient from bivariate data with censoring and/or missing values. The method is implemented in an R package clikcorr which calculates maximum likelihood estimates of the correlation coefficient when the data are modeled with either a Gaussian or a Student t-distribution, in the presence of left, right, or interval censored and/or missing data. The R package includes functions for conducting inference and also provides graphical functions for visualizing the censored data scatter plot and profile log likelihood function. The performance of clikcorr in a variety of circumstances is …

Dot-Pipe: An S3 Extensible Pipe For R, John Mount, Nina Zumel

The R Journal

Pipe notation is popular with a large league of R users, with magrittr being the dominant realization. However, this should not be enough to consider piping in R as a settled topic that is not subject to further discussion, experimentation, or possibility for improvement. To promote innovation opportunities, we describe the wrapr R package and “dot-pipe” notation, a well behaved sequencing operator with S3 extensibility. We include a number of examples of using this pipe to interact with and extend other R packages.

Clustmixtype: User-Friendly Clustering Of Mixed-Type Data In R, Gero Szepannek

The R Journal

Clustering algorithms are designed to identify groups in data where the traditional emphasis has been on numeric data. In consequence, many existing algorithms are devoted to this kind of data even though a combination of numeric and categorical data is more common in most business applications. Recently, new algorithms for clustering mixed-type data have been proposed based on Huang’s k-prototypes algorithm. This paper describes the R package clustMixType which provides an implementation of k-prototypes in R.

Editorial, John Verzani

The R Journal

On behalf of the editorial board, I am pleased to present Volume 10, Issue 2 of the R Journal.

This issue covers a wide range of topics through its 37 articles. As is typical, many of these are related to packages that provide tools for new statistical modeling in R. Examples in this issue include "clustMixType: User-Friendly Clustering of Mixed-Type Data in R" by Szepannek and "BNSP: an R Package for Fitting Bayesian Semiparametric Regression Models and Variable Selection" by Papageorgiou.

Downside Risk Evaluation With The R Package Gas, David Ardia, Kris Boudt, Leopoldo Catania

The R Journal

Financial risk managers routinely use non–linear time series models to predict the downside risk of the capital under management. They also need to evaluate the adequacy of their model using so–called backtesting procedures. The latter involve hypothesis testing and evaluation of loss functions. This paper shows how the R package GAS can be used for both the dynamic prediction and the evaluation of downside risk. Emphasis is given to the two key financial downside risk measures: Value-at-Risk (VaR) and Expected Shortfall (ES). High-level functions for: (i) prediction, (ii) backtesting, and (iii) model comparison are discussed, and code examples are provided. …

Explanations Of Model Predictions With Live And Breakdown Packages, Mateusz Staniak, Przemysław Biecek

The R Journal

Complex models are commonly used in predictive modeling. In this paper we present R packages that can be used for explaining predictions from complex black box models and attributing parts of these predictions to input features. We introduce two new approaches and corresponding packages for such attribution, namely live and breakDown. We also compare their results with existing implementations of state-of-the-art solutions, namely, lime (Pedersen and Benesty, 2018) which implements Locally Interpretable Model-agnostic Explanations and iml (Molnar et al., 2018) which implements Shapley values.

Sdpt3r: Semidefinite Quadratic Linear Programming In R, Adam Rahman

The R Journal

We present the package sdpt3r, an R implementation of the Matlab package SDPT3 (Toh et al., 1999). The purpose of the software is to solve semidefinite quadratic linear programming (SQLP) problems, which encompasses problems such as D-optimal experimental design, the nearest correlation matrix problem, and distance weighted discrimination, as well as problems in graph theory such as finding the maximum cut or Lovasz number of a graph.

Current optimization packages in R include Rdsdp, Rcsdp, scs, cccp, and Rmosek. Of these, scs and Rmosek solve a similar suite of problems. In addition to these …

Geospatial Point Density, Paul F. Evangelista, David Beskow

The R Journal

This paper introduces a spatial point density algorithm designed to be explainable, meaning ful, and efficient. Originally designed for military applications, this technique applies to any spatial point process where there is a desire to clearly understand the measurement of density and maintain fidelity of the point locations. Typical spatial density plotting algorithms, such as kernel density estimation, implement some type of smoothing function that often results in a density value that is difficult to interpret. The purpose of the visualization method in this paper is to understand spatial point activity density with precision and meaning. The temporal tendency of …

Lmridge: A Comprehensive R Package For Ridge Regression, Muhammad Imdad Ullah, Bahauddin Zakariya University Aslam, Saima Atlaf

The R Journal

The ridge regression estimator, one of the commonly used alternatives to the conventional ordinary least squares estimator, avoids the adverse effects in the situations when there exists some considerable degree of multicollinearity among the regressors. There are many software packages available for estimation of ridge regression coefficients. However, most of them display limited methods to estimate the ridge biasing parameters without testing procedures. Our developed package, lmridge can be used to estimate ridge coefficients considering a range of different existing biasing parameters, to test these coefficients with more than 25 ridge related statistics, and to present different graphical displays of …

Lp Algorithms For Portfolio Optimization: The Portfoliooptim Package, Andrzej Palczewski

The R Journal

The paper describes two algorithms for financial portfolio optimization with the following risk measures: CVaR, MAD, LSAD and dispersion CVaR. These algorithms can be applied to discrete distributions of asset returns since then the optimization problems can be reduced to linear programs. The first algorithm solves a simple recourse problem as described by Haneveld using Benders de composition method. The second algorithm finds an optimal portfolio with the smallest distance to a given benchmark portfolio and is an adaptation of the least norm solution (called also normal solution) of linear programs due to Zhao and Li. The algorithms are implemented …

Changes In R, R Core Team

The R Journal

CHANGES IN R 3.5.0 patched

CHANGES IN R 3.5.0

Changes On Cran, Kurt Hornik, Uwe Ligges, Achim Zeileis

The R Journal

In the past 7 months, 1178 new packages were added to the CRAN package repository. 18 packages were unarchived, 493 archived and none removed. The following shows the growth of the number of active packages in the CRAN package repository:

R Day Report, Fernando P. Mayer, Walmes M. Zeviani, Wagner H. Bonat, Elias T. Krainski, Paulo J. Ribeiro Jr.

The R Journal

R Day¹- National Meeting of R Users, took place on May, 22, 2018 at Federal University of Paraná (UFPR), Curitiba, Brazil. It was the first event in Brazil endorsed by The R Foundation.

Setmethods: An Add-On R Package For Advanced Qca, Ioana-Elena Oana, Carsten Q. Scheider

The R Journal

This article presents the functionalities of the R package SetMethods, aimed at performing advanced set-theoretic analyses. This includes functions for performing set-theoretic multi-method research, set-theoretic theory evaluation, Enhanced Standard Analysis, diagnosing the impact of temporal, spatial, or substantive clusterings of the data on the results obtained via Qualitative Comparative Analysis (QCA), indirect calibration, and visualising QCA results via XY plots or radar charts. Each functionality is presented in turn, the conceptual idea and the logic behind the procedure being first summarized, and afterwards illustrated with data from Schneider et al. (2010).

Simple Features For R: Standardized Support For Spatial Vector Data, Edzer Pebesma

The R Journal

Simple features are a standardized way of encoding spatial vector data (points, lines, polygons) in computers. The sf package implements simple features in R, and has roughly the same capacity for spatial vector data as packages sp, rgeos, and rgdal. We describe the need for this package, its place in the R package ecosystem, and its potential to connect R to other computer systems. We illustrate this with examples of its use.

Epistemic Game Theory: Putting Algorithms To Work, Bilge BaşEr, Nalan Cinemre

The R Journal

The aim of this study is to construct an epistemic model in which each rational choice under common belief in rationality is supplemented by a type which expresses such a belief. In practice, the finding of type depends on manual solution approach with some mathematical operations in scope of the theory. This approach becomes less convenient with the growth of the size of the game. To solve this difficulty, a linear programming model is constructed for two-player, static and non-cooperative games to find the type that is supporting that player’s rational choice is optimal under common belief in rationality and …

Grpstring: An R Package For Analysis Of Groups Of Strings, Hui Tang, Elizabeth L. Day, Molly B. Atkinson, Norbert J. Pienta

The R Journal

The R package GrpString was developed as a comprehensive toolkit for quantitatively analyzing and comparing groups of strings. It offers functions for researchers and data analysts to prepare strings from event sequences, extract common patterns from strings, and compare patterns be tween string vectors. The package also finds transition matrices and complexity of strings, determines clusters in a string vector, and examines the statistical difference between two groups of strings.

Lba: An R Package For Latent Budget Analysis, Enio G. Jelihovschi, Ivan Bezerra Allaman

The R Journal

The latent budget model is a mixture model for compositional data sets in which the entries, a contingency table, may be either realizations from a product multinomial distribution or distribution free. Based on this model, the latent budget analysis considers the interactions of two variables; the explanatory (row) and the response (column) variables. The package lba uses expectation-maximization and active constraints method (ACM) to carry out, respectively, the maximum likelihood and the least squares estimation of the model parameters. It contains three main functions, lba which performs the analysis, goodnessfit for model selection and goodness of fit and the plotting …

Icsoutlier: Unsupervised Outlier Detection For Low-Dimensional Contamination Authors: Structure, Aurore Archimbaud, Klaus Nordhausen, Anne Ruiz-Gazen

The R Journal

Detecting outliers in a multivariate and unsupervised context is an important and ongoing problem notably for quality control. Many statistical methods are already implemented in R and are briefly surveyed in the present paper. But only a few lead to the accurate identification of potential outliers in the case of a small level of contamination. In this particular context, the Invariant Coordinate Selection (ICS) method shows remarkable properties for identifying outliers that lie on a low-dimensional subspace in its first invariant components. It is implemented in the ICSOutlier package. The main function of the package, ics.outlier, offers the possibility of …

Onewaytests: An R Package For One-Way Tests In Independent Groups Designs, Osman Dag, Anil Dolgun, Naime Meric Konar

The R Journal

One-way tests in independent groups designs are the most commonly utilized statistical methods with applications on the experiments in medical sciences, pharmaceutical research, agriculture, biology, engineering, social sciences and so on. In this paper, we present the one-way tests package to investigate treatment effects on the dependent variable. The package offers the one-way tests in independent groups designs, which include ANOVA, Welch’s heteroscedastic F test, Welch’s heteroscedastic F test with trimmed means and Winsorized variances, Brown-Forsythe test, Alexander Govern test, James second order test and Kruskal-Wallis test. The package also provides pairwise comparisons, graphical approaches, and assesses variance homogeneity and …

Bayesian Testing, Variable Selection And Model Averaging In Linear Models Using R With Bayesvarsel, Gonzalo Garcia-Donato, Anabel Forte

The R Journal

In this paper, objective Bayesian methods for hypothesis testing and variable selection in linear models are considered. The focus is on BayesVarSel, an R package that computes posterior probabilities of hypotheses/models and provides a suite of tools to properly summarize the results. We introduce the usage of specific functions to compute several types of model averaging estimations and predictions weighted by posterior probabilities. BayesVarSel contains exact algorithms to perform fast computations in problems of small to moderate size and heuristic sampling methods to solve large problems. We illustrate the functionalities of the package with several data examples.

Tackling Uncertainties Of Species Distribution Model Projections With Package Mopa, M. Iturbide, J. Bedia, J.M. Gutiérrez

The R Journal

Species Distribution Models (SDMs) constitute an important tool to assist decision-making in environmental conservation and planning in the context of climate change. Nevertheless, SDM projections are affected by a wide range of uncertainty factors (related to training data, climate projections and SDM techniques), which limit their potential value and credibility. The new package mopa provides tools for designing comprehensive multi-factor SDM ensemble experiments, combining multiple sources of uncertainty (e.g. baseline climate, pseudo-absence realizations, SDM techniques, future projections) and allowing to assess their contribution to the overall spread of the ensemble projection. In addition, mopa is seamlessly integrated with the climate4R …

Panjen: An R Package For Ranking Transformations In A Linear Regression, Cathrine Ulla Jensen, Toke Emil Panduro

The R Journal

PanJen is an R-package for ranking transformations in linear regressions. It provides users with the ability to explore the relationship between a dependent variable and its independent variables. The package offers an easy and data-driven way to choose a functional form in multiple linear regression models by comparing a range of parametric transformations. The parametric functional forms are benchmarked against each other and a non-parametric transformation. The package allows users to generate plots that show the relation between a covariate and the dependent variable. Furthermore, PanJen will enable users to specify specific functional transformations, driven by a priori and theory-based …

Arco: An R Package To Estimate Artificial Counterfactuals, Yuri R. Fonseca, Ricardo P. Masini, Marcelo C. Medeiros, Gabriel F.R. Vasconcelos

The R Journal

In this paper we introduce the ArCo package for R which consists of a set of functions to implement the the Artificial Counterfactual (ArCo) methodology to estimate causal effects of an intervention (treatment) on aggregated data and when a control group is not necessarily available. The ArCo method is a two-step procedure, where in the first stage a counterfactual is estimated from a large panel of time series from a pool of untreated peers. In the second-stage, the average treatment effect over the post-intervention sample is computed. Standard inferential procedures are available. The package is illustrated with both simulated and …

Infotrad: An R Package For Estimating The Probability Of Informed Trading, Duygu Çelik, Murat Tiniç

The R Journal

The purpose of this paper is to introduce the R package InfoTrad for estimating the probability of informed trading (PIN) initially proposed by Easley et al. (1996). PIN is a popular information asymmetry measure that proxies the proportion of informed traders in the market. This study provides a short survey on alternative estimation techniques for the PIN. There are many problems documented in the existing literature in estimating PIN. InfoTrad package aims to address two problems. First, the sequential trading structure proposed by Easley et al. (1996) and later extended by Easley et al. (2002) is prone to sample selection …