Numerical Analysis and Scientific Computing Commons^™

Orthodr: Semiparametric Dimension Reduction Via Orthogonality Constrained, Ruoqing Zhu, Jiyang Zhang, Ruilin Zhao, Peng Xu, Wenzhuo Zhou, Xin Zhang

The R Journal

orthoDr is a package in R that solves dimension reduction problems using orthogonality constrained optimization approach. The package serves as a unified framework for many regression and survival analysis dimension reduction models that utilize semiparametric estimating equations. The main computational machinery of orthoDr is a first-order algorithm developed by Wen and Yin (2012) for optimization within the Stiefel manifold. We implement the algorithm through Rcpp and OpenMP for fast computation. In addition, we developed a general-purpose solver for such constrained problems with user-specified objective functions, which works as a drop-in version of optim(). The package also serves as a platform …

Using Web Services To Work With Geodata In R, Jan-Philipp Kolb

The R Journal

Through collaborative mapping, a massive amount of data is accessible. Many individuals contribute information each day. The growing amount of geodata is gathered by volunteers or obtained via crowd-sourcing. One outstanding example of this is the OpenStreetMap (OSM) Project which provides access to big data in geography. Another online mapping service that enables the integration of geodata into the analysis is Google Maps. The expanding content and the availability of geographic information radically changes the perspective on geodata (Chilton 2009). Recently many application programming interfaces (APIs) have been built on OSM and Google Maps. That leads to a point where …

Spgarch: An R-Package For Spatial And Spatiotemporal Arch And Garch Models, Philipp Otto

The R Journal

In this paper, a general overview on spatial and spatiotemporal ARCH models is provided. In particular, we distinguish between three different spatial ARCH-type models. In addition to the original definition of Otto et al. (2016), we introduce an logarithmic spatial ARCH model in this paper. For this new model, maximum-likelihood estimators for the parameters are proposed. In addition, we consider a new complex-valued definition of the spatial ARCH process. Moreover, spatial GARCH models are briefly discussed. From a practical point of view, the use of the R-package spGARCH is demonstrated. To be precise, we show how the proposed spatial ARCH …

Hcmodelsets: An R Package For Specifying Sets Of Well-Fitting Models In High Dimensions, Henrique Hoeltgebaum, Heather Battey

The R Journal

In the context of regression with a large number of explanatory variables, Cox and Battey (2017) emphasize that if there are alternative reasonable explanations of the data that are statistically indistinguishable, one should aim to specify as many of these explanations as is feasible. The standard practice, by contrast, is to report a single effective model for prediction. This paper illustrates the R implementation of the new ideas in the package HCmodelSets, using simple reproducible examples and real data. Results of some simulation experiments are also reported.

The R Package Trafo For Transforming Linear Regression Models, Lily Medina, Ann-Kristin Kreutzmann, Natalia Rojas-Perilla, Piedad Castro

The R Journal

Researchers and data-analysts often use the linear regression model for descriptive, predictive, and inferential purposes. This model relies on a set of assumptions that, when not satisfied, yields biased results and noisy estimates. A common problem that can be solved in many ways – use of less restrictive methods (e.g. generalized linear regression models or non-parametric methods ), variance corrections or transformations of the response variable just to name a few. We focus on the latter option as it allows to keep using the simple and well-known linear regression model. The list of transformations proposed in the literature is long …

Comparing Namedcapture With Other R Packages For Regular Expressions, Toby Dylan Hocking

The R Journal

Regular expressions are powerful tools for manipulating non-tabular textual data. For many tasks (visualization, machine learning, etc), tables of numbers must be extracted from such data before processing by other R functions. We present the R package namedCapture, which facilitates such tasks by providing a new user-friendly syntax for defining regular expressions in R code. We begin by describing the history of regular expressions and their usage in R. We then describe the new features of the namedCapture package, and provide detailed comparisons with related R packages (rex, stringr, stringi, tidyr, rematch2, re2r).

News From The Bioconductor Project, Bioconductor Core Team

The R Journal

The Bioconductor project provides tools for the analysis and comprehension of high-throughput genomic data. Bioconductor 3.10 was released on 30 October, 2019. It is compatible with R 3.6.1 and consists of 1823 software packages, 384 experiment data packages, 953 up-to-date annotation packages, and 27 workflows. The release announcement includes descriptions of 94 new software packages, and updated NEWS files for many additional packages. Start using Bioconductor by installing the most recent version of R and evaluating the commands

Fitting Tails By The Empirical Residual Coefficient Of Variation: The Ercv Package, Joan Del Castillo, Isabel Serra, Maria Padilla, David Moriña

The R Journal

This article is a self-contained introduction to the R package ercv and to the methodology on which it is based through the analysis of nine examples. The methodology is simple and trustworthy for the analysis of extreme values and relates the two main existing methodologies. The package contains R functions for visualizing, fitting and validating the distribution of tails. It also provides multiple threshold tests for a generalized Pareto distribution, together with an automatic threshold selection algorithm.

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

The R Journal

In the past 4 months, 632 new packages were added to the CRAN package repository. 27 packages were unarchived and 182 were archived. The following shows the growth of the number of active packages in the CRAN package repository:

Rollmatch: An R Package For Rolling Entry Matching, Kasey Jones, Rob Chew, Allison Witman, Yiyan Liu

The R Journal

The gold standard of experimental research is the randomized control trial. However, interventions are often implemented without a randomized control group for practical or ethical reasons. Propensity score matching (PSM) is a popular method for minimizing the effects of a randomized experiment from observational data by matching members of a treatment group to similar candidates that did not receive the intervention. Traditional PSM is not designed for studies that enroll participants on a rolling basis and does not provide a solution for interventions in which the baseline and intervention period are undefined in the comparison group. Rolling Entry Matching (REM) …

Editorial, Michael J. Kane

The R Journal

On behalf of the editorial board, I am pleased to present Volume 11, Issue 2 of the R Journal and my first issue as the Editor in Chief. This year, both Colin Gillespie and Catherine Healey join the Editorial Board, and Norm Matloff will rotate out. The R Journal continues to see increases in impact and popularity and this year we plan on making advances to better serve the community and streamline the publishing process to meet the increase in submissions we have seen over the last few years.

Dr4pl: A Stable Convergence Algorithm For The 4 Parameter Logistic Model, Hyowon An, Justin T. Landis, Aubrey G. Bailey, James S. Marron, Dirk P. Dittmer

The R Journal

The 4 Parameter Logistic (4PL) model has been recognized as a major tool to analyze the relationship between doses and responses in pharmacological experiments. A main strength of this model is that each parameter contributes an intuitive meaning enhancing interpretability of a fitted model. However, implementing the 4PL model using conventional statistical software often encounters numerical errors. This paper highlights the issue of convergence failure and presents several causes with solutions. These causes include outliers and a non-logistic data shape, so useful remedies such as robust estimation, outlier diagnostics and constrained optimization are proposed. These features are implemented in a …

Associative Classification In R: Arc, Arulescba, And Rcba, Michael Hahsler, Ian Johnson, Tomáš Kliegr, Jaroslav Kuchař

The R Journal

Several methods for creating classifiers based on rules discovered via association rule mining have been proposed in the literature. These classifiers are called associative classifiers and the best-known algorithm is Classification Based on Associations (CBA). Interestingly, only very few implementations are available and, until recently, no implementation was available for R. Now, three packages provide CBA. This paper introduces associative classification, the CBA algorithm, and how it can be used in R. A comparison of the three packages is provided to give the potential user an idea about the advantages of each of the implementations. We also show how the …

Convergenceclubs: A Package For Performing The Phillips And Sul's Club Convergence Clustering Procedure, Roberto Sichera, Pietro Pizzuto

The R Journal

This paper introduces package ConvergenceClubs, which implements functions to perform the Phillips and Sul (2007, 2009) club convergence clustering procedure in a simple and reproducible manner. The approach proposed by Phillips and Sul to analyse the convergence patterns of groups of economies is formulated as a nonlinear time varying factor model that allows for different time paths as well as individual heterogeneity. Unlike other approaches in which economies are grouped a priori, it also allows the endogenous determination of convergence clubs. The algorithm, usage, and implementation details are discussed.

R News, R Core Team

The R Journal

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The Idspatialstats R Package: Quantifying Spatial Dependence Of Infectious Disease Spread, John R. Giles, Henrik Salje, Justin Lessler

The R Journal

Spatial statistics for infectious diseases are important because the spatial and temporal scale over which transmission operates determine the dynamics of disease spread. Many methods for quantifying the distribution and clustering of spatial point patterns have been developed (e.g. K-function and pair correlation function) and are routinely applied to infectious disease case occurrence data. However, these methods do not explicitly account for overlapping chains of transmission and require knowledge of the underlying population distribution, which can be limiting when analyzing epidemic case occurrence data. Therefore, we developed two novel spatial statistics that account for these effects to estimate: 1) …

Time Series Forecasting With Knn In R: The Tsfknn Package, Francisco Martínez, María P. Frías, Francisco Charte, Antonio J. Rivera

The R Journal

In this paper the tsfknn package for time series forecasting using k-nearest neighbor regression is described. This package allows users to specify a KNN model and to generate its forecasts. The user can choose among different multi-step ahead strategies and among different functions to aggregate the targets of the nearest neighbors. It is also possible to assess the forecast accuracy of the KNN model.

Bondvaluation: An R Package For Fixed Coupon Bond Analysis, Wadim Djatschenko

The R Journal

t The purpose of this paper is to introduce the R package BondValuation for the analysis of large datasets of fixed coupon bonds. The conceptual heterogeneity of fixed coupon bonds traded in the global markets imposes a high degree of complexity on their comparative analysis. Contrary to baseline fixed income theory, in practice, most bonds feature coupon period irregularities. In addition, there are a multitude of day count methods that determine the interest accrual, the cash flows and the discount factors used in bond valuation. Several R packages, e.g., fBonds, RQuantLib, and YieldCurve, provide tools for fixed income analysis. Nevertheless, …

Auditor: An R Package For Model-Agnostic Visual Validation And Diagnostics, Alicja Gosiewska, Przemysław Biecek

The R Journal

Machine learning models have successfully been applied to challenges in applied in biology, medicine, finance, physics, and other fields. With modern software it is easy to train even a complex model that fits the training data and results in high accuracy on test set. However, problems often arise when models are confronted with the real-world data. This paper describes methodology and tools for model-agnostic auditing. It provides functinos for assessing and comparing the goodness of fit and performance of models. In addition, the package may be used for analysis of the similarity of residuals and for identification of outliers and …

Bincor: An R Package For Estimating The Correlation Between Two Unevenly Spaced Time Series, Josue M. Polanco-Martinez, Martin A. Medina-Elizalde, Maria Fernanda Sanchez Goni, Manfred Mudelsee

The R Journal

This paper presents a computational program named BINCOR (BINned CORrelation) for estimating the correlation between two unevenly spaced time series. This program is also applicable to the situation of two evenly spaced time series not on the same time grid. BINCOR is based on a novel estimation approach proposed by Mudelsee (2010) for estimating the correlation between two climate time series with different timescales. The idea is that autocorrelation (e.g. an AR1 process) means that memory enables values obtained on different time points to be correlated. Binned correlation is performed by resampling the time series under study into time bins …

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

The R Journal

In the past 8 months, 1524 new packages were added to the CRAN package repository. 71 packages were unarchived and 302 were archived. The following shows the growth of the number of active packages in the CRAN package repository:

R Foundation News, Torsten Hothorn

The R Journal

Membership fees and donations received between 2019-01-07 and 2019-09-04

Ciuupi: An R Package For Computing Confidence Intervals That Utilize Uncertain Prior Information, Mainzer Kabaila, Paul Kabaila

The R Journal

We have created the R package ciuupi to compute confidence intervals that utilize uncertain prior information in linear regression. Unlike post-model-selection confidence intervals, the confidence interval that utilizes uncertain prior information (CIUUPI) implemented in this package has, to an excellent approximation, coverage probability throughout the parameter space that is very close to the desired minimum coverage probability. Furthermore, when the uncertain prior information is correct, the CIUUPI is, on average, shorter than the standard confidence interval constructed using the full linear regression model. In this paper we provide motivating examples of scenarios where the CIUUPI may be used. We then …

R Package For Geometric Shadow Calculations In An Urban Environment, Michael Dorman, Evyatar Erell, Adi Vulkan, Itai Kloog

The R Journal

This paper introduces the shadow package for R. The package provides functions for shadow-related calculations in the urban environment, namely shadow height, shadow footprint and Sky View Factor (SVF) calculations, as well as a wrapper function to estimate solar radiation while taking shadow effects into account. All functions operate on a layer of polygons with a height attribute, also known as “extruded polygons” or 2.5D vector data. Such data are associated with accuracy limitations in representing urban environments. However, unlike 3D models, polygonal layers of building outlines along with their height are abundantly available and their processing does not require …

Indoor Positioning And Fingerprinting: The R Package Ipft, Emilio Sansano, Raúl Montoliu, Óscar Belmonte, Joaquín Torres-Sospedra

The R Journal

Methods based on Received Signal Strength Indicator (RSSI) fingerprinting are in the forefront among several techniques being proposed for indoor positioning. This paper introduces the R package ipft, which provides algorithms and utility functions for indoor positioning using fingerprinting techniques. These functions are designed for manipulation of RSSI fingerprint data sets, estimation of positions, comparison of the performance of different positioning models, and graphical visualization of data. Well-known machine learning algorithms are implemented in this package to perform analysis and estimations over RSSI data sets. The paper provides a description of these algorithms and functions, as well as examples of …

Time-Series Clustering In R Using The Dtwclust Package, Alexis Sardá-Espinosa

The R Journal

Most clustering strategies have not changed considerably since their initial definition. The common improvements are either related to the distance measure used to assess dissimilarity, or the function used to calculate prototypes. Time-series clustering is no exception, with the Dynamic Time Warping distance being particularly popular in that context. This distance is computationally expensive, so many related optimizations have been developed over the years. Since no single clustering algorithm can be said to perform best on all datasets, different strategies must be tested and compared, so a common infrastructure can be advantageous. In this manuscript, a general overview of shape-based …

Editorial, Norm Matloff

The R Journal

On behalf of the Editorial Board, I am pleased to present Volume 10, Issue 1 of the R Journal. This issue contains 36 contributed articles. The majority of which cover new or newly enhanced packages on CRAN.

Optimization Routines For Enforcing One-To-One Matches In Record Linkage Problems, Diego Moretti, Luca Valentino, Tiziana Tuoto

The R Journal

Record linkage aims at quickly and accurately identifying if two records represent the same real world entity. In many applications, we are interested in restricting the linkage results to "1 to 1" links, that is a single record does not appear more than once in the output. This can be dealt with the transport algorithm. The optimization problem, however, grows quadratically in the size of the input, quickly becoming untreatable for cases with a few thousand records. This paper compares different solutions, provided by some R packages for linear programming solvers. The comparison is done in terms of memory usage …

Robustgasp: Robust Gaussian Stochastic Process Emulation In R, Mengyang Gu, Jesus Palomo, James O. Berger

The R Journal

Gaussian stochastic process (GaSP) emulation is a powerful tool for approximating computationally intensive computer models. However, estimation of parameters in the GaSP emulator is a challenging task. No closed-form estimator is available and many numerical problems arise with standard estimates, e.g., the maximum likelihood estimator. In this package, we implement a marginal posterior mode estimator, for special priors and parameterizations. This estimation method that meets the robust parameter estimation criteria was discussed in Gu et al. (2018); mathematical reasons are provided therein to explain why robust parameter estimation can greatly improve predictive performance of the emulator. In addition, inert inputs …

Mixedsde: A Package To Fit Mixed Stochastic Differential Equations, Charlotte Dion, Simone Hermann, Adeline Samson

The R Journal

Stochastic differential equations (SDEs) are useful to model continuous stochastic processes. When (independent) repeated temporal data are available, variability between the trajectories can be modeled by introducing random effects in the drift of the SDEs. These models are useful to analyze neuronal data, crack length data, pharmacokinetics, financial data, to cite some applications among other. The R package focuses on the estimation of SDEs with linear random effects in the drift. The goal is to estimate the common density of the random effects from repeated discrete observations of the SDE. The package mixedsde proposes three estimation methods: a Bayesian parametric, …