Numerical Analysis and Scientific Computing Commons^™

Statistical Quality Control With The Qcr Package, Miguel Flores, Rubén Fernández-Casal, Salvador Naya, Javier Tarrío-Saavedra

The R Journal

The R package qcr for Statistical Quality Control (SQC) is introduced and described. It includes a comprehensive set of univariate and multivariate SQC tools that completes and increases the SQC techniques available in R. Apart from integrating different R packages devoted to SQC (qcc, MSQC), qcr provides nonparametric tools that are highly useful when Gaussian assumption is not met. This package computes standard univariate control charts for individual measurements, [], S, R, p, np, c, u, EWMA, and CUSUM. In addition, it includes functions to perform multivariate control charts such as Hotelling T² , MEWMA and MCUSUM. As …

Jmcmprsk: An R Package For Joint Modelling Of Longitudinal And Survival Data With Competing Risks, Hong Wang, Ning Li, Shanpeng Li, Gang Li

The R Journal

In this paper, we describe an R package named JMcmprsk, for joint modelling of longitudinal and survival data with competing risks. The package in its current version implements two joint models of longitudinal and survival data proposed to handle competing risks survival data together with continuous and ordinal longitudinal outcomes respectively (Elashoff et al., 2008; Li et al., 2010). The corresponding R implementations are further illustrated with real examples. The package also provides simulation functions to simulate datasets for joint modelling with continuous or ordinal outcomes under the competing risks scenario, which provide useful tools to validate and evaluate …

R Medicine 2020: The Power Of Going Virtual, Elizabeth J. Atkinson, Peter D. Higgins, Denise Esserman, Michael J. Kane, Steven J. Schwager, Joseph B. Rickert, Daniella Mark, Mara Alexeev, Stephan Kadauke

The R Journal

The third annual R/Medicine conference was planned as a physical event to be held in Philadelphia at the end of August 2020. However, a nationwide lockdown induced by the COVID-19 pandemic required a swift transition to a virtual conference. This article describes the challenges and benefits we encountered with this transition and provides an overview of the conference content.

Changes In R 4.0–4.1, Tomas Kalibera, Sebastian Meyer, Kurt Hornik

The R Journal

We give a selection of the most important changes in R 4.1.0. Some statistics on source code commits and bug tracking activities are also provided.

Bayesspsurv: An R Package To Estimate Bayesian (Spatial) Split-Population Survival Models, Brandon Bolte, Nicolás Schmidt, Sergio Béjar, Nguyen Huynh, Bumba Mukherjee

The R Journal

Survival data often include a fraction of units that are susceptible to an event of interest as well as a fraction of “immune” units. In many applications, spatial clustering in unobserved risk factors across nearby units can also affect their survival rates and odds of becoming immune. To address these methodological challenges, this article introduces our BayesSPsurv R-package, which fits parametric Bayesian Spatial split-population survival (cure) models that can account for spatial autocorrelation in both subpopulations of the user’s time-to-event data. Spatial autocorrelation is modeled with spatially weighted frailties, which are estimated using a conditionally autoregressive prior. The user can …

Gofcopula: Goodness-Of-Fit Tests For Copulae, Ostap Okhrin, Simon Trimborn, Martin Waltz

The R Journal

The last decades show an increased interest in modeling various types of data through copulae. Different copula models have been developed, which lead to the challenge of finding the best fitting model for a particular dataset. From the other side, a strand of literature developed a list of different Goodness-of-Fit (GoF) tests with different powers under different conditions. The usual practice is the selection of the best copula via the p-value of the GoF test. Although this method is not purely correct due to the fact that non-rejection does not imply acception, this strategy is favored by practitioners. Unfortunately, …

Working With Crsp/Compustat In R: Reproducible Empirical Asset Pricing, Majeed Simaan

The R Journal

It is common to come across SAS or Stata manuals while working on academic empirical finance research. Nonetheless, given the popularity of open-source programming languages such as R, there are fewer resources in R covering popular databases such as CRSP and COMPUSTAT. The aim of this article is to bridge the gap and illustrate how to leverage R in working with both datasets. As an application, we illustrate how to form size-value portfolios with respect to Fama and French (1993) and study the sensitivity of the results with respect to different inputs. Ultimately, the purpose of the article is to …

Garchx: Flexible And Robust Garch-X Modeling, Genaro Sucarrat

The R Journal

The garchx package provides a user-friendly, fast, flexible, and robust framework for the estimation and inference of GARCH(p, q,r)-X models, where p is the ARCH order, q is the GARCH order, r is the asymmetry or leverage order, and ’X’ indicates that covariates can be included. Quasi Maximum Likelihood (QML) methods ensure estimates are consistent and standard errors valid, even when the standardized innovations are non-normal or dependent, or both. Zero-coefficient restrictions by omission enable parsimonious specifications, and functions to facilitate the non-standard inference associated with zero-restrictions in the null-hypothesis are provided. Finally, in the formal comparisons of …

Onestep: Le Cam's One-Step Estimation Procedure, Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou

The R Journal

The OneStep package proposes principally an eponymic function that numerically computes Le Cam’s one-step estimator, which is asymptotically efficient and can be computed faster than the maximum likelihood estimator for large datasets. Monte Carlo simulations are carried out for several examples (discrete and continuous probability distributions) in order to exhibit the performance of Le Cam’s one-step estimation procedure in terms of efficiency and computational cost on observation samples of finite size.

Wide-To-Tall Data Reshaping Using Regular Expressions And The Nc Package, Toby Dylan Hocking

The R Journal

Regular expressions are powerful tools for extracting tables from non-tabular text data. Capturing regular expressions that describe the information to extract from column names can be especially useful when reshaping a data table from wide (few rows with many regularly named columns) to tall (fewer columns with more rows). We present the R package nc (short for named capture), which provides functions for wide-to-tall data reshaping using regular expressions. We describe the main new ideas of nc, and provide detailed comparisons with related R packages (stats, utils, data.table, tidyr, tidyfast, tidyfst, reshape2, cdata).

Stratamatch: Prognostic Score Stratification Using A Pilot Design, Rachael C. Aikens, Joseph Rigdon, Justin Lee, Michael Baiocchi, Andrew B. Goldstone, Peter Chiu, Y Joseph Woo, Jonathan H. Chen

The R Journal

Optimal propensity score matching has emerged as one of the most ubiquitous approaches for causal inference studies on observational data. However, outstanding critiques of the statistical properties of propensity score matching have cast doubt on the statistical efficiency of this technique, and the poor scalability of optimal matching to large data sets makes this approach inconvenient if not infeasible for sample sizes that are increasingly commonplace in modern observational data. The stratamatch package provides implementation support and diagnostics for ‘stratified matching designs,’ an approach that addresses both of these issues with optimal propensity score matching for large-sample observational studies. First, …

Conversations In Time: Interactive Visualization To Explore Structured Temporal Data, Earo Wang, Dianne Cook

The R Journal

Temporal data often has a hierarchical structure, defined by categorical variables describing different levels, such as political regions or sales products. The nesting of categorical variables produces a hierarchical structure. The tsibbletalk package is developed to allow a user to interactively explore temporal data, relative to the nested or crossed structures. It can help to discover differences between category levels, and uncover interesting periodic or aperiodic slices. The package implements a shared tsibble object that allows for linked brushing between coordinated views, and a shiny module that aids in wrapping timelines for seasonal patterns. The tools are demonstrated using two …

Automating Reproducible, Collaborative Clinical Trial Document Generation With The Listdown Package, Michael Kane, Xun Jiang, Simon Urbanek

The R Journal

the conveyance of clinical trial explorations and analysis results from a statistician to a clinical investigator is a critical component of the drug development and clinical research cycle. Automating the process of generating documents for data descriptions, summaries, exploration, and analysis allows the statistician to provide a more comprehensive view of the information captured by a clinical trial, and efficient generation of these documents allows the statistican to focus more on the conceptual development of a trial or trial analysis and less on the implementation of the summaries and results on which decisions are made. This paper explores the use …

Editorial, Dianne Cook

The R Journal

First, some news about the journal board. Welcome to Gavin Simpson, who joins as a new Executive Editor! In addition, welcome to our new Associate Editors Nicholas Tierney, Isabella Gollini, Rasmus Bååth, Mark van der Loo, Elizabeth Sweeney, Louis Aslett and Katarina Domijan. With the large volume of submissions, the Associate Editors now play a vital role in processing articles.

Penphcure: Variable Selection In Proportional Hazards Cure Model With Time-Varying Covariates, Alessandro Beretta, Cédric Heuchenne

The R Journal

We describe the penPHcure R package, which implements the semiparametric proportional-hazards (PH) cure model of Sy and Taylor (2000) extended to time-varying covariates and the variable selection technique based on its SCAD-penalized likelihood proposed by Beretta and Heuchenne (2019a). In survival analysis, cure models are a useful tool when a fraction of the population is likely to be immune from the event of interest. They can separate the effects of certain factors on the probability of being susceptible and on the time until the occurrence of the event. Moreover, the penPHcure package allows the user to simulate data from a …

Modeling Covid-19 Spread Using An Agent-Based Network, Stephen Yh Hung

Master's Theses

Beginning in 2019 and quickly spreading internationally, the Coronavirus disease Covid-19 became the first pandemic that many people have witnessed firsthand along with the severe disruption to their daily lives. A key field of research for Covid-19 that is studied by epidemiologists, biologists, and computer scientists alike is modeling the spread of Covid-19 in order to better predict future outbreaks of the pandemic and evaluate potential strategies to reduce infections, hospitalizations, and deaths.

This thesis proposes a method of modeling Covid-19 spread and interventions for local environments based on different levels of perspective. The goal for this thesis is to …

Solving The Winner Determination Problem For Online B2b Transportation Matching Platforms, Hoong Chuin Lau, Baoxiang Li

Research Collection School Of Computing and Information Systems

We consider the problem of matching multiple shippers and transporters participating in an online B2B last-mile logistics platform in an emerging market. Each shipper places a bid that is made up of multiple jobs, where each job comprises key information like the weight, volume, pickup and delivery locations, and time windows. Each transporter specifies its vehicle capacity, available time periods, and a cost structure. We formulate the mathematical model and provide a Branch-and-Cut approach to solve small-scale problem instances exactly and larger scale instances heuristically using an Adaptive Large Neighbourhood Search approach. To increase the win percentage of both shippers …

Delving Deep Into Many-To-Many Attention For Few-Shot Video Object Segmentation, Haoxin Chen, Hanjie Wu, Nanxuan Zhao, Sucheng Ren, Shengfeng He

Research Collection School Of Computing and Information Systems

This paper tackles the task of Few-Shot Video Object Segmentation (FSVOS), i.e., segmenting objects in the query videos with certain class specified in a few labeled support images. The key is to model the relationship between the query videos and the support images for propagating the object information. This is a many-to-many problem and often relies on full-rank attention, which is computationally intensive. In this paper, we propose a novel Domain Agent Network (DAN), breaking down the full-rank attention into two smaller ones. We consider one single frame of the query video as the domain agent, bridging between the support …

A Large Scale Study Of Long-Time Contributor Prediction For Github Projects, Lingfeng Bao, Xin Xia, David Lo, Gail C. Murphy

Research Collection School Of Computing and Information Systems

The continuous contributions made by long time contributors (LTCs) are a key factor enabling open source software (OSS) projects to be successful and survival. We study Github as it has a large number of OSS projects and millions of contributors, which enables the study of the transition from newcomers to LTCs. In this paper, we investigate whether we can effectively predict newcomers in OSS projects to be LTCs based on their activity data that is collected from Github. We collect Github data from GHTorrent, a mirror of Github data. We select the most popular 917 projects, which contain 75,046 contributors. …

Grand-Vision: An Intelligent System For Optimized Deployment Scheduling Of Law Enforcement Agents, Jonathan Chase, Tran Phong, Kang Long, Tony Le, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

Law enforcement agencies in dense urban environments, faced with a wide range of incidents to handle and limited manpower, are turning to data-driven AI to inform their policing strategy. In this paper we present a patrol scheduling system called GRAND-VISION: Ground Response Allocation and Deployment - Visualization, Simulation, and Optimization. The system employs deep learning to generate incident sets that are used to train a patrol schedule that can accommodate varying manpower, break times, manual pre-allocations, and a variety of spatio-temporal demand features. The complexity of the scenario results in a system with real world applicability, which we demonstrate through …

Pitcher Effectiveness: A Step Forward For In Game Analytics And Pitcher Evaluation, Christopher Watkins, Vincent Berardi, Cyril Rakovski

Mathematics, Physics, and Computer Science Faculty Articles and Research

With the introduction of Statcast in 2015, baseball analytics have become more precise. Statcast allows every play to be accurately tracked and the data it generates is easily accessible through Baseball Savant, which opens the opportunity for improved performance statistics to be developed. In this paper we propose a new tool, Pitcher Effectiveness, that uses Statcast data to evaluate starting pitchers dynamically, based on the results of in-game outcomes after each pitch. Pitcher Effectiveness successfully predicts instances where starting pitchers give up several runs, which we believe make it a new and important tool for the in-game and post-game evaluation …

High-Order Flexible Multirate Integrators For Multiphysics Applications, Rujeko Chinomona

Mathematics Theses and Dissertations

Traditionally, time integration methods within multiphysics simulations have been chosen to cater to the most restrictive dynamics, sometimes at a great computational cost. Multirate integrators accurately and efficiently solve systems of ordinary differential equations that exhibit different time scales using two or more time steps. In this thesis, we explore three classes of time integrators that can be classified as one-step multi-stage multirate methods for which the slow dynamics are evolved using a traditional one step scheme and the fast dynamics are solved through a sequence of modified initial value problems. Practically, the fast dynamics are subcycled using a small …

Using Deep Learning For Children Brain Image Analysis, Rafael Toche Pizano

Computer Science and Computer Engineering Undergraduate Honors Theses

Analyzing the correlation between brain volumetric/morphometry features and cognition/behavior in children is important in the field of pediatrics as identifying such relationships can help identify children who may be at risk for illnesses. Understanding these relationships can not only help identify children who may be at risk of illnesses, but it can also help evaluate strategies that promote brain development in children. Currently, one way to do this is to use traditional statistical methods such as a correlation analysis, but such an approach does not make it easy to generalize and predict how brain volumetric/morphometry will impact cognition/behavior. One of …

A Comparison Of Word Embedding Techniques For Similarity Analysis, Tyler Gerth

Computer Science and Computer Engineering Undergraduate Honors Theses

There have been a multitude of word embedding techniques developed that allow a computer to process natural language and compare the relationships between different words programmatically. In this paper, similarity analysis, or the testing of words for synonymic relations, is used to compare several of these techniques to see which performs the best. The techniques being compared all utilize the method of creating word vectors, reducing words down into a single vector of numerical values that denote how the word relates to other words that appear around it. In order to get a holistic comparison, multiple analyses were made, with …

Improving Bayesian Graph Convolutional Networks Using Markov Chain Monte Carlo Graph Sampling, Aneesh Komanduri

Computer Science and Computer Engineering Undergraduate Honors Theses

In the modern age of social media and networks, graph representations of real-world phenomena have become incredibly crucial. Often, we are interested in understanding how entities in a graph are interconnected. Graph Neural Networks (GNNs) have proven to be a very useful tool in a variety of graph learning tasks including node classification, link prediction, and edge classification. However, in most of these tasks, the graph data we are working with may be noisy and may contain spurious edges. That is, there is a lot of uncertainty associated with the underlying graph structure. Recent approaches to modeling uncertainty have been …

Trunctrimmer: A First Step Towards Automating Standard Bioinformatic Analysis, Z. Gunner Lawless, Dana Dittoe, Dale R. Thompson, Steven C. Ricke

Computer Science and Computer Engineering Undergraduate Honors Theses

Bioinformatic analysis is a time-consuming process for labs performing research on various microbiomes. Researchers use tools like Qiime2 to help standardize the bioinformatic analysis methods, but even large, extensible platforms like Qiime2 have drawbacks due to the attention required by researchers. In this project, we propose to automate additional standard lab bioinformatic procedures by eliminating the existing manual process of determining the trim and truncate locations for paired end 2 sequences. We introduce a new Qiime2 plugin called TruncTrimmer to automate the process that usually requires the researcher to make a decision on where to trim and truncate manually after …

Using Large Pre-Trained Language Models To Track Emotions Of Cancer Patients On Twitter, Will Baker

Computer Science and Computer Engineering Undergraduate Honors Theses

Twitter is a microblogging website where any user can publicly release a message, called a tweet, expressing their feelings about current events or their own lives. This candid, unfiltered feedback is valuable in the spaces of healthcare and public health communications, where it may be difficult for cancer patients to divulge personal information to healthcare teams, and randomly selected patients may decline participation in surveys about their experiences. In this thesis, BERTweet, a state-of-the-art natural language processing (NLP) model, was used to predict sentiment and emotion labels for cancer-related tweets collected in 2019 and 2020. In longitudinal plots, trends in …

The Effect Of Initial Conditions On The Weather Research And Forecasting Model, Aaron D. Baker

Electronic Theses and Dissertations

Modeling our atmosphere and determining forecasts using numerical methods has been a challenge since the early 20th Century. Most models use a complex dynamical system of equations that prove difficult to solve by hand as they are chaotic by nature. When computer systems became more widely adopted and available, approximating the solution of these equations, numerically, became easier as computational power increased. This advancement in computing has caused numerous weather models to be created and implemented across the world. However a challenge of approximating these solutions accurately still exists as each model have varying set of equations and variables to …

A Framework To Detect The Susceptibility Of Employees To Social Engineering Attacks, Hashim H. Alneami

Doctoral Dissertations and Master's Theses

Social engineering attacks (SE-attacks) in enterprises are hastily growing and are becoming increasingly sophisticated. Generally, SE-attacks involve the psychological manipulation of employees into revealing confidential and valuable company data to cybercriminals. The ramifications could bring devastating financial and irreparable reputation loss to the companies. Because SE-attacks involve a human element, preventing these attacks can be tricky and challenging and has become a topic of interest for many researchers and security experts. While methods exist for detecting SE-attacks, our literature review of existing methods identified many crucial factors such as the national cultural, organizational, and personality traits of employees that enable …

Achieving Differential Privacy And Fairness In Machine Learning, Depeng Xu

Graduate Theses and Dissertations

Machine learning algorithms are used to make decisions in various applications, such as recruiting, lending and policing. These algorithms rely on large amounts of sensitive individual information to work properly. Hence, there are sociological concerns about machine learning algorithms on matters like privacy and fairness. Currently, many studies only focus on protecting individual privacy or ensuring fairness of algorithms separately without taking consideration of their connection. However, there are new challenges arising in privacy preserving and fairness-aware machine learning. On one hand, there is fairness within the private model, i.e., how to meet both privacy and fairness requirements simultaneously in …