Nonparametric Smoothing of the Hazard Function (bshazard)
The function estimates the hazard function non parametrically from a survival object (possibly adjusted for covariates). The smoothed estimate is based on B-splines from the perspective of generalized linear mixed models. Left truncated and right censoring data are allowed.
The Residual-based Predictiveness Curve (RBPcurve)
The package provides a visual tool, the RBP curve, to assess the performance of prediction models.
Behavioral change point analysis of animal movement (bcpa)
The Behavioral Change Point Analysis (BCPA) is a method of identifying hidden shifts in the underlying parameters of a time series, developed specifically to be applied to animal movement data which is irregularly sampled. The method is based on: E. Gurarie, R. Andrews and K. Laidre A novel method for identifying behavioural changes in animal movement data (2009) Ecology Letters 12:5 395-408.
Breakout Detection via Robust E-Statistics (BreakoutDetection)
BreakoutDetection is an open-source R package that makes breakout detection simple and fast. The BreakoutDetection package can be used in wide variety of contexts. For example, detecting breakout in user engagement post an A/B test, detecting behavioral change, or for problems in econometrics, financial engineering, political and social sciences.
Rcpp Integration for GNU GSL Vectors and Matrices (RcppGSL)
Rcpp integration for GNU GSL vectors and matrices The GNU Scientific Library (GSL) is a collection of numerical routines for scientific computing. It is particularly useful for C and C++ programs as it provides a standard C interface to a wide range of mathematical routines such as special functions, permutations, combinations, fast fourier transforms, eigensystems, random numbers, quadrature, random distributions, quasi-random sequences, Monte Carlo integration, N-tuples, differential equations, simulated annealing, numerical differentiation, interpolation, series acceleration, Chebyshev approximations, root-finding, discrete Hankel transforms physical constants, basis splines and wavelets. There are over 1000 functions in total with an extensive test suite. The RcppGSL package provides an easy-to-use interface between GSL data structures and R using concepts from Rcpp which is itself a package that eases the interfaces between R and C++. This package also serves as a prime example of how to build a package that uses Rcpp to connect to another third-party library. The autoconf script, inline plugin and example package can all be used as a stanza to write a similar package against another library.
Tests of White Noise using Wavelets (hwwntest)
Provides methods to test whether time series is consistent with white noise.