Visualization of Spatial and Spatio-temporal Objects in Google Earth (plotKML)
Writes sp-class, spacetime-class, raster-class and similar spatial and spatio-temporal objects to KML following some basic cartographic rules.
Family of Lasso Regression (flare)
The package ‘flare’ provides the implementation of a family of Lasso variants including Dantzig Selector, LAD Lasso, SQRT Lasso, Lq Lasso for estimating high dimensional sparse linear model. We adopt the alternating direction method of multipliers and convert the original optimization problem into a sequential L1 penalized least square minimization problem, which can be efficiently solved by linearization algorithm. A multi-stage screening approach is adopted for further acceleration. Besides the sparse linear model estimation, we also provide the extension of these Lasso variants to sparse Gaussian graphical model estimation including TIGER and CLIME using either L1 or adaptive penalty. Missing values can be tolerated for Dantzig selector and CLIME. The computation is memory-optimized using the sparse matrix output.
Forecasting Time Series by Theta Method (forecTheta)
Routines for forecasting univariate time series using Theta Method and Optimised Theta Method (Fioruci et al, 2015). Contains two cross-validation routines of Tashman (2000).