**Purge Training Data from Models** (**purge**)

Enables the removal of training data from fitted R models while retaining predict functionality. The purged models are more portable as their memory footprints do not scale with the training sample size.

**Calculation of Sample Size and Power for ICC** (**ICC.Sample.Size**)

Provides functions to calculate the requisite sample size for studies where ICC is the primary outcome. Can also be used for calculation of power. In both cases it allows the user to test the impact of changing input variables by calculating the outcome for several different values of input variables. Based off the work of Zou. Zou, G. Y. (2012). Sample size formulas for estimating intraclass correlation coefficients with precision and assurance. Statistics in medicine, 31(29), 3972-3981.

**Frequency Domain Analysis for Multivariate Time Series** (**freqdom**)

Methods for the analysis of multivariate time series using frequency domain techniques. Implementations of dynamic principle components analysis (DPCA) and estimators of operators in lagged regression. Examples of usage in functional data analysis setup.

**RobustPCA: Decompose a Matrix into Low-Rank and Sparse Components** (**rpca**)

Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Candes, E. J., Li, X., Ma, Y., & Wright, J. (2011). Robust principal component analysis?. Journal of the ACM (JACM), 58(3), 11. prove that we can recover each component individually under some suitable assumptions. It is possible to recover both the low-rank and the sparse components exactly by solving a very convenient convex program called Principal Component Pursuit; among all feasible decompositions, simply minimize a weighted combination of the nuclear norm and of the L1 norm. This package implements this decomposition algorithm resulting with Robust PCA approach.

**Sample Size Calculation using Restricted Mean Survival Time** (**SSRMST**)

Calculates the power and sample size based on the difference in Restricted Mean Survival Times.

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