mvtnorm - Multivariate Normal and t Distributions

Computes multivariate normal and t probabilities, quantiles, random deviates, and densities. Log-likelihoods for multivariate Gaussian models and Gaussian copulae parameterised by Cholesky factors of covariance or precision matrices are implemented for interval-censored and exact data, or a mix thereof. Score functions for these log-likelihoods are available. A class representing multiple lower triangular matrices and corresponding methods are part of this package.

Last updated 14 days ago

fortranopenblas

15.84 score 2.6k dependents 13k scripts 348k downloads

multcomp - Simultaneous Inference in General Parametric Models

Simultaneous tests and confidence intervals for general linear hypotheses in parametric models, including linear, generalized linear, linear mixed effects, and survival models. The package includes demos reproducing analyzes presented in the book "Multiple Comparisons Using R" (Bretz, Hothorn, Westfall, 2010, CRC Press).

Last updated 1 months ago

13.49 score 366 dependents 7.5k scripts 141k downloads

partykit - A Toolkit for Recursive Partytioning

A toolkit with infrastructure for representing, summarizing, and visualizing tree-structured regression and classification models. This unified infrastructure can be used for reading/coercing tree models from different sources ('rpart', 'RWeka', 'PMML') yielding objects that share functionality for print()/plot()/predict() methods. Furthermore, new and improved reimplementations of conditional inference trees (ctree()) and model-based recursive partitioning (mob()) from the 'party' package are provided based on the new infrastructure. A description of this package was published by Hothorn and Zeileis (2015) <https://jmlr.org/papers/v16/hothorn15a.html>.

Last updated 15 hours ago

12.71 score 97 dependents 2.3k scripts 25k downloads

mboost - Model-Based Boosting

Functional gradient descent algorithm (boosting) for optimizing general risk functions utilizing component-wise (penalised) least squares estimates or regression trees as base-learners for fitting generalized linear, additive and interaction models to potentially high-dimensional data. Models and algorithms are described in <doi:10.1214/07-STS242>, a hands-on tutorial is available from <doi:10.1007/s00180-012-0382-5>. The package allows user-specified loss functions and base-learners.

Last updated 4 months ago

boosting-algorithmsgamglmmachine-learningmboostmodellingr-languagetutorialsvariable-selectionopenblas

12.70 score 72 stars 27 dependents 540 scripts 4.5k downloads

coin - Conditional Inference Procedures in a Permutation Test Framework

Conditional inference procedures for the general independence problem including two-sample, K-sample (non-parametric ANOVA), correlation, censored, ordered and multivariate problems described in <doi:10.18637/jss.v028.i08>.

Last updated 9 months ago

11.68 score 74 dependents 1.6k scripts 34k downloads

party - A Laboratory for Recursive Partytioning

A computational toolbox for recursive partitioning. The core of the package is ctree(), an implementation of conditional inference trees which embed tree-structured regression models into a well defined theory of conditional inference procedures. This non-parametric class of regression trees is applicable to all kinds of regression problems, including nominal, ordinal, numeric, censored as well as multivariate response variables and arbitrary measurement scales of the covariates. Based on conditional inference trees, cforest() provides an implementation of Breiman's random forests. The function mob() implements an algorithm for recursive partitioning based on parametric models (e.g. linear models, GLMs or survival regression) employing parameter instability tests for split selection. Extensible functionality for visualizing tree-structured regression models is available. The methods are described in Hothorn et al. (2006) <doi:10.1198/106186006X133933>, Zeileis et al. (2008) <doi:10.1198/106186008X319331> and Strobl et al. (2007) <doi:10.1186/1471-2105-8-25>.

Last updated 1 months ago

openblas

11.52 score 29 dependents 3.2k scripts 25k downloads

ipred - Improved Predictors

Improved predictive models by indirect classification and bagging for classification, regression and survival problems as well as resampling based estimators of prediction error.

Last updated 8 months ago

10.67 score 407 dependents 3.3k scripts 116k downloads

TH.data - TH's Data Archive

Contains data sets used in other packages Torsten Hothorn maintains.

Last updated 2 months ago

8.28 score 370 dependents 137 scripts 127k downloads

maxstat - Maximally Selected Rank Statistics

Maximally selected rank statistics with several p-value approximations.

Last updated 8 years ago

7.58 score 1 stars 56 dependents 107 scripts 21k downloads

mlt - Most Likely Transformations

Likelihood-based estimation of conditional transformation models via the most likely transformation approach described in Hothorn et al. (2018) <DOI:10.1111/sjos.12291> and Hothorn (2020) <DOI:10.18637/jss.v092.i01>. Shift-scale (Siegfried et al, 2023, <DOI:10.1080/00031305.2023.2203177>) and multivariate (Klein et al, 2022, <DOI:10.1111/sjos.12501>) transformation models are part of this package. A package vignette is available from <DOI:10.32614/CRAN.package.mlt.docreg> and more convenient user interfaces to many models from <DOI:10.32614/CRAN.package.tram>.

Last updated 14 hours ago

7.31 score 10 dependents 41 scripts 3.1k downloads

exactRankTests - Exact Distributions for Rank and Permutation Tests

Computes exact conditional p-values and quantiles using an implementation of the Shift-Algorithm by Streitberg & Roehmel.

Last updated 3 years ago

7.13 score 1 stars 65 dependents 276 scripts 25k downloads

tram - Transformation Models

Formula-based user-interfaces to specific transformation models implemented in package 'mlt' (<DOI:10.32614/CRAN.package.mlt>, <DOI:10.32614/CRAN.package.mlt.docreg>). Available models include Cox models, some parametric survival models (Weibull, etc.), models for ordered categorical variables, normal and non-normal (Box-Cox type) linear models, and continuous outcome logistic regression (Lohse et al., 2017, <DOI:10.12688/f1000research.12934.1>). The underlying theory is described in Hothorn et al. (2018) <DOI:10.1111/sjos.12291>. An extension to transformation models for clustered data is provided (Barbanti and Hothorn, 2022, <DOI:10.1093/biostatistics/kxac048>). Multivariate conditional transformation models (Klein et al, 2022, <DOI:10.1111/sjos.12501>) and shift-scale transformation models (Siegfried et al, 2023, <DOI:10.1080/00031305.2023.2203177>) can be fitted as well. The package contains an implementation of a doubly robust score test, described in Kook et al. (2024, <DOI:10.1080/01621459.2024.2395588>).

Last updated 14 hours ago

6.87 score 6 dependents 97 scripts 3.2k downloads

libcoin - Linear Test Statistics for Permutation Inference

Basic infrastructure for linear test statistics and permutation inference in the framework of Strasser and Weber (1999) <https://epub.wu.ac.at/102/>. This package must not be used by end-users. CRAN package 'coin' implements all user interfaces and is ready to be used by anyone.

Last updated 1 years ago

openblas

6.81 score 1 stars 171 dependents 25 scripts 50k downloads

HSAUR3 - A Handbook of Statistical Analyses Using R (3rd Edition)

Functions, data sets, analyses and examples from the third edition of the book ''A Handbook of Statistical Analyses Using R'' (Torsten Hothorn and Brian S. Everitt, Chapman & Hall/CRC, 2014). The first chapter of the book, which is entitled ''An Introduction to R'', is completely included in this package, for all other chapters, a vignette containing all data analyses is available. In addition, Sweave source code for slides of selected chapters is included in this package (see HSAUR3/inst/slides). The publishers web page is '<https://www.routledge.com/A-Handbook-of-Statistical-Analyses-using-R/Hothorn-Everitt/p/book/9781482204582>'.

Last updated 7 months ago

6.72 score 6 stars 2 dependents 120 scripts 5.6k downloads

modeltools - Tools and Classes for Statistical Models

A collection of tools to deal with statistical models. The functionality is experimental and the user interface is likely to change in the future. The documentation is rather terse, but packages `coin' and `party' have some working examples. However, if you find the implemented ideas interesting we would be very interested in a discussion of this proposal. Contributions are more than welcome!

Last updated 5 years ago

6.56 score 254 dependents 84 scripts 57k downloads

basefun - Infrastructure for Computing with Basis Functions

Some very simple infrastructure for basis functions.

Last updated 14 hours ago

6.33 score 11 dependents 18 scripts 2.7k downloads

HSAUR - A Handbook of Statistical Analyses Using R (1st Edition)

Functions, data sets, analyses and examples from the book ''A Handbook of Statistical Analyses Using R'' (Brian S. Everitt and Torsten Hothorn, Chapman & Hall/CRC, 2006). The first chapter of the book, which is entitled ''An Introduction to R'', is completely included in this package, for all other chapters, a vignette containing all data analyses is available.

Last updated 3 years ago

6.07 score 5 dependents 253 scripts 1.8k downloads

variables - Variable Descriptions

Abstract descriptions of (yet) unobserved variables.

Last updated 14 hours ago

5.92 score 12 dependents 11 scripts 1.6k downloads

HSAUR2 - A Handbook of Statistical Analyses Using R (2nd Edition)

Functions, data sets, analyses and examples from the second edition of the book ''A Handbook of Statistical Analyses Using R'' (Brian S. Everitt and Torsten Hothorn, Chapman & Hall/CRC, 2008). The first chapter of the book, which is entitled ''An Introduction to R'', is completely included in this package, for all other chapters, a vignette containing all data analyses is available. In addition, the package contains Sweave code for producing slides for selected chapters (see HSAUR2/inst/slides).

Last updated 2 years ago

5.51 score 1 dependents 181 scripts 3.2k downloads

mlt.docreg - Most Likely Transformations: Documentation and Regression Tests

Additional documentation, a package vignette and regression tests for package mlt.

Last updated 14 hours ago

4.89 score 1.5k downloads

MVA - An Introduction to Applied Multivariate Analysis with R

Functions, data sets, analyses and examples from the book `An Introduction to Applied Multivariate Analysis with R' (Brian S. Everitt and Torsten Hothorn, Springer, 2011).

Last updated 1 months ago

4.89 score 3 stars 180 scripts 1.4k downloads

inum - Interval and Enum-Type Representation of Vectors

Enum-type representation of vectors and representation of intervals, including a method of coercing variables in data frames.

Last updated 2 years ago

4.81 score 98 dependents 11 scripts 20k downloads

trtf - Transformation Trees and Forests

Recursive partytioning of transformation models with corresponding random forest for conditional transformation models as described in 'Transformation Forests' (Hothorn and Zeileis, 2021, <doi:10.1080/10618600.2021.1872581>) and 'Top-Down Transformation Choice' (Hothorn, 2018, <DOI:10.1177/1471082X17748081>).

Last updated 14 hours ago

4.35 score 10 scripts 1.7k downloads

tbm - Transformation Boosting Machines

Boosting the likelihood of conditional and shift transformation models as introduced in \doi{10.1007/s11222-019-09870-4}.

Last updated 14 hours ago

4.12 score 8 scripts 434 downloads

ATR - Alternative Tree Representation

Plot party trees in left-right orientation instead of the classical top-down layout.

Last updated 5 years ago

2.00 score 4 scripts 871 downloads