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Robust statistical data modelling under potential model mis-specification often requires leaving the parametric world for the nonparametric. In the latter, parameters are infinite dimensional objects such as functions, probability…

Generalized additive models for location, scale and shape (GAMLSS) are a flexible class of regression models that allow to model multiple parameters of a distribution function, such as the mean and the standard deviation, simultaneously.…

Computation · Statistics 2014-07-08 Benjamin Hofner , Andreas Mayr , Matthias Schmid

The R package bsvars provides a wide range of tools for empirical macroeconomic and financial analyses using Bayesian Structural Vector Autoregressions. It uses frontier econometric techniques and C++ code to ensure fast and efficient…

Econometrics · Economics 2025-04-17 Tomasz Woźniak

We present BKP, a user-friendly and extensible R package that implements the Beta Kernel Process (BKP) -- a fully nonparametric and computationally efficient framework for modeling spatially varying binomial probabilities. The BKP model…

Computation · Statistics 2025-09-16 Jiangyan Zhao , Kunhai Qing , Jin Xu

BACKGROUND: Random-effects meta-analysis within a hierarchical normal modeling framework is commonly implemented in a wide range of evidence synthesis applications. More general problems may even be tackled when considering meta-regression…

Computation · Statistics 2022-12-27 Christian Röver , Tim Friede

Time series segmentation aims to identify potential change-points in a sequence of temporally dependent data, so that the original sequence can be partitioned into several homogeneous subsequences. It is useful for modeling and predicting…

Computation · Statistics 2024-04-12 Shubo Sun , Zifeng Zhao , Feiyu Jiang , Xiaofeng Shao

Feature Selection (FS) is a key task in Machine Learning. It consists in selecting a number of relevant variables for the model construction or data analysis. We present the R package, FSinR, which implements a variety of widely known…

Machine Learning · Computer Science 2020-02-25 F. Aragón-Royón , A. Jiménez-Vílchez , A. Arauzo-Azofra , J. M. Benítez

We combine Bayesian prediction and weighted inference as a unified approach to survey inference. The general principles of Bayesian analysis imply that models for survey outcomes should be conditional on all variables that affect the…

Methodology · Statistics 2020-06-24 Yajuan Si , Rob Trangucci , Jonah Sol Gabry , Andrew Gelman

bnlearn is an R package which includes several algorithms for learning the structure of Bayesian networks with either discrete or continuous variables. Both constraint-based and score-based algorithms are implemented, and can use the…

Machine Learning · Statistics 2010-07-13 Marco Scutari

The R package knnwtsim provides functions to implement k nearest neighbors (KNN) forecasting using a similarity metric tailored to the forecasting problem of predicting future observations of a response series where recent observations,…

Methodology · Statistics 2021-12-14 Matthew Trupiano

We propose Narrowest Significance Pursuit (NSP), a general and flexible methodology for automatically detecting localised regions in data sequences which each must contain a change-point (understood as an abrupt change in the parameters of…

Methodology · Statistics 2023-05-05 Piotr Fryzlewicz

We consider applying Bayesian Variable Selection Regression, or BVSR, to genome-wide association studies and similar large-scale regression problems. Currently, typical genome-wide association studies measure hundreds of thousands, or…

Applications · Statistics 2011-10-28 Yongtao Guan , Matthew Stephens

Bayesian networks (BNs) are widely used for modeling complex systems with uncertainty, yet repositories of pre-built BNs remain limited. This paper introduces bnRep, an open-source R package offering a comprehensive collection of documented…

Artificial Intelligence · Computer Science 2024-10-01 Manuele Leonelli

In spite of the interest in and appeal of convolution-based approaches for nonstationary spatial modeling, off-the-shelf software for model fitting does not as of yet exist. Convolution-based models are highly flexible yet notoriously…

Computation · Statistics 2017-02-07 Mark D. Risser , Catherine A. Calder

Meta-analysis methods are used to combine evidence from multiple studies. Meta-regression as well as model-based meta-analysis are extensions of standard pairwise meta-analysis in which information about study-level covariates and…

Methodology · Statistics 2022-02-02 Burak Kürsad Günhan , Christian Röver , Tim Friede

The rstap package implements Bayesian spatial temporal aggregated predictor models in R using the probabilistic programming language Stan. A variety of distributions and link functions are supported, allowing users to fit this extension to…

Methodology · Statistics 2018-12-27 Adam Peterson , Brisa Sanchez

This article introduces the bpcs R package (Bayesian Paired Comparison in Stan) and the statistical models implemented in the package. This package aims to facilitate the use of Bayesian models for paired comparison data in behavioral…

Methodology · Statistics 2021-09-21 David Issa Mattos , Érika Martins Silva Ramos

BDSAR is an R package which estimates distances between probability distributions and facilitates a dynamic and powerful analysis of diagnostics for Bayesian models from the class of Simultaneous Autoregressive (SAR) spatial models. The…

Computation · Statistics 2017-04-26 Ian M Danilevicz , Ricardo S Ehlers

Recent developments in data science and big data research have produced an abundance of large data sets that are too big to be analyzed in their entirety, due to limits on either computer memory or storage capacity. Here, we introduce our R…

Applications · Statistics 2015-04-27 Alexey Miroshnikov , Evgeny Savel'ev , Erin M. Conlon

The use of Bayesian adaptive designs for randomised controlled trials has been hindered by the lack of software readily available to statisticians. We have developed a new software package (Bayesian Adaptive Trials Simulator Software -…