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varstan is an \proglang{R} package for Bayesian analysis of time series models using \proglang{Stan}. The package offers a dynamic way to choose a model, define priors in a wide range of distributions, check model's fit, and forecast with…

Computation · Statistics 2020-05-22 Izhar Asael Alonzo Matamoros , Cristian Andres Cruz Torres

Package spar for R builds ensembles of predictive generalized linear models with high-dimensional predictors. It employs an algorithm utilizing variable screening and random projection tools to efficiently handle the computational…

Computation · Statistics 2024-11-28 Roman Parzer , Laura Vana-Gür , Peter Filzmoser

The multivariate Bayesian structural time series (MBSTS) model is a general machine learning model that deals with inference and prediction for multiple correlated time series, where one also has the choice of using a different candidate…

Methodology · Statistics 2023-02-07 Ning Ning , Jinwen Qiu

Probabilistic programming methods have revolutionised Bayesian inference, making it easier than ever for practitioners to perform Markov-chain-Monte-Carlo sampling from non-conjugate posterior distributions. Here we focus on Stan, arguably…

Computation · Statistics 2025-02-10 Clemens Pichler , Jack Jewson , Alejandra Avalos-Pacheco

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

Nonstationarity in spatial and spatio-temporal processes is ubiquitous in environmental datasets, but is not often addressed in practice, due to a scarcity of statistical software packages that implement nonstationary models. In this…

Computation · Statistics 2025-12-10 Quan Vu , Xuanjie Shao , Raphaël Huser , Andrew Zammit-Mangion

We present csSampling, an R package for estimation of Bayesian models for data collected from complex survey samples. csSampling combines functionality from the probabilistic programming language Stan (via the rstan and brms R packages) and…

Computation · Statistics 2023-08-15 Ryan Hornby , Matthew R. Williams , Terrance D. Savitsky , Mahmoud Elkasabi

The R package walker extends standard Bayesian general linear models to the case where the effects of the explanatory variables can vary in time. This allows, for example, to model the effects of interventions such as changes in tax policy…

Computation · Statistics 2022-04-13 Jouni Helske

stopp is a novel R package specifically designed for the analysis of spatio-temporal point patterns which might have occurred in a subset of the Euclidean space or on some specific linear network, such as roads of a city. It represents the…

Methodology · Statistics 2024-08-28 Nicoletta D'Angelo , Giada Adelfio

An R package SpatialPack that implements routines to compute point estimators and perform hypothesis testing of the spatial association between two stochastic sequences is introduced. These methods address the spatial association between…

Applications · Statistics 2016-11-17 Felipe Osorio , Ronny Vallejos , Francisco Cuevas

A common problem in many disciplines is the need to assign a set of items into categories or classes with known labels. This is often done by one or more expert raters, or sometimes by an automated process. If these assignments or `ratings'…

Methodology · Statistics 2024-01-11 Jeffrey M. Pullin , Lyle C. Gurrin , Damjan Vukcevic

There has been increased interest in the use of historical data to formulate informative priors in regression models. While many such priors for incorporating historical data have been proposed, adoption is limited due to access to…

Methodology · Statistics 2025-06-26 Ethan M. Alt , Xinxin Chen , Luiz M. Carvalho , Joseph G. Ibrahim

The R package BNSP provides a unified framework for semiparametric location-scale regression and stochastic search variable selection. The statistical methodology that the package is built upon utilizes basis function expansions to…

Other Statistics · Statistics 2018-10-09 Georgios Papageorgiou

CensSpatial is an R package for analyzing spatial censored data through linear models. It offers a set of tools for simulating, estimating, making predictions, and performing local influence diagnostics for outlier detection. The package…

Methodology · Statistics 2021-10-13 Jose A. Ordonez , Christian E. Galarza , Victor H. Lachos

The brms package allows R users to easily specify a wide range of Bayesian single-level and multilevel models, which are fitted with the probabilistic programming language Stan behind the scenes. Several response distributions are…

Computation · Statistics 2017-10-17 Paul-Christian Bürkner

With the arrival of the R packages nlme and lme4, linear mixed models (LMMs) have come to be widely used in experimentally-driven areas like psychology, linguistics, and cognitive science. This tutorial provides a practical introduction to…

Methodology · Statistics 2020-01-17 Tanner Sorensen , Shravan Vasishth

Survival data is encountered in a range of disciplines, most notably health and medical research. Although Bayesian approaches to the analysis of survival data can provide a number of benefits, they are less widely used than classical (e.g.…

Computation · Statistics 2020-02-25 Samuel L. Brilleman , Eren M. Elci , Jacqueline Buros Novik , Rory Wolfe

Item Response Theory (IRT) is widely applied in the human sciences to model persons' responses on a set of items measuring one or more latent constructs. While several R packages have been developed that implement IRT models, they tend to…

Computation · Statistics 2020-02-04 Paul-Christian Bürkner

Stan is an open-source probabilistic programing language, primarily designed to do Bayesian data analysis. Its main inference algorithm is an adaptive Hamiltonian Monte Carlo sampler, supported by state of the art gradient computation.…

Applications · Statistics 2022-03-29 Charles C. Margossian , Yi Zhang , William R. Gillespie

Disaggregation modelling, or downscaling, has become an important discipline in epidemiology. Surveillance data, aggregated over large regions, is becoming more common, leading to an increasing demand for modelling frameworks that can deal…

Computation · Statistics 2020-01-15 Anita K. Nandi , Tim C. D. Lucas , Rohan Arambepola , Peter Gething , Daniel J. Weiss
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