Software Map
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30 projects in result set. Displaying 20 projects per page. Projects sorted by alphabetical order.
<1> <2>
Analysis of Count Time Series  R package which provides likelihoodbased methods for model fitting and assessment, prediction and intervention analysis of count time series following generalized linear models.  
Tags: time series, autocorrelation, break detection, change detection, regression, count data  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20130404 13:48 
Dynamic Time Warp  Comprehensive implementation of Dynamic Time Warping algorithms in R. Supports arbitrary local (eg symmetric, asymmetric, slopelimited) and global (windowing) constraints, fast native code, several plot styles, and more.  
Tags: data mining, time series, dynamic programming  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20071129 18:01 
Early Warning Signals Toolbox  The EarlyWarningSignals Toolbox provides to the general practitioner available methods for estimating statistical changes in timeseries that can be used for the intime identification of critical transitions.  
Tags: resilience, leading indicators, regime shifts, critical transitions, fold bifurcation, autocorrelation, variance, skewness, catastrophic shifts, hysteresis, R, RForge, dynamic systems, ecology, nonparametrics, nonlinear equations, spatial autocorrelation, spatial data, spatial methods, time series, tipping points, wavelet  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20111220 21:58 
EddyCovariance Data Processing  EddyCovariance data processing and plotting utilities * marginal distribution sampling (MDS) gap filling algorithm * ustar filtering, * flux partitioning * Finger print plots  
Tags: gap filling, time series, ecology, missing values  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20130527 12:20 
GVAR  Global VAR Modeling  The aim of the GVAR package is to provide a comprehensive framework for unit root and cointegration analysis in multivariate time series data.  
Tags: GVAR, macroeconomics, time series, Time series, econometrics, economics  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20091006 09:09 
General functions for accelerometry  This package contains a collection of functions that perform operations on timeseries accelerometer data, such as identify nonweartime, flag minutes that are part of an activity bout, and find the maximum 10minute average count value.  
Tags: Time series, epidemiology, time series  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20130730 03:35 
IPMpack  IPMpack uses demographic vital rate data and (optionally) environmental data to build integral projection models. The package includes diagnostic routines, provides classic matrix model output, and produces posthoc metrics (e.g., life expectancy).  
Tags: R, RForge, animal, biostatistics, comparative analysis, ecology, longitudinal data, model comparison, model estimation, projections, survival, time series, trajectory  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20111210 16:04 
Intermediate and Long Memory Time Series  The package ILMTS includes a wide variety of time and frequency domain estimators and tests for intermediate and long memory in time series. Special focus is given to finite size effects. Broadly used time series objects are accepted as input and output.  
Tags: Time series, time series  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20140507 13:34 
Opefimor  Companion package to the book Option Pricing and Estimation of Financial Models in R, Wiley, Chichester. ISBN: 9780470745847.  
Tags: Estimation, Finance, Time series, estimation, finance, option, option pricing, stochastic, stochastic differential equation, stochastic differential equations, stochastic modeling, stochastic processes, time series  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20150821 21:50 
Process accelerometer data in NHANES  This package contains functions for processing accelerometer data from the National Health and Nutrition Examination Survey, years 20036 (data included). The primary function generates physical activity variables and writes a .csv file for analysis.  
Tags: Time series, epidemiology, time series  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20130807 15:18 
Processing of respiration chamber data  CO2 and water vapour exchange fluxes between a surface and the atmosphere at the meter scale is measured by chambers. Modelling the gas concentration change within a chamber requires adequate protocols of calculation and error treatment.  
Tags: data processing, model comparison, uncertainty, ecology, time series, environmetrics  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20141128 08:20 
Quantitative Risk Management  This package is designed to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rudiger Frey and Paul Embrechts. The package is a modfied version of the package 'QRMlib' (see CRAN archive).  
Tags: Finance, R, finance, time series  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20120426 14:34 
R Point and Figure Library  The R Point and Figure Library is an open source toolset to create and analyze Point & Figure Charts for given time series or data frame objects.  
Tags: finance, Finance, time series, technical chart analysis  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20130324 20:11 
Raster Time Series  This package aims to provide classes and methods for manipulating and processing of raster time series data (e.g. a time series of satellite images).  
Tags: raster, spatial, spatial classes, spatial methods, spatiotemporal, time series  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20120707 21:08 
Robust time series analysis  Provides various approaches for robust estimation of (partial) autocorrelation and autocovariance. There are also procedures for robust fitting and filtering of AR(p) processes as well as for robust change point detection.  
Tags: robust statistics, time series, autocorrelation, change detection, outlier detection  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20141111 15:14 
Rolling Time Series Estimation  Rolling time series estimation. contains (or will contain) most of the common time series functions predicted out of sample. eg. it will give you the n period forecast as opposed to the fitted timeseries.  
Tags: time series  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20120619 13:39 
Time Series Database Interface  Time Series Database Interface (TSdbi) provides a common API to retrieve data from various sources, to simplify user interaction and so programs can be portable wrt the source. SQL implementations also provide a complete database table design.  
Tags: MySQL, SQLite, database, economics, finance, time series, PostgreSQL, Oracle, Fame  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20081120 03:06 
Yuima Project  The project for simulation and inference of multidimensional stochastic differential equations.  
Tags: finance, stochastic processes, stochastic differential equation, estimation, time series, model selection, change point, Bayesian, Finance, MCMC, Monte Carlo, Statistics, change detection, changepoint, dynamic systems, inference, likelihood, option, option pricing, simulation, simulations, statistical inference, statistics, stochastic, stochastic differential equations  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20090928 11:24 
cardidates  Peaks in Environm. Series  cardidates: Methods for Peak Identification in Environmental Time Series  
Tags: time series, peak identification, ecology  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20081212 11:07 
ccgarch2 for the CCGARCH models  The package, "ccgarch2" is designed to provide functions for simulation and estimation of conditional correlation (CC) GARCH models. The CCGARCH model includes the CCC, DCC and cDCCGARCH models.  
Tags: econometrics, finance, multivariate, time series  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20140221 01:13 
30 projects in result set. Displaying 20 projects per page. Projects sorted by alphabetical order.
<1> <2>