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r-queueing
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It provides versatile tools for analysis of birth and death based Markovian Queueing Models and Single and Multiclass Product-Form Queueing Networks. It implements M/M/1, M/M/c, M/M/Infinite, M/M/1/K, M/M/c/K, M/M/c/c, M/M/1/K/K, M/M/c/K/K, M/M/c/K/m, M/M/Infinite/K/K, Multiple Channel Open Jackson Networks, Multiple Channel Closed Jackson Networks, Single Channel Multiple Class Open Networks, Single Channel Multiple Class Closed Networks and Single Channel Multiple Class Mixed Networks. Also it provides a B-Erlang, C-Erlang and Engset calculators. This work is dedicated to the memory of D. Sixto Rios Insua.
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2025-04-22 |
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r-queryparser
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Translate 'SQL' 'SELECT' statements into lists of 'R' expressions.
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2025-04-22 |
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r-quclu
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Various quantile-based clustering algorithms: algorithm CU (Common theta and Unscaled variables), algorithm CS (Common theta and Scaled variables through lambda_j), algorithm VU (Variable-wise theta_j and Unscaled variables) and algorithm VW (Variable-wise theta_j and Scaled variables through lambda_j). Hennig, Viroli, Anderlucci (2018) <arXiv:1806.10403v1>.
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2025-04-22 |
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r-quantumops
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Contains basic structures and operations used frequently in quantum computing. Intended to be a convenient tool to help learn quantum mechanics and algorithms. Can create arbitrarily sized kets and bras and implements quantum gates, inner products, and tensor products. Creates arbitrarily controlled versions of all gates and can simulate complete or partial measurements of kets. Has functionality to convert functions into equivalent quantum gates. Includes larger applications, such as Steane error correction <DOI:10.1103/physrevlett.77.793>, Quantum Fourier Transform and Shor's algorithm (Shor 1999), Grover's algorithm (1996), Quantum Approximation Optimization Algorithm (QAOA) (Farhi, Goldstone, and Gutmann 2014) <arXiv:1411.4028>, and a variational quantum classifier (Schuld 2018) <arXiv:1804.00633>.
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2025-04-22 |
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r-quantreggrowth
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Fits non-crossing regression quantiles as a function of linear covariates and multiple smooth terms via B-splines with L1-norm difference penalties. Monotonicity constraints on the fitted curves are allowed. See Muggeo, Sciandra, Tomasello and Calvo (2013) <doi:10.1007/s10651-012-0232-1> and <doi:10.13140/RG.2.2.12924.85122> for some code example.
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2025-04-22 |
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r-quantpsyc
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Contains functions useful for data screening, testing moderation, mediation and estimating power.
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2025-04-22 |
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r-quantnorm
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Modifies the distance matrix obtained from data with batch effects, so as to improve the performance of sample pattern detection, such as clustering, dimension reduction, and construction of networks between subjects. The method has been published in Bioinformatics (Fei et al, 2018, <doi:10.1093/bioinformatics/bty117>). Also available on 'GitHub' <https://github.com/tengfei-emory/QuantNorm>.
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2025-04-22 |
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r-quantilenpci
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Based on Alan D. Hutson (1999) <doi:10.1080/02664769922458>, "Calculating nonparametric confidence intervals for quantiles using fractional order statistics", Journal of Applied Statistics, 26:3, 343-353.
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2025-04-22 |
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r-quantilegrader
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Implementation of the food safety restaurant grading system adopted by Public Health - Seattle & King County (see Ashwood, Z.C., Elias, B., and Ho. D.E. "Improving the Reliability of Food Safety Disclosure: A Quantile Adjusted Restaurant Grading System for Seattle-King County" (working paper)). As reported in the accompanying paper, this package allows jurisdictions to easily implement refinements that address common challenges with unadjusted grading systems. First, in contrast to unadjusted grading, where the most recent single routine inspection is the primary determinant of a grade, grading inputs are allowed to be flexible. For instance, it is straightforward to base the grade on average inspection scores across multiple inspection cycles. Second, the package can identify quantile cutoffs by inputting substantively meaningful regulatory thresholds (e.g., the proportion of establishments receiving sufficient violation points to warrant a return visit). Third, the quantile adjustment equalizes the proportion of establishments in a flexible number of grading categories (e.g., A/B/C) across areas (e.g., ZIP codes, inspector areas) to account for inspector differences. Fourth, the package implements a refined quantile adjustment that addresses two limitations with the stats::quantile() function when applied to inspection score datasets with large numbers of score ties. The quantile adjustment algorithm iterates over quantiles until, over all restaurants in all areas, grading proportions are within a tolerance of desired global proportions. In addition the package allows a modified definition of "quantile" from "Nearest Rank". Instead of requiring that at least p[1]% of restaurants receive the top grade and at least (p[1]+p[2])% of restaurants receive the top or second best grade for quantiles p, the algorithm searches for cutoffs so that as close as possible p[1]% of restaurants receive the top grade, and as close as possible to p[2]% of restaurants receive the second top grade.
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2025-04-22 |
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r-quantileda
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Code for centroid, median and quantile classifiers.
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2025-04-22 |
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r-quandl
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Functions for interacting directly with the Quandl API to offer data in a number of formats usable in R, downloading a zip with all data from a Quandl database, and the ability to search. This R package uses the Quandl API. For more information go to <https://www.quandl.com/docs/api>. For more help on the package itself go to <https://www.quandl.com/help/r>.
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2025-04-22 |
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r-qualvar
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Implements indices of qualitative variation proposed by Wilcox (1973).
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2025-04-22 |
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r-qualci
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Exact one-sided p-values and confidence intervals for an outcome variable defined on an interval measurement scale with only qualitative and ordinal information available.
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2025-04-22 |
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r-quadprogxt
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Extends the quadprog package to solve quadratic programs with absolute value constraints and absolute values in the objective function.
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2025-04-22 |
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r-qtldesign
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Tools for the design of QTL experiments
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2025-04-22 |
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r-qtlbook
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Datasets for the book, A Guide to QTL Mapping with R/qtl. Broman and Sen (2009) <doi:10.1007/978-0-387-92125-9>.
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2025-04-22 |
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r-qsardata
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Molecular descriptors and outcomes for several public domain data sets
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2025-04-22 |
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r-qrsvm
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Quantile Regression (QR) using Support Vector Machines under the Pinball-Loss. Estimation is based on "Nonparametric Quantile Regression" by I. Takeuchi, Q.V.Le , T. Sears, A.J.Smola (2004). Implementation relies on 'quadprog' package, package 'kernlab' Kernelfunctions and package 'Matrix' nearPD to find next Positive definite Kernelmatrix. Package estimates quantiles individually but an Implementation of non crossing constraints coming soon. Function multqrsvm() now supports parallel backend for faster fitting.
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2025-04-22 |
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r-qrnn
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Fit quantile regression neural network models with optional left censoring, partial monotonicity constraints, generalized additive model constraints, and the ability to fit multiple non-crossing quantile functions following Cannon (2011) <doi:10.1016/j.cageo.2010.07.005> and Cannon (2018) <doi:10.1007/s00477-018-1573-6>.
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2025-04-22 |
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r-qrmix
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Implements the robust algorithm for fitting finite mixture models based on quantile regression proposed by Emir et al., 2017 (unpublished).
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2025-04-22 |
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r-qrmdata
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Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.
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2025-04-22 |
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r-qrcode
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Create QRcode in R.
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2025-04-22 |
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r-qrank
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A Quantile Rank-score based test for the identification of expression quantitative trait loci.
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2025-04-22 |
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r-qrage
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Tools that create D3 JavaScript force directed graph from R. D3 JavaScript was created by Michael Bostock. See http://d3js.org/ and, more specifically for Force Directed Graph https://github.com/mbostock/d3/wiki/Force-Layout.
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2025-04-22 |
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r-qqvases
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Presents an explanatory animation of normal quantile-quantile plots based on a water-filling analogy. The animation presents a normal QQ plot as the parametric plot of the water levels in vases defined by two distributions. The distributions decorate the axes in the normal QQ plot and are optionally shown as vases adjacent to the plot. The package draws QQ plots for several distributions, either as samples or continuous functions.
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2025-04-22 |
