A  B  C  D  E  F  G  H  I  J  K  L  M  N  O  P  Q  R  S  T  U  V  W  X  Y  Z  

  Subjects -> STATISTICS (Total: 130 journals)
The end of the list has been reached or no journals were found for your choice.
Similar Journals
Journal Cover
Journal of Statistical Software
Journal Prestige (SJR): 13.802
Citation Impact (citeScore): 16
Number of Followers: 16  

  This is an Open Access Journal Open Access journal
ISSN (Print) 1548-7660 - ISSN (Online) 1548-7660
Published by American Statistical Association Homepage  [5 journals]
  • A Practitioner's Guide and MATLAB Toolbox for Mixed Frequency State
           Space Models

    • Authors: Scott A. Brave; R. Andrew Butters, David Kelley
      Abstract: The use of mixed frequency data is now common in many applications, ranging from the analysis of high frequency financial time series to large cross-sections of macroeconomic time series. In this article, we show how state space methods can easily facilitate both estimation and inference in these settings. After presenting a unified treatment of the state space approach to mixed frequency data modeling, we provide a series of applications to demonstrate how our MATLAB toolbox can make the estimation and post-processing of these models straightforward.
      PubDate: Mon, 31 Oct 2022 00:00:00 +000
  • spsur: An R Package for Dealing with Spatial Seemingly Unrelated
           Regression Models

    • Authors: Román Mínguez; Fernando A. López, Jesús Mur
      Abstract: Spatial seemingly unrelated regression (spatial SUR) models are a useful multiequational econometric specification to simultaneously incorporate spatial effects and correlated error terms across equations. The purpose of the spsur R package is to supply a complete set of functions to test for spatial structures in the residual of a SUR model; to estimate the most popular specifications by applying different methods and test for linear restrictions on the parameters. The package also facilitates the estimation of socalled spatial impacts, conveniently adapted to a SUR framework. The package includes functions to simulate datasets with the features decided by the user, which may be useful in teaching activities or in more general research projects. The article concludes with a real data application showing the potential that spsur has to examine the relation of individual mobility over geographic areas and the incidence of COVID-19 in Spain during the first lockdown.
      PubDate: Sun, 30 Oct 2022 00:00:00 +000
  • Analyzing Intraday Financial Data in R: The highfrequency Package

    • Authors: Kris Boudt; Onno Kleen, Emil Sjørup
      Abstract: The highfrequency package for the R programming language provides functionality for pre-processing financial high-frequency data, analyzing intraday stock returns, and forecasting stock market volatility. For academics and practitioners alike, it provides a tool chain required to work with such datasets and to conduct statistical analyses dedicated to spot volatility, jumps, realized measures, and many more. We showcase our implemented routines and models on raw high-frequency data from large stock exchanges.
      PubDate: Thu, 27 Oct 2022 00:00:00 +000
  • synthACS: Spatial Microsimulation Modeling with Synthetic American
           Community Survey Data

    • Authors: Alex Whitworth
      Abstract: synthACS is an R package that provides flexible tools for building synthetic microdatasets based on American Community Survey (ACS) base tables, allows data-extensibility and enables to conduct spatial microsimulation modeling (SMSM) via simulated annealing. To our knowledge, it is the first R package to provide broadly applicable tools for SMSM with ACS data as well as the first SMSM implementation that uses unequal probability sampling in the simulated annealing algorithm. In this paper, we contextualize these developments within the SMSM literature, provide a hands-on user-guide to package synthACS, present a case study of SMSM related to population dynamics, and note areas for future research.
      PubDate: Wed, 26 Oct 2022 00:00:00 +000
  • BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R

    • Authors: Maximilian Boeck; Martin Feldkircher, Florian Huber
      Abstract: This document introduces the R package BGVAR to estimate Bayesian global vector autoregressions (GVAR) with shrinkage priors and stochastic volatility. The Bayesian treatment of GVARs allows to include large information sets by mitigating issues related to overfitting. This often improves inference as well as out-of-sample forecasts. Computational efficiency is achieved by using C++ to considerably speed up time-consuming functions. To maximize usability, the package includes numerous functions for carrying out structural inference and forecasting. These include generalized and structural impulse response functions, forecast error variance, and historical decompositions as well as conditional forecasts.
      PubDate: Wed, 26 Oct 2022 00:00:00 +000
  • Fast Penalized Regression and Cross Validation for Tall Data with the oem

    • Authors: Jared D. Huling; Peter Chien
      Abstract: A large body of research has focused on theory and computation for variable selection techniques for high dimensional data. There has been substantially less work in the big "tall" data paradigm, where the number of variables may be large, but the number of observations is much larger. The orthogonalizing expectation maximization (OEM) algorithm is one approach for computation of penalized models which excels in the big tall data regime. The oem package is an efficient implementation of the OEM algorithm which provides a multitude of computation routines with a focus on big tall data, such as a function for out-of-memory computation, for large-scale parallel computation of penalized regression models. Furthermore, in this paper we propose a specialized implementation of the OEM algorithm for cross validation, dramatically reducing the computing time for cross validation over a naive implementation.
      PubDate: Mon, 24 Oct 2022 00:00:00 +000
  • Statistical Network Analysis with Bergm

    • Authors: Alberto Caimo; Lampros Bouranis, Robert Krause, Nial Friel
      Abstract: Recent advances in computational methods for intractable models have made network data increasingly amenable to statistical analysis. Exponential random graph models (ERGMs) emerged as one of the main families of models capable of capturing the complex dependence structure of network data in a wide range of applied contexts. The Bergm package for R has become a popular package to carry out Bayesian parameter inference, missing data imputation, model selection and goodness-of-fit diagnostics for ERGMs. Over the last few years, the package has been considerably improved in terms of efficiency by adopting some of the state-of-the-art Bayesian computational methods for doublyintractable distributions. Recently, version 5 of the package has been made available on CRAN having undergone a substantial makeover, which has made it more accessible and easy to use for practitioners. New functions include data augmentation procedures based on the approximate exchange algorithm for dealing with missing data, adjusted pseudolikelihood and pseudo-posterior procedures, which allow for fast approximate inference of the ERGM parameter posterior and model evidence for networks on several thousands nodes.
      PubDate: Thu, 29 Sep 2022 00:00:00 +000
  • ParMA: Parallelized Bayesian Model Averaging for Generalized Linear Models

    • Authors: Riccardo (Jack) Lucchetti; Luca Pedini
      Abstract: This paper describes the gretl function package ParMA, which provides Bayesian model averaging (BMA) in generalized linear models. In order to overcome the lack of analytical specification for many of the models covered, the package features an implementation of the reversible jump Markov chain Monte Carlo technique, following the original idea by Green (1995), as a flexible tool to model several specifications. Particular attention is devoted to computational aspects such as the automatization of the model building procedure and the parallelization of the sampling scheme.
      PubDate: Thu, 29 Sep 2022 00:00:00 +000
  • AMR: An R Package for Working with Antimicrobial Resistance Data

    • Authors: Matthijs S. Berends; Christian F. Luz, Alexander W. Friedrich, Bhanu N. M. Sinha, Casper J. Albers, Corinna Glasner
      Abstract: Antimicrobial resistance is an increasing threat to global health. Evidence for this trend is generated in microbiological laboratories through testing microorganisms for resistance against antimicrobial agents. International standards and guidelines are in place for this process as well as for reporting data on (inter-)national levels. However, there is a gap in the availability of standardized and reproducible tools for working with laboratory data to produce the required reports. It is known that extensive efforts in data cleaning and validation are required when working with data from laboratory information systems. Furthermore, the global spread and relevance of antimicrobial resistance demands to incorporate international reference data in the analysis process. In this paper, we introduce the AMR package for R that aims at closing this gap by providing tools to simplify antimicrobial resistance data cleaning and analysis, while incorporating international guidelines and scientifically reliable reference data. The AMR package enables standardized and reproducible antimicrobial resistance analyses, including the application of evidence-based rules, determination of first isolates, translation of various codes for microorganisms and antimicrobial agents, determination of (multi-drug) resistant microorganisms, and calculation of antimicrobial resistance, prevalence and future trends. The AMR package works independently of any laboratory information system and provides several functions to integrate into international workflows (e.g., WHONET software provided by the World Health Organization).
      PubDate: Thu, 29 Sep 2022 00:00:00 +000
  • Pathogen.jl: Infectious Disease Transmission Network Modeling with Julia

    • Authors: Justin Angevaare; Zeny Feng, Rob Deardon
      Abstract: We introduce Pathogen.jl for simulation and inference of transmission network individual level models (TN-ILMs) of infectious disease spread in continuous time. TN-ILMs can be used to jointly infer transmission networks, event times, and model parameters within a Bayesian framework via Markov chain Monte Carlo (MCMC). We detail our specific strategies for conducting MCMC for TN-ILMs, and our implementation of these strategies in the Julia package, Pathogen.jl, which leverages key features of the Julia language. We provide an example using Pathogen.jl to simulate an epidemic following a susceptible-infectious-removed (SIR) TN-ILM, and then perform inference using observations that were generated from that epidemic. We also demonstrate the functionality of Pathogen.jl with an application of TN-ILMs to data from a measles outbreak that occurred in Hagelloch, Germany, in 1861 (Pfeilsticker 1863; Oesterle 1992).
      PubDate: Thu, 29 Sep 2022 00:00:00 +000
  • calculus: High-Dimensional Numerical and Symbolic Calculus in R

    • Authors: Emanuele Guidotti
      Abstract: The R package calculus implements C++-optimized functions for numerical and symbolic calculus, such as the Einstein summing convention, fast computation of the LeviCivita symbol and generalized Kronecker delta, Taylor series expansion, multivariate Hermite polynomials, high-order derivatives, ordinary differential equations, differential operators and numerical integration in arbitrary orthogonal coordinate systems. The library applies numerical methods when working with functions, or symbolic programming when working with characters or expressions. The package handles multivariate numerical calculus in arbitrary dimensions and coordinates. It implements the symbolic counterpart of the numerical methods whenever possible, without depending on external computer algebra systems. Except for Rcpp, the package has no strict dependencies in order to provide a stable self-contained toolbox that invites re-use.
      PubDate: Thu, 29 Sep 2022 00:00:00 +000
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh, EH14 4AS, UK
Email: journaltocs@hw.ac.uk
Tel: +00 44 (0)131 4513762

Your IP address:
Home (Search)
About JournalTOCs
News (blog, publications)
JournalTOCs on Twitter   JournalTOCs on Facebook

JournalTOCs © 2009-