This study demonstrates how to use the "spmoran" package implementing scalable spatial regression models for Gaussian and non-Gaussian data. Implemented models include spatially varying coefficient models, models with group effects, spatial unconditional quantile regression model, and low rank spatial econometric models. All of these models are estimated in a computationally efficient manner for large samples. Moran eigenvectors are used to an approximate Gaussian process (GP) modeling that is interpretable in terms of the Moran coefficient. The GP is used for modeling the spatial processes in residuals and regression coefficients. The sample codes are available from https://github.com/dmuraka/spmoran. While this vignette mainly focuses on Gaussian data modeling, another vignette focusing on non-Gaussian data including count regression is also available from the same GitHub page.
This study presents application examples of generalized spatial regression modeling for count data and continuous non-Gaussian data using the spmoran package (version 0.2.2 onward). Section 2 introduces the model. The subsequent sections demonstrate applications of the model for disease mapping, spatial prediction and uncertainty modeling, and hedonic analysis. The R codes used in this vignette are available from https://github.com/dmuraka/spmoran. Another vignette focusing on Gaussian spatial regression modeling is also available from the same GitHub page.
This paper presents a high-level description of the R software package mixdistreg to fit mixture of experts distributional regression models. The proposed framework is implemented in R using the deepregression software template, which is based on TensorFlow and follows the neural structured additive learning principle. The software comprises various approaches as special cases, including mixture density networks and mixture regression approaches. Various code examples are given to demonstrate the package's functionality.
Regularized Ordinal Regression and the ordinalNet R Package
正则化技术，如套索（Tibshirani 1996）和弹性网（Zou and Hastie 2005），可用于提高回归模型系数估计和预测精度，以及执行变量选择。有序回归模型被广泛应用于正则化的应用中;然而，这些模型并不包含在正则化回归的许多流行软件包中。我们提出了一个坐标下降算法，以适应广泛的一类有序回归模型与弹性网罚款。此外，我们证明了这类模型中的每个模型都可以推广到更灵活的形式，例如可以容纳无序的分类数据。我们引入了一个适用于这两种模型形式的弹性网惩罚类。此外，该惩罚可用于将非有序模型向其有序对应物收缩。最后，我们介绍了R包ordinalNet，它实现了这个模型类的算法。
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 approaches that in addition allow for the inclusion of study-level covariables. METHODS: We describe the Bayesian meta-regression implementation provided in the bayesmeta R package including the choice of priors, and we illustrate its practical use. RESULTS: A wide range of example applications are given, such as binary and continuous covariables, subgroup a…
Recurrent event analyses have found a wide range of applications in biomedicine, public health, and engineering, among others, where study subjects may experience a sequence of event of interest during follow-up. The R package reReg (Chiou and Huang 2021) offers a comprehensive collection of practical and easy-to-use tools for regression analysis of recurrent events, possibly with the presence of an informative terminal event. The regression framework is a general scale-change model which encompasses the popular Cox-type model, the accelerated rate model, and the accelerated mean model as spec…
Pooled testing (also known as group testing), where diagnostic tests are performed on pooled samples, has broad applications in the surveillance of diseases in animals and humans. An increasingly common use case is molecular xenomonitoring (MX), where surveillance of vector-borne diseases is conducted by capturing and testing large numbers of vectors (e.g. mosquitoes). The R package PoolTestR was developed to meet the needs of increasingly large and complex molecular xenomonitoring surveys but can be applied to analyse any data involving pooled testing. PoolTestR includes simple and flexible t…
Shape-constrained nonparametric regression is a growing area in econometrics, statistics, operations research, machine learning and related fields. In the field of productivity and efficiency analysis, recent developments in the multivariate convex regression and related techniques such as convex quantile regression and convex expectile regression have bridged the long-standing gap between the conventional deterministic-nonparametric and stochastic-parametric methods. Unfortunately, the heavy computational burden and the lack of powerful, reliable, and fully open access computational package h…
The direpack package aims to establish a set of modern statistical dimension reduction techniques into the Python universe as a single, consistent package. The dimension reduction methods included resort into three categories: projection pursuit based dimension reduction, sufficient dimension reduction, and robust M estimators for dimension reduction. As a corollary, regularized regression estimators based on these reduced dimension spaces are provided as well, ranging from classical principal component regression up to sparse partial robust M regression. The package also contains a set of cla…
Clarkson University（克拉克森大学）；Department of Electrical and Computer Engineering, Clarkson University（克拉克森大学电气与计算机工程系）
Data-driven sparse system identification becomes the general framework for a wide range of problems in science and engineering. It is a problem of growing importance in applied machine learning and artificial intelligence algorithms. In this work, we developed the Entropic Regression Software Package (ERFit), a MATLAB package for sparse system identification using the entropic regression method. The code requires minimal supervision, with a wide range of options that make it adapt easily to different problems in science and engineering. The ERFit is available at https://github.com/almomaa/ERFi…
In molecular biology, advances in high-throughput technologies have made it possible to study complex multivariate phenotypes and their simultaneous associations with high-dimensional genomic and other omics data, a problem that can be studied with high-dimensional multi-response regression, where the response variables are potentially highly correlated. To this purpose, we recently introduced several multivariate Bayesian variable and covariance selection models, e.g., Bayesian estimation methods for sparse seemingly unrelated regression for variable and covariance selection. Several variable…
Uplift modeling aims at predicting the causal effect of an action such as a medical treatment or a marketing campaign on a particular individual, by taking into consideration the response to a treatment. The treatment group contains individuals who are subject to an action; a control group serves for comparison. Uplift modeling is used to order the individuals with respect to the value of a causal effect, e.g., positive, neutral, or negative. Though there are some computational methods available for uplift modeling, most of them exclude statistical regression models. The R Package tools4uplift…
We introduce c-lasso, a Python package that enables sparse and robust linear regression and classification with linear equality constraints. The underlying statistical forward model is assumed to be of the following form: \[ y = X β+ σε\qquad \textrm{subject to} \qquad Cβ=0 \] Here, $X \in \mathbb{R}^{n\times d}$is a given design matrix and the vector $y \in \mathbb{R}^{n}$ is a continuous or binary response vector. The matrix $C$ is a general constraint matrix. The vector $β\in \mathbb{R}^{d}$ contains the unknown coefficients and $σ$ an unknown scale. Prominent use cases are (sparse) log-con…
The R package merlin performs flexible joint modelling of hierarchical multi-outcome data. Increasingly, multiple longitudinal biomarker measurements, possibly censored time-to-event outcomes and baseline characteristics are available. However, there is limited software that allows all of this information to be incorporated into one model. In this paper, we present merlin which allows for the estimation of models with unlimited numbers of continuous, binary, count and time-to-event outcomes, with unlimited levels of nested random effects. A wide variety of link functions, including the expecte…
Measurement error in a covariate or the outcome of regression models is common, but is often ignored, even though measurement error can lead to substantial bias in the estimated covariate-outcome association. While several texts on measurement error correction methods are available, these methods remain seldomly applied. To improve the use of measurement error correction methodology, we developed mecor, an R package that implements measurement error correction methods for regression models with continuous outcomes. Measurement error correction requires information about the measurement error m…
plsRglm: Partial least squares linear and generalized linear regression for processing incomplete datasets by cross-validation and bootstrap techniques with R
The sparsity-restricted maximum likelihood estimator (SMLE) has received considerable attention for feature screening in ultrahigh-dimensional regression. SMLE is a computationally convenient method that naturally incorporates the joint effects among features in the screening process. We develop a publicly available R package SMLE, which provides a user-friendly environment to carry out SMLE in generalized linear models. In particular, the package includes functions to conduct SMLE-screening and post-screening selection using SMLE with popular selection criteria such as AIC and (extended) BIC.…
This paper introduces the hhsmm R package, which involves functions for initializing, fitting, and predication of hidden hybrid Markov/semi-Markov models. These models are flexible models with both Markovian and semi-Markovian states, which are applied to situations where the model involves absorbing or macro-states. The left-to-right models and the models with series/parallel networks of states are two models with Markovian and semi-Markovian states. The hhsmm also includes Markov/semi-Markov switching regression model as well as the auto-regressive HHSMM, the nonparametric estimation of the …
This article introduces the R package evgam. The package provides functions for fitting extreme value distributions. These include the generalized extreme value and generalized Pareto distributions. The former can also be fitted through a point process representation. evgam supports quantile regression via the asymmetric Laplace distribution, which can be useful for estimating high thresholds, sometimes used to discriminate between extreme and non-extreme values. The main addition of evgam is to let extreme value distribution parameters have generalized additive model forms, which can be objec…
Spatio-temporal models are widely used in many research areas from ecology to epidemiology. However, most covariance functions describe spatial relationships based on Euclidean distance only. In this paper, we introduce the R package SSNbayes for fitting Bayesian spatio-temporal models and making predictions on branching stream networks. SSNbayes provides a linear regression framework with multiple options for incorporating spatial and temporal autocorrelation. Spatial dependence is captured using stream distance and flow connectivity while temporal autocorrelation is modelled using vector aut…
Although models for count data with over-dispersion have been widely considered in the literature, models for under-dispersion -- the opposite phenomenon -- have received less attention as it is only relatively common in particular research fields such as biodosimetry and ecology. The Good distribution is a flexible alternative for modelling count data showing either over-dispersion or under-dispersion, although no R packages are still available to the best of our knowledge. We aim to present in the following the R package good that computes the standard probabilistic functions (i.e., probabil…
