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weatherMRJD - Weather Analysis and Markov Regime Switching Jump Diffusion Models

Provides statistical tools for analyzing weather patterns, temperature anomalies, and climate risk. Implements Markov regime-switching jump diffusion (MRJD) models to capture abrupt shifts, extreme weather events, and structural breaks in environmental time series data. Estimates model parameters using maximum likelihood estimation and offers utility functions for simulating regime-dependent stochastic processes. The regime-switching methodology is based on Hamilton (1989) "Analysis of Time Series Subject to Changes in Regime" <doi:10.2307/1912559>.

Last updated

2.00 score 178 downloads

pcsclr - Progressive Censoring Schemes with Competitive Latent-Risk

Implements simulation, numerical maximum likelihood estimation via fourth-order Runge-Kutta path optimization, and high-speed Bayesian Markov Chain Monte Carlo (MCMC) samplers for Weibull lifetimes under progressive censoring setups with competitive latent risks. Both point estimation and interval estimation are provided for the model parameters.

Last updated

cpp

1.70 score 198 downloads

DRLAP2 - Dynamic Reinforcement Learning and Adaptive Progressive Censoring

Implements Maximum Likelihood Estimation (MLE) and Bayesian Markov Chain Monte Carlo (MCMC) sampling algorithms for progressive censoring models, with support for dynamic reinforcement learning environment simulation and accelerated computational routines written in C++.

Last updated

cpp

1.00 score 218 downloads

fuzzyurn - Generalized Non-Central Fuzzy Dynamic Hypergeometric Processes

Implements Generalized Non-Central Fuzzy Dynamic Hypergeometric Processes. Includes discrete Markov chain sampling under dynamic weight decay and continuous fuzzy membership maps, infinitesimal generator evaluation, weak convergence to Itô diffusion SDEs, numerical solutions for Fokker-Planck PDEs, stationary Gibbs-Boltzmann densities, and Azuma-Hoeffding concentration bounds.

Last updated

1.00 score 234 downloads

robustrcp - Outlier-Robust Ratio-cum-Product Estimators of Finite Population Mean

Implements robust ratio-cum-product estimators using auxiliary medians for estimating the population mean under simple random sampling without replacement (SRSWOR). Provides analytical optimal tuning parameters, bias, Mean Squared Error (MSE), and Percent Relative Efficiency (PRE) evaluations.

Last updated

1.00 score 176 downloads

PINNProgCens - Physics-Informed Neural Networks for Progressive Censoring

Implementation of Physics-Informed Neural Networks ('PINN') for lifetime estimation under progressive Type-II censoring schemes. Combines parametric baseline hazards with physical differential degradation models.

Last updated

1.00 score 190 downloads

ProgVine - Progressive Regularized Vine Copula for Masked Competing Risks

Implements Progressive Regularized Vine Copula (Prog-Vine) frameworks for high-dimensional dependent competing risks with masked failure causes under Progressive Type-II Censoring. Fits Weibull marginals, estimates pair-copula trees using Expectation-Maximization (EM) algorithms, computes Louis observed information confidence intervals, and implements Data Augmentation Gibbs Samplers for Bayesian credible intervals.

Last updated

1.00 score 169 downloads

DropCens - Distributionally Robust Progressive Type-II Censoring Inference

Implements distributionally robust optimization algorithms for progressive Type-II censored Weibull lifetime data under Wasserstein ambiguity balls. Provides primal-dual convex optimization solvers and robust inference bounds.

Last updated

1.00 score 210 downloads

ghcclm - Generalized Hybrid Contrast Coding in Linear Models

Implements generalized hybrid contrast coding methods for K-level categorical predictors in linear models as established by Obulezi (2026)[cite: 3]. The package automates design matrix construction mixing dummy indicators and composite group contrasts, checks rank constraints via singular value decomposition, computes closed-form OLS parameter mappings, and estimates robust heteroscedastic covariance matrices[cite: 3].

Last updated

1.00 score 212 downloads