Wed, 19 Aug 2009

New package ttrTests with initial version 1.0
Package: ttrTests
Type: Package
Title: Standard Backtests for Technical Trading Rules in Financial Data
Version: 1.0
Date: 2009-08-15
Author: David St John
Maintainer: David St John
Depends: fTrading, TTR
Description: Four core functions evaluate the efficacy of a technical trading rule. - Conditional return statistics - Bootstrap resampling statistics - Reality Check for data snooping bias among parameter choices - Robustness, or Persistence, of parameter choices
License: GPL (>= 2)
LazyLoad: yes
Packaged: 2009-08-19 13:36:03 UTC; dstjohn
Repository: CRAN
Date/Publication: 2009-08-19 17:13:34

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Package nsRFA updated to version 0.6-9 with previous version 0.6-8 dated 2009-04-14

Author: Alberto Viglione
Title: Non-supervised Regional Frequency Analysis
Description: A collection of statistical tools for objective (non-supervised) applications of the Regional Frequency Analysis methods in hydrology. The package refers to the index-value method and, more precisely, helps the hydrologist to: (1) regionalize the index-value; (2) form homogeneous regions with similar growth curves; (3) fit distribution functions to the empirical regional growth curves.

Diff between nsRFA versions 0.6-8 dated 2009-04-14 and 0.6-9 dated 2009-08-19

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Package spdep updated to version 0.4-36 with previous version 0.4-34 dated 2009-01-21

Author: Roger Bivand , with contributions by Luc Anselin, Renato Assunção, Olaf Berke, Andrew Bernat, Marilia Carvalho, Yongwan Chun, Bjarke Christensen, Carsten Dormann, Stéphane Dray, Rein Halbersma, Elias Krainski, Nicholas Lewin-Koh, Hongfei Li, Jielai Ma, Giovanni Millo, Werner Mueller, Hisaji Ono, Pedro Peres-Neto, Markus Reder, Michael Tiefelsdorf, and Danlin Yu.
Title: Spatial dependence: weighting schemes, statistics and models
Description: A collection of functions to create spatial weights matrix objects from polygon contiguities, from point patterns by distance and tesselations, for summarising these objects, and for permitting their use in spatial data analysis, including regional aggregation by minimum spanning tree; a collection of tests for spatial autocorrelation, including global Moran's I, APLE, Geary's C, Hubert/Mantel general cross product statistic, Empirical Bayes estimates and Assunção/Reis Index, Getis/Ord G and multicoloured join count statistics, local Moran's I and Getis/Ord G, saddlepoint approximations and exact tests for global and local Moran's I; and functions for estimating spatial simultaneous autoregressive (SAR) lag and error models, weighted and unweighted SAR and CAR spatial regression models, semi-parametric and Moran eigenvector spatial filtering, GM SAR error models, and generalized spatial two stage least squares models.

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Package sdef updated to version 1.1 with previous version 1.0 dated 2009-08-14

Author: Marta Blangiardo, Alberto Cassese
Title: Synthesizing List of Differentially Expressed Features
Description: The package performs two tests to evaluate if the experiments are associated and returns a list of interesting feautres common to all the experiments.

Diff between sdef versions 1.0 dated 2009-08-14 and 1.1 dated 2009-08-19

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Package rgdal updated to version 0.6-14 with previous version 0.6-12 dated 2009-08-14

Author: Timothy H. Keitt , Roger Bivand , Edzer Pebesma , Barry Rowlingson
Title: Bindings for the Geospatial Data Abstraction Library
Description: Provides bindings to Frank Warmerdam's Geospatial Data Abstraction Library (GDAL) (>= 1.3.1) and access to projection/transformation operations from the PROJ.4 library. The GDAL and PROJ.4 libraries are external to the package, and, when installing the package from source, must be correctly installed first. Both GDAL raster and OGR vector map data can be imported into R, and GDAL raster data and OGR vector data exported. Use is made of classes defined in the sp package.

Diff between rgdal versions 0.6-12 dated 2009-08-14 and 0.6-14 dated 2009-08-19

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Package plotrix updated to version 2.7 with previous version 2.6-4 dated 2009-07-19

Author: Jim Lemon,Ben Bolker,Sander Oom, Eduardo Klein,Barry Rowlingson, Hadley Wickham,Anupam Tyagi, Olivier Eterradossi,Gabor Grothendieck, Michael Toews,John Kane,Mike Cheetham, Rolf Turner,Carl Witthoft,Julian Stander, Thomas Petzoldt,Remko Duursma,Elisa Biancotto, Ofir Levy
Title: Various plotting functions
Description: Lots of plots, various labeling, axis and color scaling functions.

Diff between plotrix versions 2.6-4 dated 2009-07-19 and 2.7 dated 2009-08-19

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Package plink updated to version 1.2-0 with previous version 1.1-6 dated 2009-08-07

Author: Jonathan P. Weeks
Title: IRT Separate Calibration Linking Methods
Description: This package uses item response theory methods to compute linking constants and conduct chain linking of unidimensional or multidimensional tests for multiple groups under a common item design. The unidimensional methods include the Mean/Mean, Mean/Sigma, Haebara, and Stocking-Lord methods for dichotomous (1PL, 2PL and 3PL) and/or polytomous (graded response, partial credit/generalized partial credit, nominal, and multiple-choice model) items. The multidimensional methods include the Reckase-Martineau method and extensions of the Haebara and Stocking-Lord method using a single dilation parameter, multiple dilation parameters, or the Oshima, Davey, & Lee approach for multidimensional extensions of all the unidimensional dichotomous and polytomous item response models. The package also includes functions for importing item and/or ability parameters from common IRT software, conducting IRT true score and observed score equating, and ploting item response curves/surfaces, vector plots, and comparison plots for examining parameter drift.

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New package munsell with initial version 0.1
Package: munsell
Type: Package
Title: Munsell colour system
Version: 0.1
Date: 2009-06-15
Author: Charlotte Wickham
Maintainer: Charlotte Wickham
Description: Functions for exploring and using the Munsell colour system
Depends: ggplot2, colorspace
License: MIT
LazyData: true
Collate: 'alter.r' 'check.r' 'convert.r' 'plot.r'
Packaged: 2009-08-17 16:13:43 UTC; wickham
Repository: CRAN
Date/Publication: 2009-08-19 08:15:21

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Package mrt updated to version 0.3 with previous version 0.2 dated 2009-06-16

Author: Daniel B. Wright
Title: Wright & London's Modern Regression Techniques
Description: Datasets and functions from Wright and London's Modern Regression Techniques

Diff between mrt versions 0.2 dated 2009-06-16 and 0.3 dated 2009-08-19

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Package monomvn updated to version 1.7-3 with previous version 1.7-2 dated 2009-06-02

Author: Robert B. Gramacy
Title: Estimation for multivariate normal and Student-t data with monotone missingness
Description: Estimation of multivariate normal and student-t data of arbitrary dimension where the pattern of missing data is monotone. Through the use of parsimonious/shrinkage regressions (plsr, pcr, lasso, ridge, etc.), where standard regressions fail, the package can handle a nearly arbitrary amount of missing data. The current version supports maximum likelihood inference and a full Bayesian approach employing scale-mixtures for the lasso (double-exponential) prior and Student-t errors. Monotone data augmentation extends this Bayesian approach to arbitrary missingness patterns. A fully functional standalone interface to the Bayesian lasso (from Park & Casella) and ridge regression with model selection via Reversible Jump, and student-t errors (from Geweke) is also provided

Diff between monomvn versions 1.7-2 dated 2009-06-02 and 1.7-3 dated 2009-08-19

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Package hdrcde updated to version 2.10 with previous version 2.09 dated 2008-11-21

Author: Rob J Hyndman and Jochen Einbeck
Title: Highest density regions and conditional density estimation
Description: Computation of highest density regions in one and two dimensions, kernel estimation of univariate density functions conditional on one covariate, and multimodal regression.

Diff between hdrcde versions 2.09 dated 2008-11-21 and 2.10 dated 2009-08-19

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Package doBy updated to version 4.0.1 with previous version 4.0.0 dated 2009-07-31

Author: Søren Højsgaard with contributions from Kevin Wright and Alessandro A. Leidi.
Title: Groupwise computations of summary statistics, general linear contrasts and other utilities
Description: Facilities for groupwise computations of summary statistics and other facilities for working with grouped data.

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Package alr3 updated to version 1.1.9 with previous version 1.1.8 dated 2009-08-04

Author: Sanford Weisberg
Title: Methods and data to accompany Applied Linear Regression 3rd edition
Description: This library is a companion to the textbook S. Weisberg (2005), "Applied Linear Regression," 3rd edition, Wiley. It includes all the data sets discussed in the book (except one), and several few functions that are tailored to the methods discussed in the book. Ver. 1.0.3 corrects bugs in (1) weights for POD models; (2) use of 'subset' arguments with boot.case. Ver. 1.0.4 corrects a few bugs with overparameterized models. Ver. 1.0.5 changes one default argument. Ver 1.0.6 replaces the pure.error.anova function so it prints nicer and works with interactions. Ver 1.0.7 fixes a bug in residual.plots and adds an additional argument and adds a new function alrweb to access the website for the book in a browser. Ver 1.0.8 fixed a bug in delta.method for generalized linear models. Ver 1.0.9 fixes a bug with Yeo Johnson transformations. Ver 1.1.0 drops the conf.intervals function in favor of the confint function in stat, includes several minor bug fixes, and makes the package fully compatible with version 2.6.0 of R. 1.1.2 corrects a bug introduced in boot.case. Version 1.1.7 adds a namespace. Ver 1.1.8 fixes more bugs. Ver. 1.1.9 updated the delta.method to work with a user-supplied estimate of the variance matrix.

Diff between alr3 versions 1.1.8 dated 2009-08-04 and 1.1.9 dated 2009-08-19

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Package SIS updated to version 0.2 with previous version 0.1 dated 2009-08-14

Author: Jianqing Fan, Yang Feng, Richard Samworth, Yichao Wu
Title: Sure Independence Screening
Description: (Iterative) Sure Independence Screening for Generalized Linear Models and Cox's Proportional Hazard's Models

Diff between SIS versions 0.1 dated 2009-08-14 and 0.2 dated 2009-08-19

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Package RaschSampler updated to version 0.8-2 with previous version 0.8-1 dated 2008-06-26

Author: Reinhold Hatzinger, Patrick Mair, Norman Verhelst
Title: Rasch Sampler
Description: Sampling binary matrices with fixed margins

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Package RSiena updated to version 1.0.5 with previous version 1.0.0 dated 2009-06-27

Author: Various
Title: Siena - Simulation Investigation for Empirical Network Analysis
Description: Fits models to longitudinal networks

Diff between RSiena versions 1.0.0 dated 2009-06-27 and 1.0.5 dated 2009-08-19

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 man/s502.Rd                                                 |    2 
 man/s503.Rd                                                 |    2 
 man/s50a.Rd                                                 |    2 
 man/siena07.Rd                                              |   15 
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Package RCurl updated to version 1.0-0 with previous version 0.98-1 dated 2009-06-07

Author: Duncan Temple Lang
Title: General network (HTTP/FTP/...) client interface for R
Description: The package allows one to compose general HTTP requests and provides convenient functions to fetch URIs, get & post forms, etc. and process the results returned by the Web server. This provides a great deal of control over the HTTP/FTP/... connection and the form of the request while providing a higher-level interface than is available just using R socket connections. Additionally, the underlying implementation is robust and extensive, supporting FTP/FTPS/TFTP (uploads and downloads), SSL/HTTPS, telnet, dict, ldap, and also supports cookies, redirects, authentication, etc.

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Package PBSmodelling updated to version 2.21 with previous version 2.20 dated 2009-08-08

Author: Jon T. Schnute , Alex Couture-Beil , Rowan Haigh , and Anisa Egeli
Title: GUI Tools Made Easy: Interact with Models, Explore Data, Give Dynamic Presentations
Description: PBS Modelling provides software to facilitate the design, testing, and operation of computer models. It focuses particularly on tools that make it easy to construct and edit a customized graphical user interface (GUI). Although it depends heavily on the R interface to the Tcl/Tk package, a user does not need to know Tcl/Tk. The package contains examples that illustrate models built with other R packages, including PBSmapping, deSolve, PBSddesolve, and BRugs. It also serves as a convenient prototype for building new R packages, along with instructions and batch files to facilitate that process. The R directory '.../library/PBSmodelling/doc' includes a complete user guide PBSmodelling-UG.pdf. To use this package effectively, please consult the guide.

Diff between PBSmodelling versions 2.20 dated 2009-08-08 and 2.21 dated 2009-08-19

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New package PLIS with initial version 1.0
Package: PLIS
Type: Package
Title: Multiplicity control using Pooled LIS statisitcs
Version: 1.0
Date: 2009-06-19
Author: Zhi Wei & Wenguang Sun
Maintainer: Zhi Wei or
Description: PLIS is a multiple testing procedure for testing several groups of hypotheses. Linear dependency is expected from the hypotheses within the same group and is modeled by hidden Markov Models. It is noted that, for PLIS, a smaller p value does not necessarily imply more significance because of dependency among the hypotheses. A typical applicaiton of PLIS is to analyze genome wide association studies datasets, where SNPs from the same chromosome are treated as a group and exhibit strong linear genomic dependency.
License: GPL-3
LazyLoad: yes
Packaged: 2009-08-16 16:24:03 UTC; Zhi
Repository: CRAN
Date/Publication: 2009-08-19 09:16:40

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Package MLDS updated to version 0.2-0 with previous version 0.1-8 dated 2009-05-25

Author: Kenneth Knoblauch and Laurence T. Maloney, based in part on C code written by Laurence T. Maloney and J. N. Yang
Title: Maximum Likelihood Difference Scaling
Description: Difference scaling is a method for scaling perceived supra-threshold differences. The package contains functions that allow the user to design and run a difference scaling experiment, to fit the resulting data by maximum likelihood and test the internal validity of the estimated scale.

Diff between MLDS versions 0.1-8 dated 2009-05-25 and 0.2-0 dated 2009-08-19

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Package HH updated to version 2.1-30 with previous version 2.1-29 dated 2009-05-28

Author: Richard M. Heiberger
Title: Statistical Analysis and Data Display: Heiberger and Holland
Description: Support software for Statistical Analysis and Data Display (Springer, ISBN 0-387-40270-5). This contemporary presentation of statistical methods features extensive use of graphical displays for exploring data and for displaying the analysis. The authors demonstrate how to analyze data---showing code, graphics, and accompanying computer listings---for all the methods they cover. They emphasize how to construct and interpret graphs, discuss principles of graphical design, and show how accompanying traditional tabular results are used to confirm the visual impressions derived directly from the graphs. Many of the graphical formats are novel and appear here for the first time in print. All chapters have exercises.

Diff between HH versions 2.1-29 dated 2009-05-28 and 2.1-30 dated 2009-08-19

 DESCRIPTION  |    8 ++++----
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 2 files changed, 8 insertions(+), 6 deletions(-)

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New package KFAS with initial version 0.3.1
Package: KFAS
Version: 0.3.1
Date: 2009-08-18
Title: Multivariate Kalman filter and smoother, simulation smoother and forecasting
Author: Jouni Lehtonen
Maintainer: Jouni Lehtonen
Depends: R (>= 2.8.0)
Description: Fast multivariate Kalman filter, smoother, simulation smoother and forecasting. Uses exact diffuse initialisation when distributions of some or all elements of initial state vector are unknown.
License: GPL (>= 2)
Packaged: 2009-08-18 06:09:17 UTC; jovetale
Repository: CRAN
Date/Publication: 2009-08-19 08:13:59

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Package FrF2 updated to version 0.97-1 with previous version 0.97 dated 2009-08-13

Author: Ulrike Groemping
Title: Fractional Factorial designs with 2-level factors
Description: This package creates regular and non-regular Fractional Factorial designs. Furthermore, analysis tools for Fractional Factorial designs with 2-level factors are offered (main effects and interaction plots for all factors simultaneously, cube plot for looking at the simultaneous effects of three factors, full or half normal plot, alias structure in a more readable format than with the built-in function alias). The package is currently subject to intensive development. While much of the intended functionality is already available, some changes and improvements are still to be expected. Suggestions are welcome.

Diff between FrF2 versions 0.97 dated 2009-08-13 and 0.97-1 dated 2009-08-19

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 4 files changed, 10 insertions(+), 6 deletions(-)

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Package DoE.base updated to version 0.7 with previous version 0.6-1 dated 2009-08-13

Author: Ulrike Groemping
Title: Full factorials, orthogonal arrays and base utilities for DoE packages
Description: This package creates full factorial experimental designs and designs based on orthogonal arrays for (industrial) experiments. Additionally, it provides some utility functions used also by other DoE packages.

Diff between DoE.base versions 0.6-1 dated 2009-08-13 and 0.7 dated 2009-08-19

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