Title: Event Study Analysis
Description: Financial event study analysis. Implements the classical event
study methodology of MacKinlay (1997) <https://www.jstor.org/stable/2729691>
with multiple return models: market model, market adjusted, comparison
period mean adjusted, Fama and French three-factor (1993)
<doi:10.1016/0304-405X(93)90023-5> and five-factor (2015)
<doi:10.1016/j.jfineco.2014.10.010>, Carhart (1997) four-factor
<doi:10.1111/j.1540-6261.1997.tb03808.x>, generalized autoregressive
conditional heteroskedasticity (GARCH; Bollerslev, 1986)
<doi:10.1016/0304-4076(86)90063-1>, rolling window, and dynamic conditional
correlation GARCH (DCC-GARCH; Engle, 2002) <doi:10.1198/073500102288618487>.
Provides parametric and non-parametric test statistics, including the
standardized cross-sectional test of Boehmer, Musumeci and Poulsen (1991)
<doi:10.1016/0304-405X(91)90032-F> and its cross-correlation adjustment by
Kolari and Pynnonen (2010) <doi:10.1093/rfs/hhq072>; buy-and-ho [...truncated...]
Author: Simon Mueller [cre, aut]
Maintainer: Simon Mueller <sm@data-zoo.de>
This is a re-admission after prior archival of version 0.39.2 dated 2023-03-28
Diff between EventStudy versions 0.39.2 dated 2023-03-28 and 0.66.0 dated 2026-10-21
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EventStudy-0.66.0/EventStudy/vignettes/time-varying-models.Rmd |only EventStudy-0.66.0/EventStudy/vignettes/volume-volatility-event-study.Rmd |only 296 files changed, 1319 insertions(+), 256 deletions(-)
Title: Estimate Vaccine Effectiveness Based on Different Study Designs
Description: Provides tools for estimating vaccine effectiveness and
related metrics. The 'vaccineff_data' class manages key features for
preparing, visualizing, and organizing cohort data, as well as
estimating vaccine effectiveness. The results and model performance
are assessed using the 'vaccineff' class.
Author: David Santiago Quevedo [aut] ,
Zulma M. Cucunuba [aut] ,
International Development Research Center [fnd] ,
Geraldine Gomez Millan [ctb] ,
Pratik Gupte [ctb] ,
Erika J Cantor [ctb] ,
Santiago Loaiza [ctb] ,
Jaime Pavlich-Mariscal [ctb, cre] ,
Hugo Gr [...truncated...]
Maintainer: Jaime Pavlich-Mariscal <jpavlich@javeriana.edu.co>
Diff between vaccineff versions 1.0.3 dated 2026-07-29 and 1.0.4 dated 2026-10-21
DESCRIPTION | 8 ++-- MD5 | 6 +-- NEWS.md | 6 +++ tests/testthat/test-coh_match_utils.R | 62 ++++++++++++++++++++++++++++++---- 4 files changed, 69 insertions(+), 13 deletions(-)
Title: Fast Full-Text Search for R with 'Tantivy'
Description: Index data frames and document collections and run fast full-text
search entirely on your machine. 'tantivyr' wraps the 'Tantivy' 'Rust' search
engine (a 'Lucene'-inspired library) to provide 'BM25' ranking, structured
filters, snippet highlighting and incremental updates over an on-disk or
in-memory index. First-class support is provided for stemming and stop words
in Portuguese and English, making it well suited to public documents, news
clippings, extracted 'PDF' text, transcripts and legal acts.
Author: Andre Leite [aut, cre] ,
Marcos Wasiliew [aut] ,
Hugo Vasconcelos [aut] ,
Carlos Amorim [aut] ,
Diogo Bezerra [aut] ,
Julia Nascimento Barreto [aut]
Maintainer: Andre Leite <leite@castlab.org>
Diff between tantivyr versions 0.1.1 dated 2026-09-22 and 0.1.3 dated 2026-10-21
DESCRIPTION | 37 ++++--- MD5 | 26 ++--- NEWS.md | 14 ++ R/extendr-wrappers.R | 2 inst/doc/portuguese-text.html | 12 +- inst/doc/tantivyr.html | 20 +-- man/tantivy_version.Rd | 2 man/tantivyr-package.Rd | 13 +- src/Makevars.in | 14 ++ src/rust/Cargo.lock | 215 +++++++++++++++++++++++++++++------------- src/rust/Cargo.toml | 4 src/rust/src/lib.rs | 2 src/rust/src/schema.rs | 2 src/rust/vendor.tar.xz |binary 14 files changed, 246 insertions(+), 117 deletions(-)
Title: Estimates and Plots Single-Level and Multilevel Latent Class
Models
Description: Efficiently estimates single- and multilevel latent class models with covariates, allowing for output visualization in all specifications. For more technical details, see Lyrvall et al. (2025) <doi:10.1080/00273171.2025.2473935>.
Author: Roberto Di Mari [aut, cre],
Johan Lyrvall [aut],
Zsuzsa Bakk [ctb],
Jennifer Oser [ctb],
Jouni Kuha [ctb]
Maintainer: Roberto Di Mari <roberto.dimari@unict.it>
Diff between multilevLCA versions 2.1.6 dated 2026-09-18 and 2.1.7 dated 2026-10-21
DESCRIPTION | 8 ++++---- MD5 | 6 +++--- build/partial.rdb |binary src/LCAfit.cpp | 40 +++++++++++++++++++++------------------- 4 files changed, 28 insertions(+), 26 deletions(-)
Title: Baseline Functions for Actigraphy and Activity Processing and
Analysis
Description: Provides baseline functions for actigraphy and activity data.
This package is intended to be extended by downstream overlays such as
'actiread', 'actimetrics', and 'stepcount'.
Author: John Muschelli [aut, cre]
Maintainer: John Muschelli <muschellij2@gmail.com>
Diff between actibase versions 0.6.0 dated 2026-09-17 and 0.8.0 dated 2026-10-21
actibase-0.6.0/actibase/man/flag_qc.Rd |only actibase-0.6.0/actibase/man/flag_spike.Rd |only actibase-0.8.0/actibase/DESCRIPTION | 11 actibase-0.8.0/actibase/MD5 | 91 actibase-0.8.0/actibase/NAMESPACE | 28 actibase-0.8.0/actibase/NEWS.md | 49 actibase-0.8.0/actibase/R/aaa_utils.R | 56 actibase-0.8.0/actibase/R/acti_fill_zeros.R | 58 actibase-0.8.0/actibase/R/acti_resample.R | 77 actibase-0.8.0/actibase/R/acti_standardize_epoch.R |only actibase-0.8.0/actibase/R/create_day_inclusion.R | 45 actibase-0.8.0/actibase/R/flag_spike.R | 983 ++++++---- actibase-0.8.0/actibase/R/get_sample_rate.R | 18 actibase-0.8.0/actibase/R/mark_condition.R | 18 actibase-0.8.0/actibase/R/tidy_axes.R | 60 actibase-0.8.0/actibase/R/time_to_minute.R | 22 actibase-0.8.0/actibase/README.md | 68 actibase-0.8.0/actibase/build |only actibase-0.8.0/actibase/inst |only actibase-0.8.0/actibase/man/acti_day_index.Rd | 10 actibase-0.8.0/actibase/man/acti_day_start.Rd | 12 actibase-0.8.0/actibase/man/acti_fill_zeros.Rd | 20 actibase-0.8.0/actibase/man/acti_flag_adjacent_invalid_periods.Rd |only actibase-0.8.0/actibase/man/acti_flag_cdc_labels.Rd |only actibase-0.8.0/actibase/man/acti_flag_contiguous_device_limit_runs.Rd |only actibase-0.8.0/actibase/man/acti_flag_device_limit_windows.Rd |only actibase-0.8.0/actibase/man/acti_flag_qc.Rd |only actibase-0.8.0/actibase/man/acti_flag_repeated_samples.Rd |only actibase-0.8.0/actibase/man/acti_flag_spike.Rd |only actibase-0.8.0/actibase/man/acti_hms_to_minute.Rd | 8 actibase-0.8.0/actibase/man/acti_minute_to_hms.Rd | 8 actibase-0.8.0/actibase/man/acti_repeat_time_of_day.Rd | 10 actibase-0.8.0/actibase/man/acti_resample.Rd | 20 actibase-0.8.0/actibase/man/acti_separate_time.Rd | 4 actibase-0.8.0/actibase/man/acti_split_intervals_at_midnight.Rd | 6 actibase-0.8.0/actibase/man/acti_standardize_data.Rd | 20 actibase-0.8.0/actibase/man/acti_standardize_epoch.Rd |only actibase-0.8.0/actibase/man/acti_tidy_axes.Rd | 6 actibase-0.8.0/actibase/man/acti_time_of_day.Rd | 8 actibase-0.8.0/actibase/man/acti_time_to_minute.Rd | 10 actibase-0.8.0/actibase/man/as_convert_safe.Rd | 6 actibase-0.8.0/actibase/man/create_day_inclusion.Rd | 10 actibase-0.8.0/actibase/man/get_dynamic_range.Rd | 4 actibase-0.8.0/actibase/man/get_sample_rate.Rd | 4 actibase-0.8.0/actibase/man/get_transformations.Rd | 8 actibase-0.8.0/actibase/man/is.AccData.Rd | 4 actibase-0.8.0/actibase/man/strip_hour_shift.Rd | 2 actibase-0.8.0/actibase/tests/testthat/test-baseline.R | 188 + actibase-0.8.0/actibase/tests/testthat/test-flag-helpers.R | 255 ++ actibase-0.8.0/actibase/tests/testthat/test-new-helpers.R | 11 actibase-0.8.0/actibase/tests/testthat/test-standardize-epoch.R |only actibase-0.8.0/actibase/tests/testthat/test-time-to-minute.R | 51 actibase-0.8.0/actibase/vignettes |only 53 files changed, 1646 insertions(+), 623 deletions(-)
Previous versions (as known to CRANberries) which should be available via the Archive link are:
2026-09-18 1.2.0
2026-06-30 1.0.0
Previous versions (as known to CRANberries) which should be available via the Archive link are:
2022-04-19 2.1-0
2020-09-22 2.0-9
2020-03-09 2.0-8
Previous versions (as known to CRANberries) which should be available via the Archive link are:
2021-06-03 1.0.1
More information about tampaBayOpenData at CRAN
Permanent link
Title: Functional Time Series Analysis
Description: Functions for visualizing, modeling, forecasting and hypothesis testing of functional time series.
Author: Rob Hyndman [aut] ,
Han Lin Shang [aut, cre, cph]
Maintainer: Han Lin Shang <hanlin.shang@mq.edu.au>
Diff between ftsa versions 6.7 dated 2026-03-31 and 6.8 dated 2026-10-21
ChangeLog | 15 +++- DESCRIPTION | 14 +-- MD5 | 125 ++++++++++++++++++---------------- NAMESPACE | 6 + R/CoDa_BayesNW.R | 4 - R/CoDa_FPCA.R | 4 - R/CoDa_NFR.R | 11 +- R/CoDa_recon.R | 11 +- R/ELW.R |only R/ELW2S.R |only R/H_estimate_LW_NFTS.R |only R/Horta_Ziegelmann_FPCA.R | 6 + R/LQDT_FPCA.R | 2 R/MFDM.R | 7 + R/PHI_lw.R |only R/R.lw.R |only R/R.lw.hc.R |only R/R.lw.tapered.R |only R/as_flag.R |only R/cos_bell.R |only R/cos_bell_cmplx.R |only R/extract.R | 2 R/fdiff.R |only R/ftsmweightselect.R | 12 +-- R/local.W.R |only R/plsrPIs.R | 2 R/super_fun.R | 6 - man/CoDa_BayesNW.Rd | 8 +- man/CoDa_FPCA.Rd | 6 - man/ER_GR.Rd | 4 - man/GAEVforecast.Rd | 14 +-- man/H_estimate_LW_NFTS.Rd |only man/Horta_Ziegelmann_FPCA.Rd | 12 +-- man/LQDT_FPCA.Rd | 6 - man/MFDM.Rd | 16 +++- man/T_stationary.Rd | 2 man/centre.Rd | 14 +-- man/diff.fts.Rd | 2 man/dynamic_FLR.Rd | 14 +-- man/dynupdate.Rd | 10 +- man/error.Rd | 6 - man/extract.Rd | 10 +- man/fbootstrap.Rd | 2 man/forecast.ftsm.Rd | 12 +-- man/forecastfplsr.Rd | 8 +- man/fplsr.Rd | 22 ++--- man/ftsa-package.Rd | 26 +++---- man/ftsm.Rd | 14 +-- man/ftsmiterativeforecasts.Rd | 2 man/ftsmweightselect.Rd | 15 ++-- man/is.fts.Rd | 3 man/isfe.fts.Rd | 7 + man/long_run_covariance_estimation.Rd | 6 - man/mean.fts.Rd | 6 + man/median.fts.Rd | 8 +- man/pcscorebootstrapdata.Rd | 12 +-- man/plot.fm.Rd | 4 - man/plot.fmres.Rd | 60 ++++++++-------- man/plot.ftsf.Rd | 122 ++++++++++++++++----------------- man/plot.ftsm.Rd | 102 ++++++++++++++------------- man/pm_10_GR.Rd | 20 ++--- man/quantile.Rd | 9 +- man/sd.Rd | 52 +++++++------- man/sd.fts.Rd | 8 +- man/sim_FARMA.Rd | 2 man/skew_t_fun.Rd | 2 man/stop_time_detect.Rd | 11 ++ man/stop_time_sim_data.Rd | 2 man/var.Rd | 44 +++++------ man/var.fts.Rd | 8 +- 70 files changed, 508 insertions(+), 432 deletions(-)