Software
R packages for statistical modeling, inference and scientific computing.
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R Package Development
R is a free software environment for statistical computing and graphics. R is distributed through CRAN (Comprehensive R Archive Network) . I contribute as developer/maintainer of the following R packages:
fastmatrix
Fast computation of some matrices useful in statistics
Yet another R package for matrices. It contains a small set of functions to fast computation of some matrices and operations useful in statistics.
HEAVY
Robust estimation using heavy-tailed distributions
Functions to perform robust estimation considering heavy-tailed distributions. Currently, the package includes linear regression, linear mixed-effect models, multivariate location and scatter estimation, multivariate regression, penalized splines and random variate generation.
india
Influence diagnostics in statistical models
Set of routines for influence diagnostics by using case-deletion in ordinary least squares, ridge estimation and least absolute deviations (LAD) regression.
L1pack
Routines for L1 Estimation
Provides routines to perform L1 estimation for linear regression, evaluation of density, distribution function, quantile function and random number generation for univariate and multivariate Laplace distribution.
MVT
Estimation and testing for the multivariate t-distribution
This package contains a set of routines to perform estimation and inference under the multivariate t-distribution. These methods are a direct generalization of the multivariate inference under the gaussian assumption. In addition, these procedures provide robust methods useful against outliers.
SpatialPack
Tools for assessment the association between two spatial processes
This package provides tools to assess the association between two spatial processes. Currently, four methodologies are implemented: A modified t-test to perform hypothesis testing about the independence between the processes, a suitable nonparametric correlation coefficient, the codispersion coefficient, and an F test for assessing the multiple correlation between one spatial process and several others. Functions for image processing and computing the spatial association between images are also provided. SpatialPack gives methods to complement methodologies that are available in geoR for one spatial process.
Find me at GitHub
Other codes/stuff are available at GitHub: github.com/faosorios