https://www.jstatsoft.org/index.php/jss/issue/feed Journal of Statistical Software 2022-05-25T01:49:34+00:00 Editorial Office editor@jstatsoft.org Open Journal Systems The Journal of Statistical Software publishes articles on statistical software along with the source code of the software itself and replication code for all empirical results. https://www.jstatsoft.org/index.php/jss/article/view/v102b01 Pro Data Visualization Using R and JavaScript: Analyze and Visualize Key Data on the Web 2022-05-25T01:10:10+00:00 Ulrike Grömping ulrike.groemping@bht-berlin.de 2022-05-25T00:00:00+00:00 Copyright (c) 2022 Ulrike Grömping https://www.jstatsoft.org/index.php/jss/article/view/v102b02 Doing Meta-Analysis with R - A Hands-On Guide 2022-05-25T01:49:34+00:00 Christopher J. Lortie chris@ecoblender.org 2022-05-25T00:00:00+00:00 Copyright (c) 2022 Christopher J. Lortie https://www.jstatsoft.org/index.php/jss/article/view/v102i01 GaussianProcesses.jl: A Nonparametric Bayes Package for the Julia Language 2021-06-02T15:58:22+00:00 Jamie Fairbrother j.fairbrother@lancaster.ac.uk Christopher Nemeth c.nemeth@lancaster.ac.uk Maxime Rischard no@e-mail.provided Johanni Brea johanni.brea@epfl.ch Thomas Pinder no@e-mail.provided <p>Gaussian processes are a class of flexible nonparametric Bayesian tools that are widely used across the sciences, and in industry, to model complex data sources. Key to applying Gaussian process models is the availability of well-developed open source software, which is available in many programming languages. In this paper, we present a tutorial of the GaussianProcesses.jl package that has been developed for the Julia programming language. GaussianProcesses.jl utilizes the inherent computational benefits of the Julia language, including multiple dispatch and just-in-time compilation, to produce a fast, flexible and user-friendly Gaussian processes package. The package provides many mean and kernel functions with supporting inference tools to fit exact Gaussian process models, as well as a range of alternative likelihood functions to handle non-Gaussian data (e.g., binary classification models) and sparse approximations for scalable Gaussian processes. The package makes efficient use of existing Julia packages to provide users with a range of optimization and plotting tools.</p> 2022-04-30T00:00:00+00:00 Copyright (c) 2022 Jamie Fairbrother, Christopher Nemeth, Maxime Rischard, Johanni Brea, Thomas Pinder https://www.jstatsoft.org/index.php/jss/article/view/v102i02 Multivariate Normal Variance Mixtures in R: The R Package nvmix 2021-09-18T14:51:51+00:00 Erik Hintz erik.hintz@uwaterloo.ca Marius Hofert marius.hofert@uwaterloo.ca Christiane Lemieux clemieux@uwaterloo.ca <p>We present the features and implementation of the R package nvmix for the class of normal variance mixtures including Student t and normal distributions. The package provides functionalities for such distributions, notably the evaluation of the distribution and density function as well as likelihood-based parameter estimation. The distributional family is specified through the quantile function of the underlying mixing random variable. The R package nvmix thus allows one to model multivariate distributions well beyond the classical multivariate normal and t case. Additional functionalities include graphical goodness-of-fit assessment, the estimation of the risk measures value-at-risk and expected shortfall for univariate normal variance mixture distributions and functions to work with normal variance mixture copulas, such as sampling and the evaluation of normal variance mixture copulas and their densities. Furthermore, the package nvmix also provides functionalities for the evaluation of the distribution and density function as well as random variate generation for the more general class of grouped normal variance mixtures.</p> 2022-04-30T00:00:00+00:00 Copyright (c) 2022 Erik Hintz, Marius Hofert, Christiane Lemieux https://www.jstatsoft.org/index.php/jss/article/view/v102i03 covsim: An R Package for Simulating Non-Normal Data for Structural Equation Models Using Copulas 2021-08-31T11:18:36+00:00 Steffen Grønneberg steffeng@gmail.com Njål Foldnes njal.foldnes@gmail.com Katerina M. Marcoulides kmarcoul@umn.edu <p>In factor analysis and structural equation modeling non-normal data simulation is traditionally performed by specifying univariate skewness and kurtosis together with the target covariance matrix. However, this leaves little control over the univariate distributions and the multivariate copula of the simulated vector. In this paper we explain how a more flexible simulation method called vine-to-anything (VITA) may be obtained from copula-based techniques, as implemented in a new R package, covsim. VITA is based on the concept of a regular vine, where bivariate copulas are coupled together into a full multivariate copula. We illustrate how to simulate continuous and ordinal data for covariance modeling, and how to use the new package discnorm to test for underlying normality in ordinal data. An introduction to copula and vine simulation is provided in the appendix.</p> 2022-05-02T00:00:00+00:00 Copyright (c) 2022 Steffen Grønneberg, Njål Foldnes, Katerina M. Marcoulides https://www.jstatsoft.org/index.php/jss/article/view/v102i04 rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices 2021-08-31T09:35:36+00:00 Carel F. W. Peeters carel.peeters@wur.nl Anders Ellern Bilgrau anders.ellern.bilgrau@gmail.com Wessel N. van Wieringen w.vanwieringen@amsterdamumc.nl <p>A graphical model is an undirected network representing the conditional independence properties between random variables. Graphical modeling has become part and parcel of systems or network approaches to multivariate data, in particular when the variable dimension exceeds the observation dimension. rags2ridges is an R package for graphical modeling of high-dimensional precision matrices through ridge (ℓ<sub>2</sub>) penalties. It provides a modular framework for the extraction, visualization, and analysis of Gaussian graphical models from high-dimensional data. Moreover, it can handle the incorporation of prior information as well as multiple heterogeneous data classes. As such, it provides a one-stop-ℓ<sub>2</sub>-shop for graphical modeling of high-dimensional precision matrices. The functionality of the package is illustrated with an example dataset pertaining to blood-based metabolite measurements in persons suffering from Alzheimer's disease.</p> 2022-05-02T00:00:00+00:00 Copyright (c) 2022 Carel F. W. Peeters, Anders Ellern Bilgrau, Wessel N. van Wieringen https://www.jstatsoft.org/index.php/jss/article/view/v102i05 sensobol: An R Package to Compute Variance-Based Sensitivity Indices 2021-09-09T08:56:53+00:00 Arnald Puy apuy@princeton.edu Samuele Lo Piano s.lopiano@reading.ac.uk Andrea Saltelli andrea.saltelli@gmail.com Simon A. Levin slevin@princeton.edu <p>The R package sensobol provides several functions to conduct variance-based uncertainty and sensitivity analysis, from the estimation of sensitivity indices to the visual representation of the results. It implements several state-of-the-art first and total-order estimators and allows the computation of up to fourth-order effects, as well as of the approximation error, in a swift and user-friendly way. Its flexibility makes it also appropriate for models with either a scalar or a multivariate output. We illustrate its functionality by conducting a variance-based sensitivity analysis of three classic models: the Sobol' (1998) G function, the logistic population growth model of Verhulst (1845), and the spruce budworm and forest model of Ludwig, Jones, and Holling (1976).</p> 2022-04-30T00:00:00+00:00 Copyright (c) 2022 Arnald Puy, Samuele Lo Piano, Andrea Saltelli, Simon A. Levin https://www.jstatsoft.org/index.php/jss/article/view/v102i06 The R Package stagedtrees for Structural Learning of Stratified Staged Trees 2021-07-19T10:27:57+00:00 Federico Carli carli@dima.unige.it Manuele Leonelli manuele.leonelli@ie.edu Eva Riccomagno riccomag@dima.unige.it Gherardo Varando gherardo.varando@uv.es <p>stagedtrees is an R package which includes several algorithms for learning the structure of staged trees and chain event graphs from data. Score-based and clustering-based algorithms are implemented, as well as various functionalities to plot the models and perform inference. The capabilities of stagedtrees are illustrated using mainly two datasets both included in the package or bundled in R.</p> 2022-04-30T00:00:00+00:00 Copyright (c) 2022 Federico Carli, Manuele Leonelli, Eva Riccomagno, Gherardo Varando https://www.jstatsoft.org/index.php/jss/article/view/v102i07 NeuralSens: Sensitivity Analysis of Neural Networks 2021-02-07T21:57:02+00:00 Jaime Pizarroso Jaime.Pizarroso@iit.comillas.edu José Portela jose.portela@iit.comillas.edu Antonio Muñoz Antonio.Munoz@iit.comillas.edu <p>This article presents the NeuralSens package that can be used to perform sensitivity analysis of neural networks using the partial derivatives method. The main function of the package calculates the partial derivatives of the output with regard to the input variables of a multi-layer perceptron model, which can be used to evaluate variable importance based on sensitivity measures and characterize relationships between input and output variables. Methods to calculate partial derivatives are provided for objects trained using common neural network packages in R, and a 'numeric' method is provided for objects from packages which are not included. The package also includes functions to plot the information obtained from the sensitivity analysis. The article contains an overview of techniques for obtaining information from neural network models, a theoretical foundation of how partial derivatives are calculated, a description of the package functions, and applied examples to compare NeuralSens functions with analogous functions from other available R packages.</p> 2022-04-30T00:00:00+00:00 Copyright (c) 2022 Jaime Pizarroso, José Portela, Antonio Muñoz https://www.jstatsoft.org/index.php/jss/article/view/v102i08 econet: An R Package for Parameter-Dependent Network Centrality Measures 2021-08-17T10:00:46+00:00 Marco Battaglini battaglini@cornell.edu Valerio Leone Sciabolazza valerio.leonesciabolazza@uniroma1.it Eleonora Patacchini ep454@cornell.edu Sida Peng sidpeng@microsoft.com <p>The R package econet provides methods for estimating parameter-dependent network centrality measures with linear-in-means models. Both nonlinear least squares and maximum likelihood estimators are implemented. The methods allow for both link and node heterogeneity in network effects, endogenous network formation and the presence of unconnected nodes. The routines also compare the explanatory power of parameter-dependent network centrality measures with those of standard measures of network centrality. Benefits and features of the econet package are illustrated using data from Battaglini and Patacchini (2018) and Battaglini, Leone Sciabolazza, and Patacchini (2020).</p> 2022-04-30T00:00:00+00:00 Copyright (c) 2022 Marco Battaglini, Valerio Leone Sciabolazza, Eleonora Patacchini, Sida Peng https://www.jstatsoft.org/index.php/jss/article/view/v102i09 Event History Regression with Pseudo-Observations: Computational Approaches and an Implementation in R 2021-07-14T08:33:02+00:00 Michael C. Sachs michael.sachs@ki.se Erin E. Gabriel erin.gabriel@ki.se <p>Due to tradition and ease of estimation, the vast majority of clinical and epidemiological papers with time-to-event data report hazard ratios from Cox proportional hazards regression models. Although hazard ratios are well known, they can be difficult to interpret, particularly as causal contrasts, in many settings. Nonparametric or fully parametric estimators allow for the direct estimation of more easily causally interpretable estimands such as the cumulative incidence and restricted mean survival. However, modeling these quantities as functions of covariates is limited to a few categorical covariates with nonparametric estimators, and often requires simulation or numeric integration with parametric estimators. Combining pseudo-observations based on non-parametric estimands with parametric regression on the pseudo-observations allows for the best of these two approaches and has many nice properties. In this paper, we develop a user friendly, easy to understand way of doing event history regression for the cumulative incidence and the restricted mean survival, using the pseudo-observation framework for estimation. The interface uses the well known formulation of a generalized linear model and allows for features including plotting of residuals, the use of sampling weights, and correct variance estimation.</p> 2022-05-02T00:00:00+00:00 Copyright (c) 2022 Michael C. Sachs, Erin E. Gabriel https://www.jstatsoft.org/index.php/jss/article/view/v102i10 More on Multidimensional Scaling and Unfolding in R: smacof Version 2 2020-07-21T19:32:26+00:00 Patrick Mair mair@fas.harvard.edu Patrick J. F. Groenen groenen@ese.eur.nl Jan de Leeuw deleeuw@stat.ucla.edu <p>The smacof package offers a comprehensive implementation of multidimensional scaling (MDS) techniques in R. Since its first publication (De Leeuw and Mair 2009b) the functionality of the package has been enhanced, and several additional methods, features and utilities were added. Major updates include a complete re-implementation of multidimensional unfolding allowing for monotone dissimilarity transformations, including row-conditional, circular, and external unfolding. Additionally, the constrained MDS implementation was extended in terms of optimal scaling of the external variables. Further package additions include various tools and functions for goodness-of-fit assessment, unidimensional scaling, gravity MDS, asymmetric MDS, Procrustes, and MDS biplots. All these new package functionalities are illustrated using a variety of real-life applications.</p> 2022-05-13T00:00:00+00:00 Copyright (c) 2022 Patrick Mair, Patrick J. F. Groenen, Jan de Leeuw