Journal of Statistical Software 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. en-US <p>The Journal of Statistical Software has chosen to apply the <a href="">Creative Commons Attribution License</a> to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles in Journal of Statistical Software, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available.</p><p>Code distributed with JSS articles uses the GNU General Public License <a href="">version 2</a> or <a href="">version 3</a> or a <a href="">GPL-compatible license</a>.</p> (Editorial Office) (Reto Stauffer) Thu, 29 Sep 2022 15:55:54 +0000 OJS 60 Statistical Network Analysis with Bergm <p>Recent advances in computational methods for intractable models have made network data increasingly amenable to statistical analysis. Exponential random graph models (ERGMs) emerged as one of the main families of models capable of capturing the complex dependence structure of network data in a wide range of applied contexts. The Bergm package for R has become a popular package to carry out Bayesian parameter inference, missing data imputation, model selection and goodness-of-fit diagnostics for ERGMs. Over the last few years, the package has been considerably improved in terms of efficiency by adopting some of the state-of-the-art Bayesian computational methods for doublyintractable distributions. Recently, version 5 of the package has been made available on CRAN having undergone a substantial makeover, which has made it more accessible and easy to use for practitioners. New functions include data augmentation procedures based on the approximate exchange algorithm for dealing with missing data, adjusted pseudolikelihood and pseudo-posterior procedures, which allow for fast approximate inference of the ERGM parameter posterior and model evidence for networks on several thousands nodes.</p> Alberto Caimo, Lampros Bouranis, Robert Krause, Nial Friel Copyright (c) 2022 Alberto Caimo, Lampros Bouranis, Robert Krause, Nial Friel Thu, 29 Sep 2022 00:00:00 +0000 ParMA: Parallelized Bayesian Model Averaging for Generalized Linear Models <p>This paper describes the gretl function package ParMA, which provides Bayesian model averaging (BMA) in generalized linear models. In order to overcome the lack of analytical specification for many of the models covered, the package features an implementation of the reversible jump Markov chain Monte Carlo technique, following the original idea by Green (1995), as a flexible tool to model several specifications. Particular attention is devoted to computational aspects such as the automatization of the model building procedure and the parallelization of the sampling scheme.</p> Riccardo (Jack) Lucchetti, Luca Pedini Copyright (c) 2022 Riccardo (Jack) Lucchetti, Luca Pedini Thu, 29 Sep 2022 00:00:00 +0000 AMR: An R Package for Working with Antimicrobial Resistance Data <p>Antimicrobial resistance is an increasing threat to global health. Evidence for this trend is generated in microbiological laboratories through testing microorganisms for resistance against antimicrobial agents. International standards and guidelines are in place for this process as well as for reporting data on (inter-)national levels. However, there is a gap in the availability of standardized and reproducible tools for working with laboratory data to produce the required reports. It is known that extensive efforts in data cleaning and validation are required when working with data from laboratory information systems. Furthermore, the global spread and relevance of antimicrobial resistance demands to incorporate international reference data in the analysis process. In this paper, we introduce the AMR package for R that aims at closing this gap by providing tools to simplify antimicrobial resistance data cleaning and analysis, while incorporating international guidelines and scientifically reliable reference data. The AMR package enables standardized and reproducible antimicrobial resistance analyses, including the application of evidence-based rules, determination of first isolates, translation of various codes for microorganisms and antimicrobial agents, determination of (multi-drug) resistant microorganisms, and calculation of antimicrobial resistance, prevalence and future trends. The AMR package works independently of any laboratory information system and provides several functions to integrate into international workflows (e.g., WHONET software provided by the World Health Organization).</p> Matthijs S. Berends, Christian F. Luz, Alexander W. Friedrich, Bhanu N. M. Sinha, Casper J. Albers, Corinna Glasner Copyright (c) 2022 Matthijs S. Berends, Christian F. Luz, Alexander W. Friedrich, Bhanu N. M. Sinha, Casper J. Albers, Corinna Glasner Thu, 29 Sep 2022 00:00:00 +0000 Pathogen.jl: Infectious Disease Transmission Network Modeling with Julia <p>We introduce Pathogen.jl for simulation and inference of transmission network individual level models (TN-ILMs) of infectious disease spread in continuous time. TN-ILMs can be used to jointly infer transmission networks, event times, and model parameters within a Bayesian framework via Markov chain Monte Carlo (MCMC). We detail our specific strategies for conducting MCMC for TN-ILMs, and our implementation of these strategies in the Julia package, Pathogen.jl, which leverages key features of the Julia language. We provide an example using Pathogen.jl to simulate an epidemic following a susceptible-infectious-removed (SIR) TN-ILM, and then perform inference using observations that were generated from that epidemic. We also demonstrate the functionality of Pathogen.jl with an application of TN-ILMs to data from a measles outbreak that occurred in Hagelloch, Germany, in 1861 (Pfeilsticker 1863; Oesterle 1992).</p> Justin Angevaare, Zeny Feng, Rob Deardon Copyright (c) 2022 Justin Angevaare, Zeny Feng, Rob Deardon Thu, 29 Sep 2022 00:00:00 +0000 calculus: High-Dimensional Numerical and Symbolic Calculus in R <p>The R package calculus implements C++-optimized functions for numerical and symbolic calculus, such as the Einstein summing convention, fast computation of the LeviCivita symbol and generalized Kronecker delta, Taylor series expansion, multivariate Hermite polynomials, high-order derivatives, ordinary differential equations, differential operators and numerical integration in arbitrary orthogonal coordinate systems. The library applies numerical methods when working with functions, or symbolic programming when working with characters or expressions. The package handles multivariate numerical calculus in arbitrary dimensions and coordinates. It implements the symbolic counterpart of the numerical methods whenever possible, without depending on external computer algebra systems. Except for Rcpp, the package has no strict dependencies in order to provide a stable self-contained toolbox that invites re-use.</p> Emanuele Guidotti Copyright (c) 2022 Emanuele Guidotti Thu, 29 Sep 2022 00:00:00 +0000 Fast Penalized Regression and Cross Validation for Tall Data with the oem Package <p>A large body of research has focused on theory and computation for variable selection techniques for high dimensional data. There has been substantially less work in the big "tall" data paradigm, where the number of variables may be large, but the number of observations is much larger. The orthogonalizing expectation maximization (OEM) algorithm is one approach for computation of penalized models which excels in the big tall data regime. The oem package is an efficient implementation of the OEM algorithm which provides a multitude of computation routines with a focus on big tall data, such as a function for out-of-memory computation, for large-scale parallel computation of penalized regression models. Furthermore, in this paper we propose a specialized implementation of the OEM algorithm for cross validation, dramatically reducing the computing time for cross validation over a naive implementation.</p> Jared D. Huling, Peter Chien Copyright (c) 2022 Jared D. Huling, Peter Chien Mon, 24 Oct 2022 00:00:00 +0000 synthACS: Spatial Microsimulation Modeling with Synthetic American Community Survey Data <p>synthACS is an R package that provides flexible tools for building synthetic microdatasets based on American Community Survey (ACS) base tables, allows data-extensibility and enables to conduct spatial microsimulation modeling (SMSM) via simulated annealing. To our knowledge, it is the first R package to provide broadly applicable tools for SMSM with ACS data as well as the first SMSM implementation that uses unequal probability sampling in the simulated annealing algorithm. In this paper, we contextualize these developments within the SMSM literature, provide a hands-on user-guide to package synthACS, present a case study of SMSM related to population dynamics, and note areas for future research.</p> Alex Whitworth Copyright (c) 2022 Alex Whitworth Wed, 26 Oct 2022 00:00:00 +0000 Analyzing Intraday Financial Data in R: The highfrequency Package <p>The highfrequency package for the R programming language provides functionality for pre-processing financial high-frequency data, analyzing intraday stock returns, and forecasting stock market volatility. For academics and practitioners alike, it provides a tool chain required to work with such datasets and to conduct statistical analyses dedicated to spot volatility, jumps, realized measures, and many more. We showcase our implemented routines and models on raw high-frequency data from large stock exchanges.</p> Kris Boudt, Onno Kleen, Emil Sjørup Copyright (c) 2022 Kris Boudt, Onno Kleen, Emil Sjørup Thu, 27 Oct 2022 00:00:00 +0000 BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R <p>This document introduces the R package BGVAR to estimate Bayesian global vector autoregressions (GVAR) with shrinkage priors and stochastic volatility. The Bayesian treatment of GVARs allows to include large information sets by mitigating issues related to overfitting. This often improves inference as well as out-of-sample forecasts. Computational efficiency is achieved by using C++ to considerably speed up time-consuming functions. To maximize usability, the package includes numerous functions for carrying out structural inference and forecasting. These include generalized and structural impulse response functions, forecast error variance, and historical decompositions as well as conditional forecasts.</p> Maximilian Boeck, Martin Feldkircher, Florian Huber Copyright (c) 2022 Maximilian Boeck, Martin Feldkircher, Florian Huber Wed, 26 Oct 2022 00:00:00 +0000 A Practitioner's Guide and MATLAB Toolbox for Mixed Frequency State Space Models <p>The use of mixed frequency data is now common in many applications, ranging from the analysis of high frequency financial time series to large cross-sections of macroeconomic time series. In this article, we show how state space methods can easily facilitate both estimation and inference in these settings. After presenting a unified treatment of the state space approach to mixed frequency data modeling, we provide a series of applications to demonstrate how our MATLAB toolbox can make the estimation and post-processing of these models straightforward.</p> Scott A. Brave, R. Andrew Butters, David Kelley Copyright (c) 2022 Scott A. Brave, R. Andrew Butters, David Kelley Mon, 31 Oct 2022 00:00:00 +0000 spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models <p>Spatial seemingly unrelated regression (spatial SUR) models are a useful multiequational econometric specification to simultaneously incorporate spatial effects and correlated error terms across equations. The purpose of the spsur R package is to supply a complete set of functions to test for spatial structures in the residual of a SUR model; to estimate the most popular specifications by applying different methods and test for linear restrictions on the parameters. The package also facilitates the estimation of socalled spatial impacts, conveniently adapted to a SUR framework. The package includes functions to simulate datasets with the features decided by the user, which may be useful in teaching activities or in more general research projects. The article concludes with a real data application showing the potential that spsur has to examine the relation of individual mobility over geographic areas and the incidence of COVID-19 in Spain during the first lockdown.</p> Román Mínguez, Fernando A. López, Jesús Mur Copyright (c) 2022 Román Mínguez, Fernando A. López, Jesús Mur Sun, 30 Oct 2022 00:00:00 +0000