1 10 14 https://repository.horizon.ac.id/files/original/fac1fc1b653931481d4e8b00622c44c9.pdf cadadf67e32881364f567f69bdfc6be1 Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource VOLUME 103 Tahun 2022 Source A related resource from which the described resource is derived https://www.jstatsoft.org/issue/view/v103 Date A point or period of time associated with an event in the lifecycle of the resource 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Bambi: A Simple Interface for Fitting Bayesian Linear Models in Python Subject The topic of the resource : Bayesian statistics, generalized linear models, multilevel models, hierarchical models, mixed effect models, Python Description An account of the resource The popularity of Bayesian statistical methods has increased dramatically in recent years across many research areas and industrial applications. This is the result of a variety of methodological advances with faster and cheaper hardware as well as the development of new software tools. Here we introduce an open source Python package named Bambi (BAyesian Model Building Interface) that is built on top of the PyMC probabilistic programming framework and the ArviZ package for exploratory analysis of Bayesian models. Bambi makes it easy to specify complex generalized linear hierarchical models using a formula notation similar to those found in R. We demonstrate Bambi’s versatility and ease of use with a few examples spanning a range of common statistical models including multiple regression, logistic regression, and mixed-effects modeling with crossed group specific effects. Additionally we discuss how automatic priors are constructed. Finally, we conclude with a discussion of our plans for the future development of Bambi. Creator An entity primarily responsible for making the resource Tomás Capretto Source A related resource from which the described resource is derived https://www.jstatsoft.org/article/view/v103i15 Publisher An entity responsible for making the resource available University of Texas at Austin Date A point or period of time associated with an event in the lifecycle of the resource July 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text https://repository.horizon.ac.id/files/original/76c6641058c1784fa5474427d5024cd4.pdf d370792bf99818dd742e7724992aa4ce Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource VOLUME 103 Tahun 2022 Source A related resource from which the described resource is derived https://www.jstatsoft.org/issue/view/v103 Date A point or period of time associated with an event in the lifecycle of the resource 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource HighFrequencyCovariance: A Julia Package for Estimating Covariance Matrices Using High Frequency Financial Data Subject The topic of the resource covariance estimation, correlation, volatility, high frequency financial data, Julia. Description An account of the resource High frequency data typically exhibit asynchronous trading and microstructure noise, which can bias the covariances estimated by standard estimators. While a number of specialized estimators have been proposed, they have had limited availability in open source software. HighFrequencyCovariance is the first Julia package which implements specialized estimators for volatility, correlation and covariance using high frequency financial data. It also implements complementary algorithms for matrix regularization. This paper presents the issues associated with exploiting high frequency financial data and describes the volatility, covariance and regularization algorithms that have been implemented. We then demonstrate the use of the package using foreign exchange market tick data to estimate the covariance of the exchange rates between different currencies. We also perform a Monte Carlo experiment, which shows the accuracy gains that are possible over simpler covariance estimation technique Creator An entity primarily responsible for making the resource Stuart Baumann Source A related resource from which the described resource is derived https://www.jstatsoft.org/article/view/v103i14 Publisher An entity responsible for making the resource available University of Oxford Date A point or period of time associated with an event in the lifecycle of the resource July 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text https://repository.horizon.ac.id/files/original/3a3c81f26bc2e573832ad8df13de8338.pdf 2ded9b0998e9f6764e01e03b15468bbc Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource VOLUME 103 Tahun 2022 Source A related resource from which the described resource is derived https://www.jstatsoft.org/issue/view/v103 Date A point or period of time associated with an event in the lifecycle of the resource 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Robust Mediation Analysis: The R Package robmed Subject The topic of the resource mediation analysis, robust statistics, bootstrap, R. Description An account of the resource Mediation analysis is one of the most widely used statistical techniques in the social, behavioral, and medical sciences. Mediation models allow to study how an independent variable affects a dependent variable indirectly through one or more intervening variables, which are called mediators. The analysis is often carried out via a series of linear regressions, in which case the indirect effects can be computed as products of coefficients from those regressions. Statistical significance of the indirect effects is typically assessed via a bootstrap test based on ordinary least-squares estimates. However, this test is sensitive to outliers or other deviations from normality assumptions, which poses a serious threat to empirical testing of theory about mediation mechanisms. The R package robmed implements a robust procedure for mediation analysis based on the fast-and-robust bootstrap methodology for robust regression estimators, which yields reliable results even when the data deviate from the usual normality assumptions. Various other procedures for mediation analysis are included in package robmed as well. Moreover, robmed introduces a new formula interface that allows to specify mediation models with a single formula, and provides various plots for diagnostics or visual representation of the results. Creator An entity primarily responsible for making the resource Andreas Alfons Source A related resource from which the described resource is derived https://www.jstatsoft.org/article/view/v103i13 Publisher An entity responsible for making the resource available Erasmus University Rotterdam Date A point or period of time associated with an event in the lifecycle of the resource July 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text https://repository.horizon.ac.id/files/original/7f7148bcfa6a6dd75fc3d932dabc4e88.pdf ea672f8bb7283997dc12dc938c6e8826 Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource VOLUME 103 Tahun 2022 Source A related resource from which the described resource is derived https://www.jstatsoft.org/issue/view/v103 Date A point or period of time associated with an event in the lifecycle of the resource 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Blang: Bayesian Declarative Modeling of General Data Structures and Inference via Algorithms Based on Distribution Continua Subject The topic of the resource Bayesian modeling language, Bayesian inference, non-standard data structures, Blang. Description An account of the resource Consider a Bayesian inference problem where a variable of interest does not take values in a Euclidean space. These “non-standard” data structures are in reality fairly common. They are frequently used in problems involving latent discrete factor models, networks, and domain specific problems such as sequence alignments and reconstructions, pedigrees, and phylogenies. In principle, Bayesian inference should be particularly wellsuited in such scenarios, as the Bayesian paradigm provides a principled way to obtain confidence assessment for random variables of any type. However, much of the recent work on making Bayesian analysis more accessible and computationally efficient has focused on inference in Euclidean spaces. In this paper, we introduce Blang, a domain specific language and library aimed at bridging this gap. Blang allows users to perform Bayesian analysis on arbitrary data types while using a declarative syntax similar to the popular family of probabilistic programming languages, BUGS. Blang is augmented with intuitive language additions to create data types of the user’s choosing. To perform inference at scale on such arbitrary state spaces, Blang leverages recent advances in sequential Monte Carlo and non-reversible Markov chain Monte Carlo methods Creator An entity primarily responsible for making the resource Alexandre Bouchard-Côté Source A related resource from which the described resource is derived https://www.jstatsoft.org/article/view/v103i11 Publisher An entity responsible for making the resource available University of British Columbia Date A point or period of time associated with an event in the lifecycle of the resource July 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text https://repository.horizon.ac.id/files/original/631260b9b49e68d094663e6450d38676.pdf 97d68123c5a22e05879b990ff65422d3 Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource VOLUME 103 Tahun 2022 Source A related resource from which the described resource is derived https://www.jstatsoft.org/issue/view/v103 Date A point or period of time associated with an event in the lifecycle of the resource 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource exuber: Recursive Right-Tailed Unit Root Testing with R Subject The topic of the resource : mildly explosive time series, right-tailed unit root tests, R. Description An account of the resource This paper introduces the R package exuber for testing and date-stamping periods of mildly explosive dynamics (exuberance) in time series. The package computes test statistics for the supremum augmented Dickey-Fuller test (SADF) of Phillips, Wu, and Yu (2011), the generalized SADF (GSADF) of Phillips, Shi, and Yu (2015a,b), and the panel GSADF proposed by Pavlidis, Yusupova, Paya, Peel, Martínez-García, Mack, and Grossman (2016); generates finite-sample critical values based on Monte Carlo and bootstrap methods; and implements the corresponding date-stamping procedures. The recursive least-squares algorithm that we introduce in our implementation of these techniques utilizes the matrix inversion lemma and in that way achieves significant speed improvements. We illustrate the speed gains in a simulation experiment, and provide illustrations of the package using artificial series and a panel on international house prices. Creator An entity primarily responsible for making the resource Kostas Vasilopoulos Source A related resource from which the described resource is derived https://www.jstatsoft.org/article/view/v103i10 Publisher An entity responsible for making the resource available Lancaster University Date A point or period of time associated with an event in the lifecycle of the resource July 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text https://repository.horizon.ac.id/files/original/08189fcf88751d9cfa30595e62cbe28a.pdf 035ae2f0aebe57d0eb96aecb231ae0d1 Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource VOLUME 103 Tahun 2022 Source A related resource from which the described resource is derived https://www.jstatsoft.org/issue/view/v103 Date A point or period of time associated with an event in the lifecycle of the resource 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp Subject The topic of the resource unobserved components models, state space models, Kalman filter, fixed point smoother, maximum likelihood, R, MATLAB, Octave. Description An account of the resource UComp is a powerful library for building unobserved components models, useful for forecasting and other important operations, such us de-trending, cycle analysis, seasonal adjustment, signal extraction, etc. One of the most outstanding features that makes UComp unique among its class of related software implementations is that models may be built automatically by identification algorithms (three versions are available). These algorithms select the best model among many possible combinations. Another relevant feature is that it is coded in C++, opening the door to link it to different popular and widely used environments, like R, MATLAB, Octave, Python, etc. The implemented models for the components are more general than the usual ones in the field of unobserved components modeling, including different types of trend, cycle, seasonal and irregular components, input variables and outlier detection. The automatic character of the algorithms required the development of many complementary algorithms to control performance and make it applicable to as many different time series as possible. The library is open source and available in different formats in public repositories. The performance of the library is illustrated working on real data in several varied examples. Creator An entity primarily responsible for making the resource Diego J. Pedregal Source A related resource from which the described resource is derived https://www.jstatsoft.org/article/view/v103i09 Publisher An entity responsible for making the resource available Universidad de Castilla-La Mancha Date A point or period of time associated with an event in the lifecycle of the resource July 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text https://repository.horizon.ac.id/files/original/fea217da4acf55818e3b5c4a3c55b226.pdf b2920b5f28377e036884e105c78c28f4 Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource VOLUME 103 Tahun 2022 Source A related resource from which the described resource is derived https://www.jstatsoft.org/issue/view/v103 Date A point or period of time associated with an event in the lifecycle of the resource 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource On the Programmatic Generation of Reproducible Documents Subject The topic of the resource reproducibility, reproducible documents, data presentation. Description An account of the resource Reproducible document standards, like R Markdown, facilitate the programmatic creation of documents whose content is itself programmatically generated. While programmatic content alone may not be sufficient for a rendered document since it does not include prose (content generated by an author to provide context, a narrative, etc.) programmatic generation can provide substantial efficiencies for structuring and constructing documents. This paper explores the programmatic generation of reproducible documents by distinguishing components that can be created by computational means from those requiring human-generation, providing guidelines for the generation of these documents, and identifying a use case in clinical trial reporting. These concepts and use case are illustrated through the listdown package for the R programming environment, which is is currently available on the Comprehensive R Archive Network. Creator An entity primarily responsible for making the resource Michael Kane Source A related resource from which the described resource is derived https://www.jstatsoft.org/article/view/v103i08 Publisher An entity responsible for making the resource available Yale University Date A point or period of time associated with an event in the lifecycle of the resource July 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text https://repository.horizon.ac.id/files/original/b0641b1864e01830746d63f30709918f.pdf 58c9977073d7181ede2f0c4f8835e62a Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource VOLUME 103 Tahun 2022 Source A related resource from which the described resource is derived https://www.jstatsoft.org/issue/view/v103 Date A point or period of time associated with an event in the lifecycle of the resource 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Hierarchical Clustering with Contiguity Constraint in R Subject The topic of the resource R, hclust, constrained clustering, space, chronological clustering, Lance and Williams algorithm Description An account of the resource This article presents a new implementation of hierarchical clustering for the R language that allows one to apply spatial or temporal contiguity constraints during the clustering process. The need for contiguity constraint arises, for instance, when one wants to partition a map into different domains of similar physical conditions, identify discontinuities in time series, group regional administrative units with respect to their performance, and so on. To increase computation efficiency, we programmed the core functions in plain C. The result is a new R function, constr.hclust, which is distributed in package adespatial. The program implements the general agglomerative hierarchical clustering algorithm described by Lance and Williams (1966; 1967), with the particularity of allowing only clusters that are contiguous in geographic space or along time to fuse at any given step. Contiguity can be defined with respect to space or time. Information about spatial contiguity is provided by a connection network among sites, with edges describing the links between connected sites. Clustering with a temporal contiguity constraint is also known as chronological clustering. Information on temporal contiguity can be implicitly provided as the rank positions of observations in the time series. The implementation was mirrored on that found in the hierarchical clustering function hclust of the standard R package stats (R Core Team 2022). We transcribed that function from Fortran to C and added the functionality to apply constraints when running the function. The implementation is efficient. It is limited mainly by input/output access as massive amounts of memory are potentially needed to store copies of the dissimilarity matrix and update its elements when analyzing large problems. We provided R computer code for plotting results for numbers of clusters. Creator An entity primarily responsible for making the resource Guillaume Guénard Source A related resource from which the described resource is derived https://www.jstatsoft.org/article/view/v103i07 Publisher An entity responsible for making the resource available Université de Montréal Date A point or period of time associated with an event in the lifecycle of the resource July 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text https://repository.horizon.ac.id/files/original/94dea49a54dcef2f52cccfac2721f178.pdf 6fd720f6df55e029335b322ea6c3e7c7 Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource VOLUME 103 Tahun 2022 Source A related resource from which the described resource is derived https://www.jstatsoft.org/issue/view/v103 Date A point or period of time associated with an event in the lifecycle of the resource 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Feller-Pareto and Related Distributions: Numerical Implementation and Actuarial Applications Subject The topic of the resource Feller-Pareto, distribution, transformed beta, beta of the second kind, actuar, R. Description An account of the resource Actuaries model insurance claim amounts using heavy tailed probability distributions. They routinely need to evaluate quantities related to these distributions such as quantiles in the far right tail, moments or limited moments. Furthermore, actuaries often resort to simulation to solve otherwise untractable risk evaluation problems. The paper discusses our implementation of support functions for the Feller-Pareto distribution for the R package actuar. The Feller-Pareto defines a large family of heavy tailed distributions encompassing the transformed beta family and many variants of the Pareto distribution. Creator An entity primarily responsible for making the resource Christophe Dutang Source A related resource from which the described resource is derived https://www.jstatsoft.org/article/view/v103i06 Publisher An entity responsible for making the resource available Université Paris-Dauphine Date A point or period of time associated with an event in the lifecycle of the resource July 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text https://repository.horizon.ac.id/files/original/112d85eee5e9d92bc91bc25625dbefee.pdf 43dd513d083d607e0a926e31a37e46af Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource VOLUME 103 Tahun 2022 Source A related resource from which the described resource is derived https://www.jstatsoft.org/issue/view/v103 Date A point or period of time associated with an event in the lifecycle of the resource 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource spNNGP R Package for Nearest Neighbor Gaussian Process Models Subject The topic of the resource : MCMC, nearest neighbor Gaussian process, kriging, R Description An account of the resource This paper describes and illustrates functionality of the spNNGP R package. The package provides a suite of spatial regression models for Gaussian and non-Gaussian pointreferenced outcomes that are spatially indexed. The package implements several Markov chain Monte Carlo (MCMC) and MCMC-free nearest neighbor Gaussian process (NNGP) models for inference about large spatial data. Non-Gaussian outcomes are modeled using a NNGP Pólya-Gamma latent variable. OpenMP parallelization options are provided to take advantage of multiprocessor systems. Package features are illustrated using simulated and real data sets Creator An entity primarily responsible for making the resource Andrew O. Finley Source A related resource from which the described resource is derived https://www.jstatsoft.org/article/view/v103i05 Publisher An entity responsible for making the resource available Michigan State University Date A point or period of time associated with an event in the lifecycle of the resource July 2022 Contributor An entity responsible for making contributions to the resource Fajar bagus W Format The file format, physical medium, or dimensions of the resource PDF Language A language of the resource English Type The nature or genre of the resource Text