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                <text>he library scikit-fda is a Python package for functional data analysis (FDA). It provides a comprehensive set of tools for representation, preprocessing, and exploratory analysis of functional data. The library is built upon and integrated in Python’s scientific&#13;
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package: Pipelines, model selection, and hyperparameter tuning, among others. The&#13;
scikit-fda package has been released as free and open-source software under a 3-clause&#13;
BSD license and is open to contributions from the FDA community. The library’s extensive documentation includes step-by-step tutorials and detailed examples of us</text>
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de Madrid&#13;
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                <text>One of the most popular techniques for visualizing large, high-dimensional data sets&#13;
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process model. This is particularly of interest for the design and analysis of computer&#13;
experiments with expensive-to-evaluate numerical codes that take as inputs regularly sampled time series. Rather than imposing any particular parametric input-output relationship in advance (e.g., linear, polynomial), Gaussian process models extract this information directly from the data. The package offers built-in dimension reduction, which helps&#13;
to simplify the representation of the functional inputs and obtain lighter models. It also&#13;
implements an ant colony based optimization algorithm which supports the calibration&#13;
of multiple structural characteristics of the model such as the state of each input (active&#13;
or inactive) and the type of kernel function, while seeking for greater prediction power.&#13;
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generalized Pareto distributions used in extreme value theory. Additionally, the package&#13;
offers various parameter estimation methods, such as probability-weighted moments, maximum likelihood, and Bayesian estimation. It also includes tools for handling dependence&#13;
in excesses over a threshold and methods for managing nonstationary models. Inference&#13;
for extreme quantiles is available for both stationary and nonstationary models, along&#13;
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                <text>: changepoints, change-in-slope, dynamic programming, piecewise linear models,&#13;
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                <text>Changepoint detection is an important problem with a wide range of applications.&#13;
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range of algorithms and software for detecting them. However there are relatively few&#13;
approaches for detecting changes-in-slope in the mean of a signal plus noise model. We&#13;
describe the R package cpop, available on the Comprehensive R Archive Network (CRAN).&#13;
This package implements CPOP, a dynamic programming algorithm, to find the optimal&#13;
set of changes that minimizes an L0 penalized cost, with the cost being a weighted residual&#13;
sum of squares. The package has extended the CPOP algorithm so it can analyse data&#13;
that is unevenly spaced, allow for heterogeneous noise variance, and allows for a grid of&#13;
potential change locations to be different from the locations of the data points. There is&#13;
also an implementation that uses the CROPS algorithm to detect all segmentations that&#13;
are optimal as you vary the L0 penalty for adding a change across a continuous range of&#13;
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                <text>The hyper2 package provides functionality to work with extensions of the BradleyTerry probability model such as Plackett-Luce likelihood including team strengths and&#13;
reified entities (monsters). The package allows one to use relatively natural R idiom to&#13;
manipulate such likelihood functions. Here, I present a generalization of hyper2 in which&#13;
multiple entities are constrained to have identical Bradley-Terry strengths. A new S3 class&#13;
‘hyper3’, along with associated methods, is motivated and introduced. Three datasets are&#13;
analyzed, each analysis furnishing new insight, and each highlighting different capabilities&#13;
of the package.</text>
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                <text>https://www.jstatsoft.org/article/view/v109i08</text>
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                <text>University of Stirling</text>
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                <text>fHMM: Hidden Markov Models for Financial Time Series in R</text>
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                <text>hidden Markov models, hierarchical hidden Markov models, regime switching,&#13;
financial time series, decoding market behavior, R.</text>
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                <text>Hidden Markov models constitute a versatile class of statistical models for time series&#13;
that are driven by hidden states. In financial applications, the hidden states can often&#13;
be linked to market regimes such as bearish and bullish markets or recessions and periods of economics growth. To give an example, when the market is in a nervous state,&#13;
corresponding stock returns often follow some distribution with relatively high variance,&#13;
whereas calm periods are often characterized by a different distribution with relatively&#13;
smaller variance. Hidden Markov models can be used to explicitly model the distribution&#13;
of the observations conditional on the hidden states and the transitions between states,&#13;
and thus help us to draw a comprehensive picture of market behavior. While various implementations of hidden Markov models are available, a comprehensive R package that is&#13;
tailored to financial applications is still lacking. In this paper, we introduce the R package&#13;
fHMM, which provides various tools for applying hidden Markov models to financial time&#13;
series. It contains functions for fitting hidden Markov models to data, conducting simulation experiments, and decoding the hidden state sequence. Furthermore, functions for&#13;
model checking, model selection, and state prediction are provided. In addition to basic&#13;
hidden Markov models, hierarchical hidden Markov models are implemented, which can&#13;
be used to jointly model multiple data streams that were observed at different temporal&#13;
resolutions. The aim of the fHMM package is to give R users with an interest in financial&#13;
applications access to hidden Markov models and their extensions.</text>
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                <text>Lennart Oelschläger&#13;
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                <text>https://www.jstatsoft.org/article/view/v109i09</text>
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                <text>Bielefeld University</text>
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                <text>Fajar bagus W</text>
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                <text>English</text>
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                  <text>VOLUME 109 Tahun 2024</text>
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      <description>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.</description>
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                <text>Emulation and History Matching Using the hmer Package</text>
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                <text> emulation, history matching, calibration, R.</text>
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                <text>Modeling complex real-world situations such as infectious diseases, geological phenomena, and biological processes can present a dilemma: the computer model (referred to as&#13;
a simulator) needs to be complex enough to capture the dynamics of the system, but each&#13;
increase in complexity increases the evaluation time of such a simulation, making it difficult to obtain an informative description of parameter choices that would be consistent&#13;
with observed reality. While methods for identifying acceptable matches to real-world&#13;
observations exist, for example optimization or Markov chain Monte Carlo methods, they&#13;
may result in non-robust inferences or may be infeasible for computationally intensive&#13;
simulators. The techniques of emulation and history matching can make such determinations feasible, efficiently identifying regions of parameter space that produce acceptable&#13;
matches to data while also providing valuable information about the simulator’s structure, but the mathematical considerations required to perform emulation can present a&#13;
barrier for makers and users of such simulators compared to other methods. The hmer&#13;
package provides an accessible framework for using history matching and emulation on&#13;
simulator data, leveraging the computational efficiency of the approach while enabling&#13;
users to easily match to, visualize, and robustly predict from their complex simulators</text>
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                <text>Andrew Iskauskas</text>
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                <text>https://www.jstatsoft.org/article/view/v109i10</text>
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                <text>Durham University</text>
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                <text>Fajar bagus W</text>
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            <description>A language of the resource</description>
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                <text>English</text>
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