codeberg-zeileis.r-universe.dev

[zeileis] Formula 1.2-6

achim.zeileis@r-project.org (Achim Zeileis) — Fri, 30 Oct 2026 15:23:37 GMT

Infrastructure for extended formulas with multiple parts on the right-hand side and/or multiple responses on the left-hand side (see ).

[zeileis] sandwich 3.1-3.99

achim.zeileis@r-project.org (Achim Zeileis) — Sun, 11 Oct 2026 22:19:58 GMT

Object-oriented software for model-robust covariance matrix estimators. Starting out from the basic robust Eicker-Huber-White sandwich covariance methods include: heteroscedasticity-consistent (HC) covariances for cross-section data; heteroscedasticity- and autocorrelation-consistent (HAC) covariances for time series data (such as Andrews' kernel HAC, Newey-West, and WEAVE estimators); clustered covariances (one-way and multi-way); panel and panel-corrected covariances; outer-product-of-gradients covariances; and (clustered) bootstrap covariances. All methods are applicable to (generalized) linear model objects fitted by lm() and glm() but can also be adapted to other classes through S3 methods. Details can be found in Zeileis et al. (2020) , Zeileis (2004) and Zeileis (2006) .

[zeileis] ctv 1.0-1

achim.zeileis@r-project.org (Achim Zeileis) — Thu, 08 Oct 2026 01:27:03 GMT

Infrastructure for task views to CRAN-style repositories: Querying task views and installing the associated packages (client-side tools), generating HTML pages and storing task view information in the repository (server-side tools).

[zeileis] betareg 3.2-6

achim.zeileis@r-project.org (Achim Zeileis) — Mon, 05 Oct 2026 00:00:33 GMT

Beta regression for modeling beta-distributed dependent variables on the open unit interval (0, 1), e.g., rates and proportions, see Cribari-Neto and Zeileis (2010) . Moreover, extended-support beta regression models can accommodate dependent variables with boundary observations at 0 and/or 1, see Kosmidis and Zeileis (2025) . For the classical beta regression model, alternative specifications are provided: Bias-corrected and bias-reduced estimation, finite mixture models, and recursive partitioning for beta regression, see Grün, Kosmidis, and Zeileis (2012) .

[zeileis] zoo 1.9-1.99

achim.zeileis@r-project.org (Achim Zeileis) — Sun, 04 Oct 2026 19:40:48 GMT

An S3 class with methods for working with regular and irregular time series. The class stores data as numeric vectors/matrices (or factors) along with a time index of arbitrary class (including numeric, Date, POSIXct, chron, yearmon, yearqtr, etc.). Functions and methods are consistent with the ts class and base R and also extend standard generics. Tools include: Data import/export, coercion, visualization (with base R, 'ggplot2', 'lattice', 'tinyplot'), alignment and merging, aggregation, lags and subsets, rolling analytics, and time-based interpolation/filling. The design is introduced in Zeileis and Grothendieck (2005) .

[zeileis] psychotree 0.16-3.99

achim.zeileis@r-project.org (Achim Zeileis) — Thu, 01 Oct 2026 15:33:41 GMT

Recursive partitioning based on psychometric models, employing the general MOB algorithm (from package partykit) to obtain Bradley-Terry trees, Rasch trees, rating scale and partial credit trees, and MPT trees, trees for 1PL, 2PL, 3PL and 4PL models and generalized partial credit models.

[zeileis] stablelearner 0.1-9

achim.zeileis@r-project.org (Achim Zeileis) — Thu, 27 Aug 2026 14:23:36 GMT

Graphical and computational methods that can be used to assess the stability of results from supervised statistical learning.

[zeileis] crch 1.2-3

achim.zeileis@r-project.org (Achim Zeileis) — Thu, 27 Aug 2026 10:16:15 GMT

Different approaches to censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored or truncated) response with separate linear predictors for the mean and variance. Second, cumulative link models for ordinal data (obtained by interval-censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter type of models, the intercepts depend on the thresholds that define the intervals. Infrastructure for working with censored or truncated normal, logistic, and Student-t distributions, i.e., d/p/q/r functions and distributions3 objects.

[zeileis] exams2forms 0.2-3

achim.zeileis@r-project.org (Achim Zeileis) — Wed, 19 Aug 2026 11:34:03 GMT

Automatic generation of quizzes or individual questions as (interactive) forms within 'rmarkdown' or 'quarto' documents based on 'R/exams' exercises.

[zeileis] exams 2.4-5

achim.zeileis@r-project.org (Achim Zeileis) — Wed, 19 Aug 2026 07:25:56 GMT

Automatic generation of exams based on exercises in Markdown or LaTeX format, possibly including R code for dynamic generation of exercise elements. Exercise types include single-choice and multiple-choice questions, arithmetic problems, string questions, and combinations thereof (cloze). Output formats include standalone files (PDF, HTML, Docx, ODT, ...), Moodle XML, QTI 1.2, QTI 2.1, Blackboard, Canvas, OpenOlat, ILIAS, TestVision, Particify, ARSnova, Kahoot!, Grasple, and TCExam. In addition to fully customizable PDF exams, a standardized PDF format (NOPS) is provided that can be printed, scanned, and automatically evaluated.

[zeileis] strucchange 1.6-0.99

achim.zeileis@r-project.org (Achim Zeileis) — Sat, 08 Aug 2026 02:49:02 GMT

Testing, monitoring and dating structural changes in (linear) regression models. strucchange features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.

[zeileis] fxregime 1.0-5

achim.zeileis@r-project.org (Achim Zeileis) — Sat, 01 Aug 2026 02:34:36 GMT

Exchange rate regression and structural change tools for estimating, testing, dating, and monitoring (de facto) exchange rate regimes.

[zeileis] exams2learnr 0.1-1

achim.zeileis@r-project.org (Achim Zeileis) — Fri, 31 Jul 2026 11:44:38 GMT

Automatic generation of quizzes or individual questions for 'learnr' tutorials based on 'R/exams' exercises.

[zeileis] tth 4.16-1

achim.zeileis@r-project.org (Achim Zeileis) — Fri, 31 Jul 2026 02:51:34 GMT

C source code and R wrappers for the tth/ttm TeX-to-HTML/MathML translators.

[zeileis] dichromat 2.0-1

achim.zeileis@r-project.org (Achim Zeileis) — Tue, 21 Jul 2026 07:26:21 GMT

Collapse red-green or green-blue distinctions to simulate the effects of different types of color-blindness based on the work of Françoise Viénot and co-authors, especially and . More recent functions for simulating color vision deficiency are provided in the 'colorspace' package.

[zeileis] fortunes 1.5-5

achim.zeileis@r-project.org (Achim Zeileis) — Mon, 20 Jul 2026 18:22:50 GMT

A collection of fortunes from the R community.

[zeileis] glmx 0.2-3

achim.zeileis@r-project.org (Achim Zeileis) — Mon, 20 Jul 2026 18:22:23 GMT

Extended techniques for generalized linear models (GLMs), especially for binary responses, including parametric links and heteroscedastic latent variables.

[zeileis] glogis 1.0-3

achim.zeileis@r-project.org (Achim Zeileis) — Mon, 20 Jul 2026 18:22:12 GMT

Tools for the generalized logistic distribution (Type I, also known as skew-logistic distribution), encompassing basic distribution functions (p, q, d, r, score), maximum likelihood estimation, and structural change methods.