This is a set of simple utility functions to perform mutual conversion between the current Japanese calendar system that Wareki, the old Japanese calendar system that the Kyureki calendar and the Julian and Gregorian calendar.
    To calculate each calendar method, it converts to the Julian Day Number.

Provides a gridded classification of weather types by applying the Jenkinson and Collison classification. For a given region (it can be either local region or the whole map),it computes at each grid the 11 weather 
             types during the period considered for the analysis. See Otero et al., (2017) <doi:10.1007/s00382-017-3705-y> for more information.

Contains a selection of color palettes and 'ggplot2' themes designed by the package author.

Procedures for joint detection of changes in both expectation and variance in univariate sequences. Performs a statistical test of the null hypothesis of the absence of change points. In case of rejection performs an algorithm for change point detection. Reference - Bivariate change point detection - joint detection of changes in expectation and variance, Scandinavian Journal of Statistics, DOI 10.1111/sjos.12547.

The Impact Factor of a journal reported by Journal Citation Reports ('JCR') of  'Clarivate' 'Analytics' is provided. The impact factor is available for those journals only that were included Journal Citation Reports 'JCR'.

A calculation tool to obtain the 5-year or 10-year risk of cardiovascular disease from various risk models.

Tool for generating quality reports from cruncher outputs
    (and calculating series scores). The latest version of the cruncher
    can be downloaded here:
    <https://github.com/jdemetra/jwsacruncher/releases>.

A Wrapper for the Node.js 'Jdenticon' <https://jdenticon.com/> Library. Uses 'esbuild' <https://esbuild.github.io/> to reduce user dependencies.

Option is a one of the financial derivatives and its pricing is an important problem in practice. The process of stock prices are represented as Geometric Brownian motion [Black (1973) <doi:10.1086/260062>] or jump diffusion processes [Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>]. In this package, algorithms and visualizations are implemented by Monte Carlo method in order to calculate European option price for three equations by Geometric Brownian motion and jump diffusion processes and furthermore a model that presents jumps among companies affect each other.