Provides automated methods for downloading, recoding, and merging 
    selected years of the Current Population Survey's Voting and Registration 
    Supplement <https://www.nber.org/research/data/current-population-survey-cps-supplements-voting-and-registration>, 
    a large N national survey about registration, voting, and non-voting in 
    United States federal elections. Provides documentation for appropriate use 
    of sample weights to generate statistical estimates, drawing from Hur & 
    Achen (2013) <doi:10.1093/poq/nft042> and McDonald (2018) 
    <https://www.electproject.org/election-data/voter-turnout-data>.

Non-parametric test for equality of multivariate distributions.  Trains a classifier to classify (multivariate) observations as coming from one of several distributions.  If the classifier is able to classify the observations better than would be expected by chance (using permutation inference), then the null hypothesis that the distributions are equal is rejected.

Incorporates colour gradients from the 'cpt-city' web archive available at <http://seaviewsensing.com/pub/cpt-city/>.

Implements the nonparametric moving sum procedure for detecting 
    changes in the joint characteristic function (NP-MOJO) for multiple change
    point detection in multivariate time series. See McGonigle, E. T., Cho, H. 
    (2025) <doi:10.1093/biomet/asaf024> for description of the NP-MOJO methodology.

Estimate quantile regression(QR) and composite quantile regression (cqr) and with adaptive lasso penalty using interior point (IP), majorize and minimize(MM), coordinate descent (CD), and alternating direction method of multipliers algorithms(ADMM).

Estimation, based on conditional maximum likelihood, of the quadratic exponential 
             model proposed by Bartolucci, F. & Nigro, V. (2010, Econometrica) <DOI:10.3982/ECTA7531> 
             and of a simplified and a modified version of this model. The quadratic exponential model 
             is suitable for the analysis of binary longitudinal data when state dependence (further 
             to the effect of the covariates and a time-fixed individual intercept) has to be taken 
             into account. Therefore, this is an alternative to the dynamic logit model having the 
             advantage of easily allowing conditional inference in order to eliminate the individual 
             intercepts and then getting consistent estimates of the parameters of main interest 
             (for the covariates and the lagged response). The simplified version of this model 
             does not distinguish, as the original model does, between the last time occasion 
             and the previous occasions. The modified version formulates in a different way the 
             interaction terms and it may be used to test in a easy way state dependence as shown 
             in Bartolucci, F., Nigro, V. & Pigini, C. (2018, Econometric Reviews) <DOI:10.1080/07474938.2015.1060039>. 
             The package also includes estimation of the dynamic logit model by a pseudo conditional 
             estimator based on the quadratic exponential model, as proposed by 
             Bartolucci, F. & Nigro, V. (2012, Journal of Econometrics) <DOI:10.1016/j.jeconom.2012.03.004>. 
             For large time dimensions of the panel, the computation of the proposed models involves a 
             recursive function from Krailo M. D., & Pike M. C. (1984, Journal of the Royal 
             Statistical Society. Series C (Applied Statistics)) and Bartolucci F., Valentini, F. & Pigini C.
             (2021, Computational Economics <DOI:10.1007/s10614-021-10218-2>.