Provides estimation procedures for copula-based stochastic frontier quantile models for cross-sectional data. The package implements maximum likelihood estimation of quantile regression models allowing flexible dependence structures between error components through various copula families (e.g., Gaussian and Student-t). It enables estimation of conditional quantile effects, dependence parameters, log-likelihood values, and information criteria (AIC and BIC). The framework combines quantile regression methodology introduced by Koenker and Bassett (1978) <doi:10.2307/1913643> with copula theory described in Joe (2014, ISBN:9781466583221). This approach allows modeling heterogeneous effects across quantiles while capturing nonlinear dependence structures between variables.

Assembles two or more gene copies from short-read Next-Generation Sequencing data. Works best when there are only two gene copies and read length >=250 base pairs. High and relatively even coverage are important.

An algorithm of optimal subset selection, related to Covariance matrices, observation matrices and Response vectors (COR) to select the optimal subsets in distributed estimation. The philosophy of the package is described in Guo G. (2024) <doi:10.1007/s11222-024-10471-z>.

Duplicated publication data (pre-processed and formatted) for entity resolution. This data set contains a total of 1879 records. The following variables are included in the data set: id, title, book title, authors, address, date, year, editor, journal, volume, pages, publisher, institution, type, tech, note. The data set has a respective gold data set that provides information on which records match based on id.

Calculates the co-ranking matrix to assess the
    quality of a dimensionality reduction.

Allows the user to apply nice color gradients to 'shiny' elements.
    The gradients are extracted from the 'colorffy' website. See <https://www.colorffy.com/gradients/catalog>.

Corbae-Ouliaris frequency domain filtering. According to 
             Corbae and Ouliaris (2006) <doi:10.1017/CBO9781139164863.008>,
             this is a solution for extracting cycles from time series, like
             business cycles etc. when filtering. This method is valid for both
             stationary and non-stationary time series.