Estimates rates for continuous character evolution under Brownian motion and Ornstein-Uhlenbeck based Hansen models that allow both the strength of the pull and stochastic motion to vary across selective regimes. Beaulieu et al. (2012).

Conduct sensitivity analysis of omitted variable bias in linear econometric models using the methodology presented in Basu (2025) <doi:10.2139/ssrn.4704246>.

Detection of overdispersion in count data for multiple regression analysis.
    Log-linear count data regression is one of the most popular techniques for predictive 
    modeling where there is a non-negative discrete quantitative dependent variable. In 
    order to ensure the inferences from the use of count data models are appropriate, 
    researchers may choose between the estimation of a Poisson model and a negative binomial
    model, and the correct decision for prediction from a count data estimation is directly
    linked to the existence of overdispersion of the dependent variable, conditional to the 
    explanatory variables. Based on the studies of Cameron and Trivedi (1990)
    <doi:10.1016/0304-4076(90)90014-K> and Cameron and Trivedi (2013, ISBN:978-1107667273), 
    the overdisp() command is a contribution to researchers, providing a fast and secure 
    solution for the detection of overdispersion in count data. Another advantage is that 
    the installation of other packages is unnecessary, since the command runs in the basic 
    R language.

Provides functions to fit kernel density functions to
    data on temporal activity patterns of animals; estimate coefficients
    of overlapping of densities for two species; and calculate bootstrap
    estimates of confidence intervals. As in Ridout and Linkie (2009) <doi:10.1198/jabes.2009.08038>.

Functions for estimating the overlapping area of two or more kernel density estimations from empirical data.

Tests the observed overlapping polygon area in a collection of polygons against a null model of random rotation, as explained in De la Cruz et al. (2017) <doi:10.13140/RG.2.2.12825.72801>.