The EvoPER, Evolutionary Parameter Estimation for 'Repast Simphony'
Agent-Based framework (<https://repast.github.io/>), provides optimization
driven parameter estimation methods based on evolutionary computation
techniques which could be more efficient and require, in some cases,
fewer model evaluations than other alternatives relying on experimental design.
methods, futile.logger, boot, reshape, ggplot2, deSolve,
plot3D

methods, futile.logger, boot, reshape, ggplot2, deSolve,
plot3D, plyr

The EvoPER, Evolutionary Parameter Estimation for Individual-based Models is an extensible
package providing optimization driven parameter estimation methods using metaheuristics  and
evolutionary computation techniques (Particle Swarm Optimization, Simulated Annealing, Ant Colony Optimization
for continuous domains, Tabu Search, Evolutionary Strategies, ...)  which could be more efficient and require,
in some cases, fewer model evaluations than alternatives relying on experimental design.  Currently there
are built in support for models developed with 'Repast Simphony'  Agent-Based framework (<https://repast.github.io/>)
and with NetLogo (<https://ccl.northwestern.edu/netlogo/>) which are the most used frameworks for Agent-based modeling.
methods, futile.logger, boot, reshape, ggplot2, deSolve,
plot3D, plyr, data.table, utils, RNetLogo

Epigenetic Variable Outliers for Risk prediction Analysis
EVORA is an adaptive index classification algorithm which
selects features based on differential variability and is aimed
at DNA methylation array studies.

Mean of order p (MOP) and peaks over random threshold (PORT)
Hill estimates for the extreme value index (EVI)
Compute EVI estimate using MOP and PORT methodology.

Mean of order p, peaks over random threshold Hill and high
quantile estimates
B G Manjunath and Frederico Caeiro; guidance from Prof. M. Ivette Gomes and Prof. M. Isabel Fraga Alves
Computes extreme value index (EVI) estimate for heavy tailed models by Mean of order p (MOP)
and peaks over random threshold (PORT) Hill methodologies.
Besides, also computes moment, generalised Hill and mixed moment estimates for EVI.
Compute high quantile or value-at-risk (VaR) based on above EVI estimates.