Change Point Estimation for Regression with Heteroscedastic Data
Estimation of parameters in 3-segment (i.e. 2 change-point)
regression models with heteroscedastic variances is provided based on both
likelihood and hybrid Bayesian approaches, with and without continuity
constraints at the change points.
Stephen J.Ganocy, Jiayang Sun, and Yulei Wang

Using Historical Controls for Designing Phase II Clinical Trials
Provides functions for designing phase II clinical trials adjusting for the heterogeneity of the population using known subgroups or historical controls.

A Batch Process for High Dimensional Imputation
person("Philip", "Waggoner", role = c("aut", "cre"), email = "philip.waggoner@gmail.com")
A correlation-based batch process for fast imputation for
high dimensional missing data problems via chained random forests.
See Stekhoven and Bühlmann (2012) <doi:10.1093/bioinformatics/btr597>
for more on missForest, and Mayer (2022)
<https://github.com/mayer79/missRanger> for more on missRanger.
missRanger, plyr, purrr, magrittr, tibble, dplyr, tidyselect,
missForest, tidyverse, usethis

missRanger, plyr, purrr, magrittr, tibble, dplyr, tidyselect,
cli
testthat (>= 3.0.0), knitr, rmarkdown, usethis, missForest,
tidyverse

Functions to perform dimensionality reduction for
classification if the covariance matrices of the classes are
unequal.

Functions to perform dimensionality reduction for classification if the covariance matrices of the classes are unequal.

Change-Point Analysis of High-Dimensional Time Series via Binary
Segmentation
c(
person('Haeran', 'Cho', email='haeran.cho@bristol.ac.uk', role=c('aut', 'cre')),
person('Piotr', 'Fryzlewicz', email='p.fryzlewicz@lse.ac.uk', role='aut'))
Binary segmentation methods for detecting and estimating
multiple change-points in the mean or second-order structure
of high-dimensional time series as described in Cho and Fryzlewicz (2014) <doi:10.1111/rssb.12079> and Cho (2016) <doi:10.1214/16-EJS1155>.
Rcpp (>= 0.12.10), foreach, iterators, doParallel
Haeran Cho [aut, cre],
Piotr Fryzlewicz [aut]