person("Claudio", "Paladini", , "claudio.paladini@bath.edu", role = c("aut", "cre"),
comment = c(ORCID = "0000-0002-5551-1380"))
anytime, dplyr , ggplot2, gtrendsR, lubridate , magrittr ,
methods , openxlsx , plotly , purrr , RColorBrewer , readr ,
readxl , reshape2 , sjmisc , stringr , tibble , tidyr ,
tidyverse , tis , zoo

car, dplyr, ggplot2, gtrendsR, lubridate , magrittr , methods
, openxlsx , plotly , purrr , RColorBrewer , readr , readxl ,
reshape2 , sjmisc , stringr , tibble , tidyr , tidyverse , tis
, zoo

Manipulate Formulas and Evaluate Marginal Effects
Provides tools to manipulate formulas, such as getting x, y or contrasts from the model/formula, and functions to evaluate and check the marginal effects of a linear model.
ggplot2, plyr, pryr, stringr, stats, utils, magrittr, scales

c(person("Jared", "Studyvin", role = c("aut", "cre"),
email = "studyvinstat@gmail.com"))
Functions to access and test results from a linear model.

person("Antoni", "Baum", email = "antoni.baum@protonmail.com",
role = c("aut", "cre"))
Provides various methods of linear ordering of data. Supports weights and positive/negative impacts.
Currently included methods:
* Sum of ranks
* Standardized sums
* Hellwig's (Hellwig, 1968, <https://unesdoc.unesco.org/ark:/48223/pf0000158559.locale=en>)
* TOPSIS (Yoon & Hwang, 1981, ISBN:978-3-642-48318-9).

Linear Algorithm for Simulating Quantiles in Multiscale
Change-Point Segmentation Problem
Chengcheng Huang [aut,cre], Housen Li[aut]
It is a linear algorithm to simulate quantiles of multiscale statistics
under hull hypothesis for multiscale change-point segmentation.
The reference is in preparation.

person("Federico", "Garza", , "fede.garza.ramirez@gmail.com", role = c("aut", "cre"), comment = c(ORCID = "0000-0001-7015-8186"))
Tests whether the linear hypothesis of a model
is correct specified using Dominguez-Lobato test. Also Ramsey's RESET (Regression Equation
Specification Error Test) test is implemented and Wald tests can be carried out.
Although RESET test is widely used to
test the linear hypothesis of a model, Dominguez and Lobato (2019) proposed a novel
approach that generalizes well known specification tests such as Ramsey's. This test
relies on wild-bootstrap; this package implements this approach to be
usable with any function that fits linear models and is compatible with
the update() function such as 'stats'::lm(), 'lfe'::felm() and 'forecast'::Arima(),
for ARMA (autoregressive–moving-average) models.
Also the package can handle custom statistics such as Cramer von Mises and Kolmogorov
Smirnov, described by the authors, and custom distributions such as Mammen (discrete
and continuous) and Rademacher.
Manuel A. Dominguez & Ignacio N. Lobato (2019) <doi:10.1080/07474938.2019.1687116>.
Matrix, sandwich, dplyr, ggplot2, viridis, tidyr, readr,
parallel, forecast
Federico Garza [aut, cre] (<https://orcid.org/0000-0001-7015-8186>)