Authors@R: c(person("Alireza", "Mahani", email = "alireza.s.mahani@gmail.com", role = c("cre", "aut"))
, person("Mansour", "Sharabiani", role = "aut"))
Description: Bayesian Beta Regression, adapted for bounded discrete responses, commonly seen in survey responses.
Estimation is done via Markov Chain Monte Carlo sampling, using a Gibbs wrapper around univariate slice sampler
(Neal (2003) <DOI:10.1214/aos/1056562461>), as implemented in the R package MfUSampler

, person("Mansour", "Sharabiani", role = "aut"), person("Alex", "Bottle", role = "aut"), person("Cathy", "Price", role = "aut"))

Title: A Double Bootstrap Method for Analyzing Linear Models with
Author: Joseph W. McKean and Shaofeng Zhang
Description: Computes the double bootstrap as discussed in McKnight, McKean, and Huitema (2000) <doi:10.1037/1082-989X.5.1.87>.
The double bootstrap method provides a better fit for a linear model with autoregressive errors than ARIMA when the sample size is small.

Title: Finite Sample Power Calculations for Detection Boundary Tests
Authors@R: person("Ryan", "Sun", email = "ryansun.work@gmail.com", role = c("aut", "cre"))
Description: Calculates lower bound on power, upper bound on power, and exact power (small sets only) for detection boundary tests (e.g. Berk-Jones, Generalized Berk-Jones, innovated Berk-Jones) used in set-based inference studies. These detection boundary tests are described in Sun et al., (2019) <doi:10.1080/01621459.2019.1660170>.
Imports: dplyr, magrittr, stats, mvtnorm, combinat, GBJ, kit,

Title: Dynamic Correlation Analysis for High Dimensional Data
Description: Finding dominant latent signals that regulate dynamic correlation between many pairs of variables.
Imports: methods, GPArotation, PMA, coin, elasticnet, locfdr, modeest,

Title: Detrended Fluctuation and Detrended Cross-Correlation Analysis
Description: A collection of functions to perform Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA).
This package implements the results presented in Prass, T.S. and Pumi, G. (2019). "On the behavior of the DFA and DCCA in trend-stationary processes" <arXiv:1910.10589>.
Author: Taiane Schaedler Prass [aut, cre]