Packaged: 2015-07-21 12:40:42 UTC; denizakdemir

Title: EMP: Expected Maximum Profit for Credit Scoring.
Author: Cristian Bravo and Thomas Verbraken
Description: Functions for estimating EMP (Expected Maximum Profit Measure) in
Credit Scoring, according to Verbraken et al (2014).

Title: Expected Maximum Profit for Credit Scoring.

Title: Estimates EMP following Verbraken et al. (2014)

Title: Expected Maximum Profit Classification Performance Measure
Author: Cristian Bravo, Seppe vanden Broucke and Thomas Verbraken
Description: Functions for estimating EMP (Expected Maximum Profit Measure) in Credit Risk Scoring and Customer Churn Prediction, according to Verbraken et al (2013, 2014).

Authors@R: c(person("Cristian", "Bravo", role = c("aut", "cre"),
person("Seppe", "vanden Broucke", role = "ctb",
person("Thomas", "Verbraken", role = c("aut")))
Author: Cristian Bravo [aut, cre], Seppe vanden Broucke [ctb], Thomas Verbraken [aut]
Description: Functions for estimating EMP (Expected Maximum Profit Measure) in Credit Risk Scoring and Customer Churn Prediction, according to Verbraken et al (2013, 2014) <DOI:10.1109/TKDE.2012.50>, <DOI:10.1016/j.ejor.2014.04.001>.

Title: Extended Multiplicative Signal Correction
Maintainer: Kristian Hovde Liland <kristian.liland@nofima.no>
Description: Background correction of spectral like data. Handles variations in
scaling, polynomial baselines and interferents. Parameters for corrections are stored
for further analysis, and spectra are corrected accordingly.
Packaged: 2016-03-30 18:25:51 UTC; kristian.liland

Maintainer: Kristian Hovde Liland <kristian.liland@nmbu.no>
scaling, polynomial baselines, interferents, constituents and replicate variation.
Parameters for corrections are stored for further analysis, and spectra are corrected
Packaged: 2017-07-14 21:04:59 UTC; kristian.liland

Packaged: 2016-04-24 20:51:29 UTC; kristian.liland

Author: Kristian Hovde Liland, Ulf Geir Indahl

Author: Kristian Hovde Liland [aut, cre]

Title: EM Algorithm for Bayesian Shrinkage Approach with Structural
Author: Changgee Chang and Praveen Suthaharan
Description: Fits a Bayesian shrinkage regression model that can incorporate structural information.
Changgee Chang, Suprateek Kundu, Qi Long (2018) <doi:10.1111/biom.12882>.