Title: Model Validation using Quantile Spectral Analysis and Parametric
Authors@R: person("Stefan", "Birr", role=c("aut","cre"),email = "stefan.birr@ruhr-uni-bochum.de")
Imports: stats4, utils, methods, abind, rugarch
Description: Provides functionality for model validation by computing a
parametric bootstrap and comparing the Quantile Spectral Densities.

Title: Linearly Constrained Indefinite Quadratic Program Solver
Description: Active set method solver for the solution of indefinite quadratic programs, subject to lower bounds on linear functions of the variables and simple bounds on the variables themselves. The function QPmin() implements an algorithm similar to the one described in Gould (1991) <doi:10.1093/imanum/11.3.299>  with the exception that an efficient sparse internal representation of the basis matrix is maintained thus allowing the solution of somewhat large problems.

Title: Quasi-Potential Analysis for Stochastic Differential Equations
person("Christopher", "Moore", role = c("aut"), email = "life.dispersing@gmail.com"),
person("Christopher", "Stieha", role = c("aut", "cre"), email = "stieha@hotmail.com"),
person("Ben", "Nolting", role = c("aut"), email = ""),
person("Maria", "Cameron", role = c("aut"), email = ""),
person("Karen", "Abbott", role = c("aut"), email = ""),
person("James", "Gregson", role = ("cph"), email = "", comment = "author of expression_parser library: https://github.com/jamesgregson/expression_parser")
Description: Tools to 1) simulate and visualize stochastic differential equations and 2) determine stability of equilibria using the ordered-upwind method to compute the quasi-potential.
James Gregson [cph] (author of expression_parser library:

Description: Tools to 1) simulate and visualize stochastic differential
equations and 2) determine stability of equilibria using the ordered-upwind

Title: Permutation Based QQ Plot and Inflation Factor Estimation
Description: Provides users the necessary utility functions to generate permutation-based QQ plots and also estimate inflation factor based on the empirical NULL distribution. While it has general utility, it is particularly helpful when the skewness of the Fisher's Exact test in sparse data situations with imbalanced case-control sample sizes renders the reliance on the uniform chi-square expected distribution inappropriate.