Title: A Language to Facilitate the Creation and Visualization of Two-
person("Charles", "Stein", email = "cstein1@trinity.edu", role = c("aut", "cre")),
person("Seth", "Fogarty", email = "sfogarty@trinity.edu", role = c("aut"))
Description: An expressive language to facilitate the creation and visualization
of two-dimensional dynamical systems. The basic elements of the language are
a model wrapping around a function(x,y) which outputs a list(x
= xprime, y = yprime), and a range. The language supports three
types of visual objects: visualizations, features, and backgrounds. Visualizations, including dots and arrows,
depict the behavior of the dynamical system over the entire range.
user-defined curves and points, and their images under the system.
Backgrounds define and color regions of interest, such as areas of convergence and divergence.
can also automatically guess attractors and regions of convergence and divergence.
Collate: 'dsproto.R' 'axeslabel.R' 'dsarrows.R' 'dscurve.R' 'dsdots.R'
'dspoint.R' 'dsguessing.R' 'dsmodel.R' 'dsrange.R' 'dsregion.R'

Title: A Language to Facilitate Simulation and Visualization of
Description: An expressive language to facilitate simulation and visualization
Backgrounds define and color regions of interest, such as basins of attraction.
can also approximate attractors and their basins through simulation.
Imports: shape, graphics, grDevices, latex2exp, pryr

Title: Dataset Shift with Outlier Scores
person(family = "Royal Bank of Canada (RBC)",
Description: Test for no adverse shift in two-sample comparison when we
have a training set, the reference distribution, and a test set. The
approach is flexible and relies on a robust and powerful test
statistic, the weighted AUC. Technical details are in Kamulete, V. M.
(2021) <arXiv:1908.04000>. Modern notions of outlyingness such as
trust scores and prediction uncertainty can be used as the underlying
Imports: data.table (>= 1.14.0), ggplot2 (>= 3.3.3), isotree (>=
Suggests: fdrtool (>= 1.2.16), knitr (>= 1.33), rmarkdown (>= 2.7),
Author: Vathy M. Kamulete [aut, cre] (<https://orcid.org/0000-0002-4451-3743>),
Royal Bank of Canada (RBC) [cph] (Research supported by RBC)
Maintainer: Vathy M. Kamulete <vathymut@gmail.com>