December 2016 Package Picks

by Joseph Rickert

Last month, 217 new packages were submitted to CRAN. By my count this was the highest monthly value recorded for the past nine years. Below, are brief descriptions of fifty-two of these new-for-December packages grouped into six categories: Data, Data Science, Financial Analysis, Statistics, Utilities and Visualizations. The Financial Analysis category is noteworthy. It is unusual to have six interesting packages centered on some financial application in a given month.

It is also unusual for me to be able to identify a favorite package. However, this month I am comfortable pointing out deconvolveR from Bradley Efron and Balasubramanian Narasimhan which implements Empirical Bayes methods for learning prior distributions from data. I expect that this package will become important to many Bayesian and “Almost Bayesian” statisticians.


  • bea.R v1.0.1: Provides an R interface for the Bureau of Economic Analysis (BEA) API.

  • BETS v0.0.98: Provides access to Brazilian economic time series from the Getulio Vargas Foundation, the Central Bank of Brazil and the Brazilian Institute of Geography and Statistics.

  • censys v0.1.0: Enables researchers to query the Censys public search engine about the hosts and networks that compose the Internet. README provides an example.

  • lingtypology v1.0.0: Allows users to access Glottolog database of world languages. The vignette contains several examples including how to use the map.feature function to produce maps similar to those used in Cross-Linguistic Linked Data projects.

Data Science

  • extshape v0.2.0: Provides functions for reshaping text data. See README.

  • pipeliner v0.1.1: Defines a framework for defining ‘pipelines’ of functions for data transformations, model estimation and inverse-transformations that results model-scoring functions that automatically apply the entire pipeline. The vignette explains the concept and provides examples.

  • sqlscore v0.1.0: Provides utilities for generating SQL queries from R model objects. It generates the SQL to score a generalized linear model. See README.

Financial Analysis

  • FinancialMath v0.1.1: Provides function to help prepare for the Society of Actuaries and Casualty Actuarial Society ‘Financial Mathematics’ exam.

  • KraljicMatrix v0.1.0: Implements the Kraljic Matrix approach for strategically analyzing a firm’s purchasing portfolio. The vignette offers some theory and examples.

  • InfoTrad v1.0: Provides functions to estimate the probability of informed trading (PIN) initially introduced by Easley et. al. using both Easley et al. factorization and LK factorization.

  • ReIns v1.0.1: Contains functions used in the new book Reinsurance: Actuarial and Statistical Aspects. The vignette contains several interesting examples.

  • tidyquant v0.1.0: Bringing quantitative financial analysis to the ‘tidyverse’ this package provides wrappers for various xts, quantmod and TTR package functions and returns the objects in the tidy tibble format. The vignette provides an introduction.

  • valuer v1.1.0: Implementing the pricing framework described in Bacinello et al. and the fee structure discussed in Bernard et al., this package provides to price variable annuity life insurance contracts by means of Monte Carlo methods. See the vignette for an introduction.


  • arsenal v0.1.2: Provides functions for large-scale statistical summaries which take advantage of work RStudio reporting tools. There are vignettes describing the freqlist, modelsum, and tableby functions.

  • ashr v2.0.5: Implements an Empirical Bayes approach for large-scale hypothesis testing and false discovery rate (FDR) estimation based on the methods of M. Stephens, 2016.

  • bayesloglin v1.0.1: Provides functions for the Bayesian analysis of contingency table data. The vignette provides some theory as well as examples.

  • BTYDplus v1.01: Implements advanced statistical methods to describe and predict customers’ purchase behavior in a non-contractual setting. The vignette provides an extended example.

  • colf v0.1.2: Provides functions to perform least squares constrained optimization on a linear objective function using a formula syntax similar to lm(). There is a tutorial.

  • deconvolveR v1.0-3: Provides Empirical Bayes methods for learning prior distributions from data using deconvolution and Empirical Bayes methods. The vignette on Empirical Bayes Deconvolution by Balasubramanian Narasimhan and Bradley Efron is really good reading.

  • dynamichazard v0.1.0: Contains functions for fitting dynamic hazard models with binary outcomes using state space models using methods described in Fahrmeir (1992) and Fahrmeir (1994). There are vignettes on Comparing methods for time varying logistic models and the theory behind the ddhazard function.

  • expint v0.1-2: Provides functions that implement exponential integrals and the incomplete gamma function defined for negative values of its first argument. The vignette describes the math, the underlying C routines and alternative methods of calculation.

  • joinRML v0.1.1: Provides functions to fit joint models of longitudinal data and time to event outcomes as proposed by Henderson et. al., but extended to the case of multiple continuous longitudinal measures. There is an introduction to the package and a vignette with the technical details.

  • mixlink v0.1.4: The Mixture Link model is a proposed extension to generalized linear models, where the outcome distribution is a finite mixture of densities.

  • rrr v1.0.0: Provides functions for fitting reduced-rank regression, diagnostics and graphics. The vignette shows the math along with worked examples.


  • aws.ec2metadata v0.1.1, aws.polly v0.1.2, v0.1.4, aws.sns v0.1.5, aws.sqs v0.1.8 are a series of packages for working with Amazon EC2 instances.

  • binman v0.0.7: Provides tools and functions for managing the download of binary files. The vignette shows how to use them.

  • blob v1.0.0: Provides an S3 class for representing vectors of binary data.

  • cleanr v1.1.2: Povides functions to check R code for some of the most common layout flaws. The vignette shows how to use them.

  • nanotime v0.0.1: Provides Full 64-bit resolution date and time support with resolution up to nanosecond granularity. See README.

  • narray v0.0.1: Provides functions to query and manipulate arrays of arbitrary dimensions. See the vignette for examples.

  • replyr v0.2.0: Provides methods for working with remote ‘tbl’ sources (‘SQL’ databases, ‘Spark’) through ‘dplyr’. There is an introduction and vignettes for NA removal, parametric programming, and using the let function.

  • rtrends v0.1.0: Provides functions for analyzing the RStudio CRAN mirror logs.

  • xaringan v0.1: Provides functions for creating HTML5 slides with R Markdown and the JavaScript library remark.js


  • ggiraphExtra v0.1.0: Enhances ggplot2 and ggiraph with static and interactive exploratory plots. The vignette provides several examples.

  • ggmosaic v0.1.0: Implements mosaic plots for ggplot2. The vignette provides examples.

  • pals v1.0: Provides a comprehensive collection of color pallettes, colormaps along with tools to evaluate them. There an overview and a vignette showing a Color Caused Optical Illusion.

  • Radviz v0.7.0: Implements the radviz projection, enabling the visualization of multidimensional data while maintaining the relation to the original dimensions. The vignette shows how it works.

  • scatterpie v0.0.5: Enhances ggplot2 with functions to put piecharts on maps. The vignette gives examples.

  • simmer.plot v0.1.5; Provides plots for the simmer Discrete Event Simulation package. There are vignettes for plotting statistics and diagrams of trajectories.

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