Jonathan Rougier's R Packages

These packages are provided under the GNU GPL Version 2 licence. A copy of this licence is available with the source of R (see http://www.r-project.org), in the file "COPYING". If you have any comments please feel free to email me (J.C.Rougier@durham.ac.uk).

All packages require R-1.6.0 or later. If you would like access to a package version marked with an asterisk please contact me directly.

Date Source Requires Notes
Oarray
16.01.02 CRAN Arrays with arbitrary offsets (i.e. with indices that do not start at 1).
PILCS
Computer simulator calibration tool using Implausibility. This is based on P.S. Craig, M. Goldstein, A. H. Seheult and J. A. Smith, 1997, "Pressure matching for hydrocarbon reservoirs: A case study in the use of Bayes Linear strategies for large computer experiments", with discussion, in Case Studies in Bayesian Statistics III, New York: Springer (available as a pdf file by kind permission of Springer).
04.09.01 v 1.3*
pipeSim
26.07.01 v 1.0 Transient fluid flow simulator for a pipeline, adapted to evolve beliefs forward in time (see J.C. Rougier and M. Goldstein, 2001, "A Bayesian Analysis of Fluid Flow in Pipelines", Applied Statistics, 50, pp 77-93).
PythonClass
30.01.03 v 1.0 Implement Python-style classes for R. Allows the definition of objects with methods called by "object$method(arg1, arg2, ...)".
09.05.03 v 1.2 Minor changes and bug-fixes, slightly better documentation.
stochastulator (under development)
Implementing the methods described in P. Craig, M. Goldstein, J.C. Rougier and A.H. Seheult, 2001, "Bayesian forecasting for complex systems using computer simulators", Journal of the American Statistical Association, 96, pp 717-729.
30.01.03 v 0.1* PythonClass, uuobj Functional but possibly wobbly version with incomplete online documentation. Contains untested "Implausibility" method.
Forthcoming v0.2 PythonClass, v1.2 Re-written code is more stable and suitable for bigger problems. Online help examples still a bit inconsistent. Includes a vignette (based on Sweave) illustrating the software.
tensor
16.01.02 CRAN Tensor product of compatible arrays (generalised matrix product).
tsdlm
13.03.02 v 0.1 Simple time-series Dynamic Linear Model code for teaching purposes.
uuobj
17.07.01 v 0.9 Simple container for uncertain vector quantities defined by a mean and variance.
zmatrix
14.05.01 CRAN Matrices with zero offsets (generalised by Oarray).

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Last modified: Fri Jun 27 14:43:03 BST 2003