A Constrained L1 Minimization Approach for Estimating Multiple Sparse Gaussian or Nonparanormal Graphical Models (simule)
The SIMULE (Shared and Individual parts of MULtiple graphs Explicitly) is a generalized method for estimating multiple related graphs with shared and individual pattern among graphs. For more details, please see <arXiv:1605.03468>.

Applications of the Qn Estimator to Time Series (Univariate and Multivariate) (tsqn)
Time Series Qn is a package with applications of the Qn estimator of Rousseeuw and Croux (1993) <doi:10.1080/01621459.1993.10476408> to univariate and multivariate Time Series in time and frequency domains. More specifically, the robust estimation of autocorrelation or autocovariance matrix functions from Ma and Genton (2000, 2001) <doi:10.1111/1467-9892.00203>, <doi:10.1006/jmva.2000.1942> and Cotta (2017) <doi:10.13140/RG.2.2.14092.10883> are provided. The robust pseudo-periodogram of Molinares et. al. (2009) <doi:10.1016/j.jspi.2008.12.014> is also given. This packages also provides the M-estimator of the long-memory parameter d based on the robustification of the GPH estimator proposed by Reisen et al. (2017) <doi:10.1016/j.jspi.2017.02.008>.

Semi-Parametric Variance Regression (VarReg)
Methods for fitting semi-parametric mean and variance models, with normal or censored data. Also extended to allow a regression in the location, scale and shape parameters.

Bayesian Inference on a GPU using OpenCL (bayesCL)
Bayesian Inference on a GPU. The package currently supports sampling from PolyaGamma, Multinomial logit and Bayesian lasso.

Calculate Task Split Half Reliability Estimates (splithalf)
A series of functions to calculate the split half reliability of RT based tasks. The core function performs a Monte Carlo procedure to process a user defined number of random splits in order to provide a better reliability estimate. The current functions target the dot- probe task, however, can be modified for other tasks.