Financial Jump Detection (JumpTest)
A fast simulation on stochastic volatility model, with jump tests, p-values pooling, and FDR adjustments.

Probability Plot Correlation Coefficient Test (ppcc)
Calculates the Probability Plot Correlation Coefficient (PPCC) between a continuous variable X and a specified distribution. The corresponding composite hypothesis test can be done to test whether the sample X is element of either the Normal, log-Normal, Exponential, Uniform, Cauchy, Logistic, Generalized Logistic, Gumbel (GEVI), Weibull, Generalized Extreme Value, Pearson III (Gamma 2), Mielke’s Kappa, Rayleigh or Generalized Logistic Distribution. The PPCC test is performed with a fast Monte-Carlo simulation.

Hierarchical Algorithm for Post-Hoc Testing (factorMerger)
A set of tools to support results of post-hoc testing and enable to extract hierarchical structure of factors. Work on this package was financially supported by the ‘NCN Opus grant 2016/21/B/ST6/02176’.

Space Filling Based Tools for Data Mining (SFtools)
Contains space filling based tools for machine learning and data mining. Some functions offer several computational techniques and deal with the out of memory for large big data by using the ff package.

I/O Operations with Sparse Matrices (sparsio)
Fast ‘SVMlight’ reader and writer. ‘SVMlight’ is most commonly used format for storing sparse matrices (possibly with some target variable) on disk. For additional information about ‘SVMlight’ format see <http://…/>.