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cubature - Adaptive Multivariate Integration over Hypercubes

R wrappers around the cubature C library of Steven G. Johnson for adaptive multivariate integration over hypercubes and the Cuba C library of Thomas Hahn for deterministic and Monte Carlo integration. A unified interface is provided via `cubintegrate`, and both scalar and vector interfaces are available for cubature and Cuba routines; the vector interfaces are recommended for performance-sensitive work, as demonstrated in the vectorization vignette. An optional robust error estimator is available for non-smooth integrands.

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cubaturemonte-carlo-integrationnumerical-integrationfortrancpp

11.82 score 14 stars 186 dependents 616 scripts 23k downloads

osqp - Quadratic Programming Solver using the 'OSQP' Library

Provides bindings to the 'OSQP' solver. The 'OSQP' solver is a numerical optimization package for solving convex quadratic programs written in 'C' and based on the alternating direction method of multipliers. See <doi:10.48550/arXiv.1711.08013> for details.

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admmconvex-optimizationlassomachine-learningoperator-splittingquadratic-programmingcpp

10.54 score 16 stars 88 dependents 174 scripts 16k downloads

osqp - Quadratic Programming Solver using the 'OSQP' Library

Provides bindings to the 'OSQP' solver. The 'OSQP' solver is a numerical optimization package for solving convex quadratic programs written in 'C' and based on the alternating direction method of multipliers. See <doi:10.48550/arXiv.1711.08013> for details.

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admmconvex-optimizationlassomachine-learningoperator-splittingquadratic-programmingcpp

10.51 score 16 stars 87 dependents 176 scripts 15k downloads

clarabel - Interior Point Conic Optimization Solver

A versatile interior point solver that solves linear programs (LPs), quadratic programs (QPs), second-order cone programs (SOCPs), semidefinite programs (SDPs), and problems with exponential and power cone constraints (<https://clarabel.org/stable/>). For quadratic objectives, unlike interior point solvers based on the standard homogeneous self-dual embedding (HSDE) model, Clarabel handles quadratic objective without requiring any epigraphical reformulation of its objective function. It can therefore be significantly faster than other HSDE-based solvers for problems with quadratic objective functions. Infeasible problems are detected using using a homogeneous embedding technique.

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rustcargoopenblas

9.18 score 11 stars 51 dependents 12 scripts 12k downloads

clarabel - Interior Point Conic Optimization Solver

A versatile interior point solver that solves linear programs (LPs), quadratic programs (QPs), second-order cone programs (SOCPs), semidefinite programs (SDPs), and problems with exponential and power cone constraints (<https://clarabel.org/stable/>). For quadratic objectives, unlike interior point solvers based on the standard homogeneous self-dual embedding (HSDE) model, Clarabel handles quadratic objective without requiring any epigraphical reformulation of its objective function. It can therefore be significantly faster than other HSDE-based solvers for problems with quadratic objective functions. Infeasible problems are detected using using a homogeneous embedding technique.

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rustcargoopenblas

9.04 score 11 stars 50 dependents 12 scripts 14k downloads

pamr - Pam: Prediction Analysis for Microarrays

Some functions for sample classification in microarrays.

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7.88 score 15 dependents 346 scripts 9.7k downloads

ECOSolveR - Embedded Conic Solver in R

R interface to the Embedded COnic Solver (ECOS), an efficient and robust C library for convex problems. Conic and equality constraints can be specified in addition to integer and boolean variable constraints for mixed-integer problems. This R interface is inspired by the python interface and has similar calling conventions.

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7.79 score 6 stars 11 dependents 37 scripts 8.3k downloads

locfdr - Computes Local False Discovery Rates

Computation of local false discovery rates.

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7.40 score 14 dependents 210 scripts 5.7k downloads

homomorpheR - Homomorphic Computations in R

Privacy-preserving statistics across sites that never share their data, using fully homomorphic encryption through the 'openfhe.R' interface to OpenFHE (CKKS, BFV, BGV), with n-of-n threshold key generation so that no single party can decrypt. Ships master/worker primitives that let ordinary R modeling code run across sites, and a frozen implementation of the Paillier additive scheme kept for backward compatibility. The protocols are described in Narasimhan (2026) <doi:10.48550/arXiv.2610.04163>.

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7.36 score 5 stars 54 scripts 580 downloads

PMA - Penalized Multivariate Analysis

Performs Penalized Multivariate Analysis: a penalized matrix decomposition, sparse principal components analysis, and sparse canonical correlation analysis, described in Witten, Tibshirani and Hastie (2009) <doi:10.1093/biostatistics/kxp008> and Witten and Tibshirani (2009) Extensions of sparse canonical correlation analysis, with applications to genomic data <doi:10.2202/1544-6115.1470>.

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cpp

7.31 score 7 stars 5 dependents 389 scripts 879 downloads

openfhe.R - R Interface to the 'OpenFHE' Fully Homomorphic Encryption Library

Provides an R interface to 'OpenFHE', the open-source C++ library for fully homomorphic encryption (Al Badawi and others, 2022) <https://eprint.iacr.org/2022/915>, which allows computation directly on encrypted data without access to the secret key. Supports the Brakerski-Fan-Vercauteren (BFV, 2012) <https://eprint.iacr.org/2012/144>, Brakerski-Gentry-Vaikuntanathan (BGV, 2014) <doi:10.1145/2633600>, and Cheon-Kim-Kim-Song (CKKS, 2017) <https://eprint.iacr.org/2016/421> schemes for arithmetic on encrypted numbers, together with the Ducas-Micciancio (FHEW, 2015) <https://eprint.iacr.org/2014/816> and Chillotti-Gama-Georgieva-Izabachene (TFHE, 2020) <https://eprint.iacr.org/2018/421> schemes for evaluating arbitrary functions on encrypted bits.

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cppopenmp

7.17 score 3 stars 2 dependents 78 scripts 553 downloads

banditpam - Almost Linear-Time k-Medoids Clustering

Interface to a high-performance implementation of k-medoids clustering described in Tiwari, Zhang, Mayclin, Thrun, Piech and Shomorony (2020) "BanditPAM: Almost Linear Time k-medoids Clustering via Multi-Armed Bandits" <https://proceedings.neurips.cc/paper/2020/file/73b817090081cef1bca77232f4532c5d-Paper.pdf>.

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clusteringmachine-learningpythoncppopenmp

6.76 score 659 stars 16 scripts 420 downloads

openfhe.R - R Interface to the 'OpenFHE' Fully Homomorphic Encryption Library

Provides an R interface to 'OpenFHE', the open-source C++ library for fully homomorphic encryption (Al Badawi and others, 2022) <https://eprint.iacr.org/2022/915>, which allows computation directly on encrypted data without access to the secret key. Supports the Brakerski-Fan-Vercauteren (BFV, 2012) <https://eprint.iacr.org/2012/144>, Brakerski-Gentry-Vaikuntanathan (BGV, 2014) <doi:10.1145/2633600>, and Cheon-Kim-Kim-Song (CKKS, 2017) <https://eprint.iacr.org/2016/421> schemes for arithmetic on encrypted numbers, together with the Ducas-Micciancio (FHEW, 2015) <https://eprint.iacr.org/2014/816> and Chillotti-Gama-Georgieva-Izabachene (TFHE, 2020) <https://eprint.iacr.org/2018/421> schemes for evaluating arbitrary functions on encrypted bits.

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cppopenmp

6.39 score 3 stars 78 scripts 509 downloads

bcaboot - Bias Corrected Bootstrap Confidence Intervals

Computation of bootstrap confidence intervals in an almost automatic fashion as described in Efron and Narasimhan (2020, <doi:10.1080/10618600.2020.1714633>).

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6.35 score 17 stars 4 dependents 22 scripts 510 downloads

deconvolveR - Empirical Bayes Estimation Strategies

Empirical Bayes methods for learning prior distributions from data. An unknown prior distribution (g) has yielded (unobservable) parameters, each of which produces a data point from a parametric exponential family (f). The goal is to estimate the unknown prior ("g-modeling") by deconvolution and Empirical Bayes methods. Details and examples are in the paper by Narasimhan and Efron (2020, <doi:10.18637/jss.v094.i11>).

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6.34 score 11 stars 3 dependents 20 scripts 2.2k downloads

distcomp - Computations over Distributed Data without Aggregation

Implementing algorithms and fitting models when sites (possibly remote) share computation summaries rather than actual data over HTTP with a master R process (using 'opencpu', for example). A stratified Cox model and a singular value decomposition are provided. The former makes direct use of code from the R 'survival' package. (That is, the underlying Cox model code is derived from that in the R 'survival' package.) Sites may provide data via several means: CSV files, Redcap API, etc. An extensible design allows for new methods to be added in the future and includes facilities for local prototyping and testing. Web applications are provided (via 'shiny') for the implemented methods to help in designing and deploying the computations.

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5.35 score 9 stars 50 scripts 432 downloads

scip - Interface to the SCIP Optimization Suite

Provides an R interface to SCIP (Solving Constraint Integer Programs), a framework for mixed-integer programming (MIP), mixed-integer nonlinear programming (MINLP), and constraint integer programming (2025, <doi:10.48550/arXiv.2511.18580>). Supports linear, quadratic, SOS, indicator, and knapsack constraints with continuous, binary, and integer variables. Includes a one-shot solver interface and a model-building API for incremental problem construction.

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cppopenmp

5.18 score 3 stars 17 scripts 375 downloads

piqp - R Interface to Proximal Interior Point Quadratic Programming Solver

An embedded proximal interior point quadratic programming solver, which can solve dense and sparse quadratic programs, described in Schwan, Jiang, Kuhn, and Jones (2023) <doi:10.48550/arXiv.2304.00290>. Combining an infeasible interior point method with the proximal method of multipliers, the algorithm can handle ill-conditioned convex quadratic programming problems without the need for linear independence of the constraints. The solver is written in header only 'C++ 14' leveraging the 'Eigen' library for vectorized linear algebra. For small dense problems, vectorized instructions and cache locality can be exploited more efficiently. Allocation free problem updates and re-solves are also provided.

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cpp

5.03 score 1 stars 1 dependents 24 scripts 432 downloads

piqp - R Interface to Proximal Interior Point Quadratic Programming Solver

An embedded proximal interior point quadratic programming solver, which can solve dense and sparse quadratic programs, described in Schwan, Jiang, Kuhn, and Jones (2023) <doi:10.48550/arXiv.2304.00290>. Combining an infeasible interior point method with the proximal method of multipliers, the algorithm can handle ill-conditioned convex quadratic programming problems without the need for linear independence of the constraints. The solver is written in header only 'C++ 14' leveraging the 'Eigen' library for vectorized linear algebra. For small dense problems, vectorized instructions and cache locality can be exploited more efficiently. Allocation free problem updates and re-solves are also provided.

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cpp

5.03 score 1 stars 1 dependents 24 scripts 765 downloads

ASSISTant - Adaptive Subgroup Selection in Group Sequential Trials

Clinical trial design for subgroup selection in three-stage group sequential trial. Includes facilities for design, exploration and analysis of such trials. An implementation of the initial DEFUSE-3 trial is also provided as a vignette.

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4.64 score 29 scripts 400 downloads

diffcp - Differentiating Through Cone Programs

A port of the 'python' 'diffcp' package. Computes the derivative of the optimal solution map of a convex cone program, treating the program as an implicit function of its data (constraint matrix, offset, objective coefficients, and optionally a quadratic), mirroring Agrawal et al. (2019) <doi:10.48550/arXiv.1904.09043>.

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cpp

4.40 score 1 stars 3 scripts 346 downloads

Uno - R Interface to the 'Uno' Nonlinear Optimization Solver

Bindings to 'Uno' (Unifying Nonlinear Optimization), a C++ solver for smooth nonlinearly constrained optimization. 'Uno' unifies Lagrange-Newton methods, including sequential quadratic programming and interior-point methods, by decomposing them into interacting building blocks (constraint-relaxation, inequality-handling, Hessian, and globalization strategies) that can be freely combined, either through options or through presets that reproduce established solvers such as 'filterSQP' and 'IPOPT'. The framework is described in Vanaret and Leyffer (2024) <doi:10.48550/arXiv.2406.13454>.

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openblascpp

4.40 score 1 stars 7 scripts 308 downloads

sparsediff - R Interface to the 'SparseDiffEngine' Sparse Differentiation Backend

Bindings for the 'SparseDiffEngine' C library, the sparse Jacobian and Hessian differentiation backend used by 'CVXPY' for its Disciplined Nonlinear Programming (DNLP) extension. Provides low-level routines for building nonlinear expression graphs and evaluating sparse derivatives, intended as a backend for higher-level modeling layers such as 'CVXR'. This is the R analog of the 'sparsediffpy' Python package and wraps the same C library.

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openblascpp

4.18 score 4 scripts 373 downloads

conTree - Contrast Trees and Boosting

Contrast trees represent a new approach for assessing the accuracy of many types of machine learning estimates that are not amenable to standard (cross) validation methods; see "Contrast trees and distribution boosting", Jerome H. Friedman (2020) <doi:10.1073/pnas.1921562117>. In situations where inaccuracies are detected, boosted contrast trees can often improve performance. Functions are provided to to build such trees in addition to a special case, distribution boosting, an assumption free method for estimating the full probability distribution of an outcome variable given any set of joint input predictor variable values.

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4.04 score 22 scripts 270 downloads

gurobi - Gurobi Optimizer Interface Stub

Stub package for the Gurobi Optimizer R interface. The full 'gurobi' R package is distributed by Gurobi Optimization (<https://www.gurobi.com/>) and requires a Gurobi license. This stub exists so that packages listing 'gurobi' in Enhances can pass CRAN checks. Install the real package from Gurobi.

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3.85 score 1.4k scripts

sglr - Sequential Generalized Likelihood Ratio Decision Boundaries Proposed by Shih, Lai, Heyse and Chen (2010, <doi:10.1002/Sim.4036>)

We provide functions for computing the decision boundaries for pre-licensure vaccine trials using the Generalized Likelihood Ratio tests proposed by Shih, Lai, Heyse and Chen (2010, <doi:10.1002/sim.4036>).

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1.70 score 10 scripts 265 downloads

xpress - XPRESS Solver Interface Stub

Stub package for the XPRESS Solver R interface. The full 'xpress' R package is distributed by FICO (<https://www.fico.com/>) and requires a license (free community license available). This stub exists so that packages listing 'xpress' in Enhances can pass CRAN checks. Install the real package from FICO.

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1.70 score

sp23design - Design and Simulation of Seamless Phase II-III Clinical Trials

Provides methods for generating, exploring and executing seamless Phase II-III designs of Lai, Lavori and Shih using generalized likelihood ratio statistics. Includes pdf and source files that describe the entire R implementation with the relevant mathematical details.

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1.41 score 26 scripts 252 downloads