Estimation, scoring, and plotting functions for the semi-parametric factor model proposed by Liu & Wang (2022) <doi:10.1007/s11336-021-09832-8> and Liu & Wang (2023) <arXiv:2303.10079>. Both the conditional densities of observed responses given the latent factors and the joint density of latent factors are estimated non-parametrically. Functional parameters are approximated by smoothing splines, whose coefficients are estimated by penalized maximum likelihood using an expectation-maximization (EM) algorithm. E- and M-steps can be parallelized on multi-thread computing platforms that support 'OpenMP'. Both continuous and unordered categorical response variables are supported.

Implements a group-bridge penalized function-on-scalar regression
    model proposed by Wang et al. (2020) <arXiv:2006.10163>, to simultaneously
    estimate functional coefficient and recover the local sparsity.

Tools to decompose (transformed) spatial connectivity matrices and perform supervised or unsupervised semiparametric spatial filtering in a regression framework. The package supports unsupervised spatial filtering in standard linear as well as some generalized linear regression models.

An implementation of feature selection, weighting and ranking via simultaneous perturbation
    stochastic approximation (SPSA). The SPSA-FSR algorithm searches for a locally optimal set of
    features that yield the best predictive performance using some error measures such as mean 
    squared error (for regression problems) and accuracy rate (for classification problems).

Estimation and Prediction Functions Using Bayesian Hierarchical Spatial Finlay-Wilkinson Model for Analysis of Multi-Environment Field Trials.

A collection of functions to deal with spatial and spatiotemporal autoregressive conditional heteroscedasticity (spatial ARCH and GARCH models) by Otto, Schmid, Garthoff (2018, Spatial Statistics) <arXiv:1609.00711>: simulation of spatial ARCH-type processes (spARCH, exponential spARCH, complex spARCH); quasi-maximum-likelihood estimation of the parameters of spARCH models and spatial autoregressive models with spARCH disturbances, diagnostic checks, visualizations.