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geography/R-spatstat.explore,
Exploratory Data Analysis for the spatstat Family
Branch: CURRENT,
Version: 3.2.5,
Package name: R-spatstat.explore-3.2.5,
Maintainer: pkgsrc-usersFunctionality for exploratory data analysis and nonparametric analysis
of spatial data, mainly spatial point patterns, in the 'spatstat'
family of packages. (Excludes analysis of spatial data on a linear
network, which is covered by the separate package 'spatstat.linnet'.)
Methods include quadrat counts, K-functions and their simulation
envelopes, nearest neighbour distance and empty space statistics, Fry
plots, pair correlation function, kernel smoothed intensity, relative
risk estimation with cross-validated bandwidth selection, mark
correlation functions, segregation indices, mark dependence
diagnostics, and kernel estimates of covariate effects. Formal
hypothesis tests of random pattern (chi-squared, Kolmogorov-Smirnov,
Monte Carlo, Diggle-Cressie-Loosmore-Ford, Dao-Genton, two-stage Monte
Carlo) and tests for covariate effects (Cox-Berman-Waller-Lawson,
Kolmogorov-Smirnov, ANOVA) are also supported.
Master sites: (Expand)
Version history: (Expand)
- (2024-01-14) Package added to pkgsrc.se, version R-spatstat.explore-3.2.5 (created)
CVS history: (Expand)
2024-01-14 00:22:51 by Makoto Fujiwara | Files touched by this commit (3) |
Log message:
(geography/R-spatstat.explore) import R-spatstat.explore-3.2.5
Functionality for exploratory data analysis and nonparametric analysis
of spatial data, mainly spatial point patterns, in the 'spatstat'
family of packages. (Excludes analysis of spatial data on a linear
network, which is covered by the separate package 'spatstat.linnet'.)
Methods include quadrat counts, K-functions and their simulation
envelopes, nearest neighbour distance and empty space statistics, Fry
plots, pair correlation function, kernel smoothed intensity, relative
risk estimation with cross-validated bandwidth selection, mark
correlation functions, segregation indices, mark dependence
diagnostics, and kernel estimates of covariate effects. Formal
hypothesis tests of random pattern (chi-squared, Kolmogorov-Smirnov,
Monte Carlo, Diggle-Cressie-Loosmore-Ford, Dao-Genton, two-stage Monte
Carlo) and tests for covariate effects (Cox-Berman-Waller-Lawson,
Kolmogorov-Smirnov, ANOVA) are also supported.
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