Code for 'backShift', an algorithm to estimate the connectivity
    matrix of a directed (possibly cyclic) graph with hidden variables. The
    underlying system is required to be linear and we assume that observations
    under different shift interventions are available. For more details,
    see <arXiv:1506.02494>.

The backtest package provides facilities for exploring
        portfolio-based conjectures about financial instruments
        (stocks, bonds, swaps, options, et cetera).

Creates an interactive graphics 
             interface to visualize backtest results of different financial 
             instruments, such as equities, futures, and credit default swaps.
             The package does not run backtests on the given data set but 
             displays a graphical explanation of the backtest results. Users can
             look at backtest graphics for different instruments, investment 
             strategies, and portfolios. Summary statistics of different 
             portfolio holdings are shown in the left panel, and interactive 
             plots of profit and loss (P&L), net market value (NMV) and 
             gross market value (GMV) are displayed in the right panel.

A novel data-augmentation Markov chain Monte Carlo sampling algorithm to fit a progressive compartmental model of disease in a Bayesian framework 
             Morsomme, R.N., Holloway, S.T., Ryser, M.D. and Xu J. (2024) <doi:10.48550/arXiv.2408.14625>.

Decomposition for differences-in-differences with variation in
    treatment timing from Goodman-Bacon (2018) <doi:10.3386/w25018>.

The Bayesian Adjustment for Confounding (BAC) algorithm (Wang et al., 2012)
 can be used to estimate the causal effect of a continuous exposure on a continuous outcome.
 This package provides an approximate sensitivity analysis of BAC with regards to the
 hyperparameter omega. BACprior also provides functions to guide the user in their choice
 of an appropriate omega value. The method is based on Lefebvre, Atherton and Talbot (2014).