A collection of functions for structure learning of causal networks and estimation of joint causal effects from observational Gaussian data. Main algorithm consists of a Markov chain Monte Carlo scheme for posterior inference of causal structures, parameters and causal effects between variables.
    References:
    F. Castelletti and A. Mascaro (2021) <doi:10.1007/s10260-021-00579-1>,
    F. Castelletti and A. Mascaro (2022) <doi:10.48550/arXiv.2201.12003>.

Search, query, and download tabular and
    'geospatial' data from the British Columbia Data Catalogue
    (<https://catalogue.data.gov.bc.ca/>).  Search catalogue data records
    based on keywords, data licence, sector, data format, and B.C.
    government organization. View metadata directly in R, download many
    data formats, and query 'geospatial' data available via the B.C.
    government Web Feature Service ('WFS') using 'dplyr' syntax.

Tools for Dating Business Cycles using Harding-Pagan (Quarterly Bry-Boschan) method and various plotting features.

Diagnostic tools based on two-way
        anova and median-polish residual plots for Bicluster output
        obtained from packages; "biclust" by Kaiser et al.(2008),"isa2"
        by Csardi et al. (2010) and "fabia" by Hochreiter et al.
        (2010). Moreover, It provides visualization tools for bicluster
        output and corresponding non-bicluster rows- or columns
        outcomes.  It has also extended the idea of Kaiser et al.(2008)
        which is, extracting bicluster output in a text format, by
        adding two bicluster methods from the fabia and isa2 R
        packages.

Produces an economic evaluation of a sample of suitable variables of
             cost and effectiveness / utility for two or more interventions,
             e.g. from a Bayesian model in the form of MCMC simulations.
             This package computes the most cost-effective alternative and
             produces graphical summaries and probabilistic sensitivity analysis,
             see Baio et al (2017) <doi:10.1007/978-3-319-55718-2>.