{ "_id": "6ad1d7a5d3c80a766859c201", "Package": "weightflow", "Title": "Weighting Probability and Non-Probability Survey Samples with\nRecipe-Aware Replicate Variances", "Version": "1.3.1", "Authors@R": "c(\nperson(\"Juan Pablo\", \"Ferreira\", email = \"juanpablo.ferreira@fcea.edu.uy\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0000-0002-1884-8187\")),\nperson(\"Andrés\", \"Gutiérrez\", role = \"aut\",\ncomment = c(ORCID = \"0009-0007-2918-1932\")))", "Description": "Builds survey analysis weights by declaring the whole\nweighting process as an ordered recipe of explicit adjustments,\nestimated in a single call: unknown eligibility, within-cluster\nselection, two-phase subsampling, nonresponse by weighting\nclasses or response-propensity models, calibration and\ntrimming. Calibration to known totals runs on linear, raking or\nlogit distances, bounded, ridge-penalized, model-assisted or\nintegrative with one weight per cluster; a calibrated trim\nbounds the weights while keeping the control totals exact.\nNon-probability samples are weighted against a probability\nreference sample by pseudo-weighting, mass imputation and\ndoubly robust estimators that calibrate a single weight on the\nfitted values of several working models and on the population\ntotals of the auxiliaries at once, so one multipurpose weight\nserves many variables. Variances come from a recipe-aware\nbootstrap and jackknife that re-apply the entire cascade on\neach replicate, so every adjustment is inside the variance\ninstead of being treated as fixed; across panel waves the\nreplicates are coordinated by carrying forward the selection\nmultiplicities of the sampling units, so the sample overlap\nenters the variance of a net change as covariance. Rotating and\npure panels add attrition, longitudinal weights, gross flows\nand composite estimation, a self-contained HTML report\ndocuments each step, and the weights bridge to the 'survey' and\n'srvyr' packages, which are optional: the package itself runs\non base R. The methods, and the simulation evidence behind the\nvariance estimators, are described in Ferreira (2026)\n.", "License": "MIT + file LICENSE", "Encoding": "UTF-8", "Language": "en-US", "Roxygen": "list(markdown = TRUE, roclets = c(\"rd\"))", "Config/roxygen2/version": "8.0.0", "URL": "https://github.com/jpferreira33/weightflow,\nhttps://jpferreira33.github.io/weightflow/", "BugReports": "https://github.com/jpferreira33/weightflow/issues", "Config/testthat/edition": "3", "LazyData": "true", "VignetteBuilder": "knitr", "Repository": "https://jpferreira33.r-universe.dev", "Date/Publication": "2026-10-16 01:50:47 UTC", "RemoteUrl": "https://github.com/jpferreira33/weightflow", "RemoteRef": "HEAD", "RemoteSha": "b895824695e80544d2a044f3c56cddb804827e1f", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-16 07:29:32 UTC", "User": "root" }, "Author": "Juan Pablo Ferreira [aut, cre] (ORCID:\n),\nAndrés Gutiérrez [aut] (ORCID: )", "Maintainer": "Juan Pablo Ferreira ", "_user": 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