Risk Quantification for Stock Portfolios under the T-Copula
Model
Implements efficient simulation procedures to estimate tail loss probabilities and conditional excess for a stock portfolio. The log-returns are assumed to follow a t-copula model with generalized hyperbolic or t marginals.

Functions to Study Etiologic Heterogeneity
person(given = "Emily C.", family = "Zabor", email = "zabore@mskcc.org", role = c("aut", "cre"))
A collection of functions related to the study of etiologic heterogeneity both across disease subtypes and across individual tumor markers. The included functions allow one to quantify the extent of etiologic heterogeneity in the context of a case-control study, and provide p-values to test for etiologic heterogeneity across individual risk factors.

person(given = "Emily C.", family = "Zabor", email = "zabore2@ccf.org", role = c("aut", "cre"))
A collection of functions related to the study of etiologic heterogeneity both across disease subtypes and across individual disease markers. The included functions allow one to quantify the extent of etiologic heterogeneity in the context of a case-control study, and provide p-values to test for etiologic heterogeneity across individual risk factors. Begg CB, Zabor EC, Bernstein JL, Bernstein L, Press MF, Seshan VE (2013) <doi: 10.1002/sim.5902>.
testthat, covr, rmarkdown, dplyr, knitr, usethis

A collection of functions related to the study of etiologic heterogeneity both across disease subtypes and across individual disease markers. The included functions allow one to quantify the extent of etiologic heterogeneity in the context of a case-control study, and provide p-values to test for etiologic heterogeneity across individual risk factors. Begg CB, Zabor EC, Bernstein JL, Bernstein L, Press MF, Seshan VE (2013) <doi:10.1002/sim.5902>.
testthat, covr, rmarkdown, dplyr, knitr, usethis, spelling

Facilities for assessing R packages against a number of metrics to
help quantify their robustness.
c(
person("R Validation Hub", role = c("aut"), email = "psi.aims.r.validation@gmail.com"),
person("Doug", "Kelkhoff", role = c("aut", "cre"), email = "doug.kelkhoff@gmail.com"),
person("Marly", "Gotti", role = c("aut")),
person("Eli", "Miller", role = c("aut")),
person("Kevin", "K", role = c("aut")),
person("Yilong", "Zhang", role = c("aut")),
person("Eric", "Milliman", role = c("aut")),
person("Juliane", "Manitz", role = c("aut")),
person("Mark", "Padgham", role = c("ctb")),
person("PSI special interest group Application and Implementation of Methodologies in Statistics", role = c("cph")))
backports, utils, tools, xml2, httr, curl, urltools, memoise,
BiocManager, cranlogs, covr, vctrs, pillar, tibble, devtools
knitr, rmarkdown, dplyr, magrittr, testthat, webmockr,
jsonlite
R Validation Hub [aut],
Doug Kelkhoff [aut, cre],
Marly Gotti [aut],
Eli Miller [aut],
Kevin K [aut],
Yilong Zhang [aut],
Eric Milliman [aut],
Juliane Manitz [aut],
Mark Padgham [ctb],
PSI special interest group Application and Implementation of
Methodologies in Statistics [cph]