Title: Nonparametric Assessment Between Competing Risks Hazard Ratios
Description: Nonparametric cumulative-incidence based estimation of the ratios of sub-hazard ratios to cause-specific hazard ratios using the approach from Ng et al. (2020).
Packaged: 2020-01-11 17:48:09 UTC; antiporta

Packaged: 2020-01-21 19:49:00 UTC; antiporta

Title: Group Variable Selection for Quantile and Robust Mean Regression
Description: A program that conducts group variable selection for quantile and robust mean
regression (Sherwood and Li, 2021). The group lasso penalty (Yuan and Lin, 2006) is used for
group-wise variable selection. Both of the quantile and mean regression models are based on the Huber loss.
Specifically, with the tuning parameter in the Huber loss approaching to 0, the quantile check
function can be approximated by the Huber loss for the median and the tilted version of
Huber loss at other quantiles. Such approximation provides computational efficiency and stability, and
has also been shown to be statistical consistent.
Imports: Rcpp (>= 1.0.4), stats, MASS, Matrix, graphics

Author: Leonardo Di Donato <leodidonato@gmail.com>
Maintainer: Leonardo Di Donato <leodidonato@gmail.com>
Description: Print completely customisable horizontal rules in your R scripts.

Description: Print beautiful horizontal rules in your R scripts.

Title: Horizontal rule for the R language.

Description: Functions for testing affine hypotheses on the regression coefficient vector in regression models with heteroskedastic errors: (i) a function for computing various test statistics (in particular using HC0-HC4 covariance estimators based on unrestricted or restricted residuals); (ii) a function for numerically approximating the size of a test based on such test statistics and a user-supplied critical value; and, most importantly, (iii) a function for determining size-controlling critical values for such test statistics and a user-supplied significance level (also incorporating a check of conditions under which such a size-controlling critical value exists). The three functions are based on results in Poetscher and Preinerstorfer (2021) "Valid Heteroskedasticity Robust Testing" <arXiv:2104.12597>.
Imports: methods, stats, Rcpp, CompQuadForm