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logcondens - Estimate a Log-Concave Probability Density from Iid Observations

Given independent and identically distributed observations X(1), ..., X(n), compute the maximum likelihood estimator (MLE) of a density as well as a smoothed version of it under the assumption that the density is log-concave, see Rufibach (2007) and Duembgen and Rufibach (2009). The main function of the package is 'logConDens' that allows computation of the log-concave MLE and its smoothed version. In addition, we provide functions to compute (1) the value of the density and distribution function estimates (MLE and smoothed) at a given point (2) the characterizing functions of the estimator, (3) to sample from the estimated distribution, (5) to compute a two-sample permutation test based on log-concave densities, (6) the ROC curve based on log-concave estimates within cases and controls, including confidence intervals for given values of false positive fractions (7) computation of a confidence interval for the value of the true density at a fixed point. Finally, three datasets that have been used to illustrate log-concave density estimation are made available.

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3.97 score 1 dependents 38 scripts 8.1k downloads

reporttools - Generate "LaTeX"" Tables of Descriptive Statistics

These functions are especially helpful when writing reports of data analysis using "Sweave".

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3.46 score 2 stars 145 scripts 602 downloads

bpp - Computations Around Bayesian Predictive Power

Implements functions to update Bayesian Predictive Power Computations after not stopping a clinical trial at an interim analysis. Such an interim analysis can either be blinded or unblinded. Code is provided for Normally distributed endpoints with known variance, with a prominent example being the hazard ratio.

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3.17 score 21 scripts 281 downloads

eventTrack - Event Prediction for Time-to-Event Endpoints

Implements the hybrid framework for event prediction described in Fang & Zheng (2011, <doi:10.1016/j.cct.2011.05.013>). To estimate the survival function the event prediction is based on, a piecewise exponential hazard function is fit to the time-to-event data to infer the potential change points. Prior to the last identified change point, the survival function is estimated using Kaplan-Meier, and the tail after the change point is fit using piecewise exponential.

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2.00 score 1 stars 3 scripts 329 downloads

OrdMonReg - Compute Least Squares Estimates of One Bounded or Two Ordered Isotonic Regression Curves

We consider the problem of estimating two isotonic regression curves g1* and g2* under the constraint that they are ordered, i.e. g1* <= g2*. Given two sets of n data points y_1, ..., y_n and z_1, ..., z_n that are observed at (the same) deterministic design points x_1, ..., x_n, the estimates are obtained by minimizing the Least Squares criterion L(a, b) = sum_{i=1}^n (y_i - a_i)^2 w1(x_i) + sum_{i=1}^n (z_i - b_i)^2 w2(x_i) over the class of pairs of vectors (a, b) such that a and b are isotonic and a_i <= b_i for all i = 1, ..., n. We offer two different approaches to compute the estimates: a projected subgradient algorithm where the projection is calculated using a PAVA as well as Dykstra's cyclical projection algorithm.

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1.00 score 6 scripts 421 downloads

OrdFacReg - Least Squares, Logistic, and Cox-Regression with Ordered Predictors

In biomedical studies, researchers are often interested in assessing the association between one or more ordinal explanatory variables and an outcome variable, at the same time adjusting for covariates of any type. The outcome variable may be continuous, binary, or represent censored survival times. In the absence of a precise knowledge of the response function, using monotonicity constraints on the ordinal variables improves efficiency in estimating parameters, especially when sample sizes are small. This package implements an active set algorithm that efficiently computes such estimators.

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1.00 score 2 scripts 538 downloads

logcondiscr - Estimate a Log-Concave Probability Mass Function from Discrete I.i.d. Observations

Given independent and identically distributed observations X(1), ..., X(n), allows to compute the maximum likelihood estimator (MLE) of probability mass function (pmf) under the assumption that it is log-concave, see Weyermann (2007) and Balabdaoui, Jankowski, Rufibach, and Pavlides (2012). The main functions of the package are 'logConDiscrMLE' that allows computation of the log-concave MLE, 'logConDiscrCI' that computes pointwise confidence bands for the MLE, and 'kInflatedLogConDiscr' that computes a mixture of a log-concave PMF and a point mass at k.

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1.00 score 8 scripts 484 downloads

modehunt - Multiscale Analysis for Density Functions

Given independent and identically distributed observations X(1), ..., X(n) from a density f, provides five methods to perform a multiscale analysis about f as well as the necessary critical values. The first method, introduced in Duembgen and Walther (2008), provides simultaneous confidence statements for the existence and location of local increases (or decreases) of f, based on all intervals I(all) spanned by any two observations X(j), X(k). The second method approximates the latter approach by using only a subset of I(all) and is therefore computationally much more efficient, but asymptotically equivalent. Omitting the additive correction term Gamma in either method offers another two approaches which are more powerful on small scales and less powerful on large scales, however, not asymptotically minimax optimal anymore. Finally, the block procedure is a compromise between adding Gamma or not, having intermediate power properties. The latter is again asymptotically equivalent to the first and was introduced in Rufibach and Walther (2010).

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1.00 score 10 scripts 238 downloads

selectMeta - Estimation of Weight Functions in Meta Analysis

Publication bias, the fact that studies identified for inclusion in a meta analysis do not represent all studies on the topic of interest, is commonly recognized as a threat to the validity of the results of a meta analysis. One way to explicitly model publication bias is via selection models or weighted probability distributions. In this package we provide implementations of several parametric and nonparametric weight functions. The novelty in Rufibach (2011) is the proposal of a non-increasing variant of the nonparametric weight function of Dear & Begg (1992). The new approach potentially offers more insight in the selection process than other methods, but is more flexible than parametric approaches. To maximize the log-likelihood function proposed by Dear & Begg (1992) under a monotonicity constraint we use a differential evolution algorithm proposed by Ardia et al (2010a, b) and implemented in Mullen et al (2009). In addition, we offer a method to compute a confidence interval for the overall effect size theta, adjusted for selection bias as well as a function that computes the simulation-based p-value to assess the null hypothesis of no selection as described in Rufibach (2011, Section 6).

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1.00 score 9 scripts 318 downloads

smoothtail - Smooth Estimation of GPD Shape Parameter

Given independent and identically distributed observations X(1), ..., X(n) from a Generalized Pareto distribution with shape parameter gamma in [-1,0], offers several estimates to compute estimates of gamma. The estimates are based on the principle of replacing the order statistics by quantiles of a distribution function based on a log--concave density function. This procedure is justified by the fact that the GPD density is log--concave for gamma in [-1,0].

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1.00 score 5 scripts 333 downloads