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angelacar
TwoTimeScales:Analysis of Event Data with Two Time Scales
Analyse time to event data with two time scales by estimating a smooth hazard that varies over two time scales. If covariates are available, estimate a proportional hazards model with such a two-dimensional baseline hazard. Functions are provided to prepare the raw data for estimation, to estimate and to plot the two-dimensional smooth hazard. Extension to a competing risks model are implemented. For details about the method please refer to Carollo et al. (2024) <doi:10.1002/sim.10297>.
Maintained by Angela Carollo. Last updated 2 months ago.
9 stars 6.26 score 5 scriptspauleilers
JOPS:Practical Smoothing with P-Splines
Functions and data to reproduce all plots in the book "Practical Smoothing. The Joys of P-splines" by Paul H.C. Eilers and Brian D. Marx (2021, ISBN:978-1108482950).
Maintained by Paul Eilers. Last updated 2 years ago.
1 stars 3.43 score 296 scripts 3 dependentscran
refitME:Measurement Error Modelling using MCEM
Fits measurement error models using Monte Carlo Expectation Maximization (MCEM). For specific details on the methodology, see: Greg C. G. Wei & Martin A. Tanner (1990) A Monte Carlo Implementation of the EM Algorithm and the Poor Man's Data Augmentation Algorithms, Journal of the American Statistical Association, 85:411, 699-704 <doi:10.1080/01621459.1990.10474930> For more examples on measurement error modelling using MCEM, see the 'RMarkdown' vignette: "'refitME' R-package tutorial".
Maintained by Jakub Stoklosa. Last updated 4 years ago.
1.70 scoremirrelijn
ecpc:Flexible Co-Data Learning for High-Dimensional Prediction
Fit linear, logistic and Cox survival regression models penalised with adaptive multi-group ridge penalties. The multi-group penalties correspond to groups of covariates defined by (multiple) co-data sources. Group hyperparameters are estimated with an empirical Bayes method of moments, penalised with an extra level of hyper shrinkage. Various types of hyper shrinkage may be used for various co-data. Co-data may be continuous or categorical. The method accommodates inclusion of unpenalised covariates, posterior selection of covariates and multiple data types. The model fit is used to predict for new samples. The name 'ecpc' stands for Empirical Bayes, Co-data learnt, Prediction and Covariate selection. See Van Nee et al. (2020) <arXiv:2005.04010>.
Maintained by Mirrelijn M. van Nee. Last updated 2 years ago.
1.00 score 9 scriptsshuo-yang-sysu
TCPMOR:Two Cut-Points with Maximum Odds Ratio
Enables the computation of the 'two cut-points with maximum odds ratio (OR) value method' for data analysis, particularly suited for binary classification tasks. Users can identify optimal cut-points in a continuous variable by maximizing the odds ratio while maintaining an equal risk level, useful for tasks such as medical diagnostics, risk assessment, or predictive modeling.
Maintained by Shuo Yang. Last updated 1 years ago.
1.00 score