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MDCcure - High-Performance Functions for Martingale Difference Correlation and Hypothesis Testing in Mixture Cure Models

Provides efficient tools for computing martingale difference correlation, martingale difference divergence, and their partial extensions to assess conditional mean dependence. Separately, the package introduces a novel hypothesis test for detecting covariate effects on the cure rate in mixture cure models, using MDC-based statistics. These methods enable both general dependence analysis and targeted inference in survival models with a cure fraction.

Last updated

openblascppopenmp

3.30 score 1 scripts 179 downloads

HDBRR - High Dimensional Bayesian Ridge Regression without MCMC

Ridge regression provide biased estimators of the regression parameters with lower variance. The HDBRR ("High Dimensional Bayesian Ridge Regression") function fits Bayesian Ridge regression without MCMC, this one uses the SVD or QR decomposition for the posterior computation.

Last updated

2.00 score 1 scripts 156 downloads