MAMSE: Calculation of Minimum Averaged Mean Squared Error (MAMSE) Weights

Calculates the nonparametric adaptive MAMSE weights for univariate, right-censored or multivariate data. The MAMSE weights can be used in a weighted likelihood or to define a mixture of empirical distribution functions. The package includes functions for the MAMSE weighted Kaplan-Meier estimate and for MAMSE weighted ROC curves.

Install the latest version of this package by entering the following in R:
install.packages("MAMSE")
AuthorJean-Francois Plante <jfplante@hec.ca>
Date of publication2017-01-07 16:16:32
MaintainerJean-Francois Plante <jfplante@hec.ca>
LicenseGPL-2
Version0.2-1

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