Search Packages

Adaptive Multivariate Integration over Hypercubes

Quadratic Programming Solver using the 'OSQP' Library

Embedded Conic Solver in R

Interior Point Conic Optimization Solver

Pam: Prediction Analysis for Microarrays

Penalized Multivariate Analysis

Empirical Bayes Estimation Strategies

Computes Local False Discovery Rates

Homomorphic Computations in R

R Interface to Proximal Interior Point Quadratic Programming Solver

Bias Corrected Bootstrap Confidence Intervals

Computations over Distributed Data without Aggregation

Adaptive Subgroup Selection in Group Sequential Trials

Cooperative Learning for Multi-View Analysis

Almost Linear-Time k-Medoids Clustering

Design and Simulation of Seamless Phase II-III Clinical Trials

Contrast Trees and Boosting

Sequential Generalized Likelihood Ratio Decision Boundaries Proposed by Shih, Lai, Heyse and Chen (2010, <doi:10.1002/Sim.4036>)