Software
R packages
exceedProb: Compute confidence intervals for the exceedance probability of normally distributed estimators.
matrixStrucTest: Tests symmetric matrices for block-diagonal structure under the null of exchangeable off-diagonal elements. Based on a permutation test with Hubert’s Gamma and a t-statistic.
fastPerm: Quickly approximates small permutation p-values for the difference and ratio of means.
gammaDist: Computes the distribution and density of the difference of two gamma random variables under the null of equal distributions. Includes a saddlepoint approximation to the density.
Prototypes
psplinesl1: Fits additive mixed models with P-splines and an l1 penalty using alternating direction method of multipliers and cross validation.