Software

R packages accompanying the papers. Each links to CRAN or GitHub and to the paper it implements.

DRDRmonoLRT download paper
Doubly robust pointwise confidence intervals for a monotonic continuous treatment effect curve (also the companion package DRDRmonoLRTobject).
DRDRtest CRAN paper CRAN version
Nonparametric doubly robust test for a continuous treatment effect.
UMR CRAN paper CRAN version
Unlinked monotone regression.
Bandwidth selection for kernel estimators of multivariate level sets and highest density regions. (with Guangwei Weng)
logcondens.mode CRAN paper CRAN version
Log-concave density estimation with a known mode, and likelihood-ratio inference and confidence intervals for the mode.
DOBAD CRAN paper CRAN version
Estimation for discretely observed linear birth-death (and immigration) Markov chains. (with Vladimir Minin)
DCDesign GitHub paper
Discrete choice experimental design using a tournament framework. (with Thomas Albrecht and Christopher Nachtsheim)
Non-parametric subset scanning for heteroscedasticity.
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