Institute of Mathematical Statistics and Actuarial Science

Team

Software

On the institute's software page one finds a few R packages which I coauthored. Below are some R program files for specific tasks.

Basic statistics

WilcoxonSRPVs.R (exact p-values for Wilcoxon's signed rank test, also in case of tied absolute values) (1KB)
WilcoxonSRCBs.R (exact confidence bounds for the median of a symmetric distribution) (2KB)
MannWhitneyCBs.R (exact confidence bounds for a shift parameter in a two-sample setting) (2KB)
RunsTest.R (permutation test of exchangeability for binary vector) (2KB)

Isotonic and concave regression

Multivariate M-estimation of scatter and location

Inference on a distribution function from ranked set samples

R-Files_public.zip (69KB)

Active Set Algorithms for Shape-Constrained Density Ratios