Calculation of Minimum Averaged Mean Squared Error (MAMSE)
Weights
Description
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.