weights contains the chosen weights for the test. It must be a vector, a matrix
or an object that can be coerced to a matrix, like a data frame (passed as
argument to as.matrix). Can be omitted.
If not given (default), then perform either a log-rank test, a Gehan-Wilcoxon
test or a Fleming-Harrington test depending on the choice of test.
If weights is a one-dimension vector, its length must be equal to the
number of distinct time of event and throws an error if it is not true. In this
case, multi_lr() performs a weighted log-rank test with the specified weights.
If weights is a matrix (or a two-dimension object), its number of rows
must be equal to the number of distinct time of event and throws an error if
it is not true. In this case, multi_lr() performs as many tests as the
number of columns in weights. The first test is a weighted log-rank test
with weights the first column of weights, the second test is a weighted
log-rank test with weights the second column of weights, and so on.