Joint Quantile and Expected Shortfall Regression (esreg)
Simultaneous modeling of the quantile and the expected shortfall of a response variable given a set of covariates, see Dimitriadis and Bayer (2017) <arXiv:1704.02213>.

Sensitivity Analysis for Missing Data (samon)
In a clinical trial with repeated measures designs, outcomes are often taken from subjects at fixed time-points. The focus of the trial may be to compare the mean outcome in two or more groups at some pre-specified time after enrollment. In the presence of missing data auxiliary assumptions are necessary to perform such comparisons. One commonly employed assumption is the missing at random assumption (MAR). The ‘samon’ package allows the user to perform a (parameterized) sensitivity analysis of this assumption. In particular it can be used to examine the sensitivity of tests in the difference in outcomes to violations of the MAR assumption. The sensitivity analysis can be performed under two scenarios, a) where the data exhibit a monotone missing data pattern (see the samon() function), and, b) where in addition to a monotone missing data pattern the data exhibit intermittent missing values (see the samonIM() function).

Hierarchical Ensemble Methods for Directed Acyclic Graphs (HEMDAG)
An implementation of Hierarchical Ensemble Methods for DAGs: ‘HTD-DAG’ (Hierarchical Top Down) and ‘TPR-DAG’ (True Path Rule). ‘HEMDAG’ can be used to enhance the predictions of virtually any flat learning method, by taking into account the hierarchical nature of the classes of a bio-ontology. ‘HEMDAG’ is specifically designed for exploiting the hierarchical relationships of DAG-structured taxonomies, such as the Human Phenotype Ontology (HPO) or the Gene Ontology (GO), but it can be also safely applied to tree-structured taxonomies (as FunCat), since trees are DAGs. ‘HEMDAG’ scale nicely both in terms of the complexity of the taxonomy and in the cardinality of the examples. (Marco Notaro, Max Schubach, Peter N. Robinson and Giorgio Valentini, Prediction of Human Phenotype Ontology terms by means of Hierarchical Ensemble methods, BMC Bioinformatics 2017).