**Statistical Tests to Compare Curves with Recurrent Events** (**newTestSurvRec**)

Implements the routines to compare the survival curves with recurrent events, including the estimations of survival curves. The first model is a model for recurrent event, when the data are correlated or not correlated. It was proposed by Wang and Chang (1999) <doi:10.2307/2669690>. In the independent case, the survival function can be estimated by the generalization of the limit product model of Pena (2001) <doi:10.1198/016214501753381922>.

**Independently Interpretable Lasso** (**iilasso**)

Efficient algorithms for fitting linear / logistic regression model with Independently Interpretable Lasso. Takada, M., Suzuki, T., & Fujisawa, H. (2018). Independently Interpretable Lasso: A New Regularizer for Sparse Regression with Uncorrelated Variables. AISTATS. <http://…/takada18a.pdf>.

**R Tool for Factoring Big Integers** (**bigIntegerAlgos**)

Features the multiple polynomial quadratic sieve algorithm for factoring large integers and a vectorized factoring function that returns the complete factorization of an integer. Utilizes the C library GMP (GNU Multiple Precision Arithmetic) and classes created by Antoine Lucas et al. found in the ‘gmp’ package.

**Exploratory Regression ‘Shiny’ App** (**ERSA**)

Constructs a ‘shiny’ app function with interactive displays for summary and analysis of variance regression tables, and parallel coordinate plots of data and residuals.

**Panel Vector Autoregression** (**panelvar**)

We extend two general methods of moment estimators to panel vector autoregression models (PVAR) with p lags of endogenous variables, predetermined and strictly exogenous variables. This general PVAR model contains the first difference GMM estimator by Holtz-Eakin et al. (1988) <doi:10.2307/1913103>, Arellano and Bond (1991) <doi:10.2307/2297968> and the system GMM estimator by Blundell and Bond (1998) <doi:10.1016/S0304-4076(98)00009-8>. We also provide specification tests (Hansen overidentification test, lag selection criterion and stability test of the PVAR polynomial) and classical structural analysis for PVAR models such as orthogonal and generalized impulse response functions, bootstrapped confidence intervals for impulse response analysis and forecast error variance decompositions.

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