shrink - R package for estimation of shrinkage factor: global, parameterwise and joint shrinkage factors. The package is also available on cran.
For details see Dunkler D, Sauerbrei W, Heinze G. Global, Parameterwise and Joint
Shrinkage Factor Estimation. Journal of Statistical Software 2016; 69: 1-19.
Survival analysis
concreg - R package for general rank-based 'concordance regression' method based on concordance measures, e.g., for survival outcomes with non-proportional hazards, binary or continuous outcomes. The package is also available on cran.
For details see Dunkler D, Schemper M, Heinze G. Gene selection in microarray survival studies under possibly non-proportional hazards. Bioinformatics 2010; 26(6): 784-790.
coxphw - R package for weighted Cox regression. The package is also available on cran.
For details see Dunkler D, Ploner M, Schemper M, Heinze G. Weighted Cox Regression Using the R Package coxphw.Journal of Statistical Software 2018. 84: 1-26.