I am the author of the following R packages, available for download:


The R package CIPred

(Cortese G., Andersen P.K. (2010). Competing risks and time-dependent covariates, Biometrical Journal, 52:138-158.)

The CIPred package can be used for estimating or predicting cumulative incidence probabilities and marginal

survival probabilities in a competing risks model in presence of an internal (random) time-dependent covariate. 


Download CIPred_1.0 for Unix/Linux



The R package ProbYX

Cortese G., Ventura L. (2013). Accurate higher-order likelihood inference on P(Y < X). Computational Statistics, 28: 1035-1059, DOI: 10.1007/s00180-012-0343-z. 

The package ProxYX can be used for inference on the stress-strength reliability model R = P(Y<X), with Y and X independent continuous random variables. It computes confidence intervals and point estimates for R, under parametric model assumptions (Gaussian and exponential models).

Download ProbYX_1.1 for Windows

Download ProbYX_1.1 for Unix/Linux

Download ProbYX_1.1 for Mac