A profile likelihood based method of estimation and inference on the correlation coefficient
of bivariate data with different types of censoring and missingness.
References: He et al. (2017) "Set-Based Tests for Gene-Environment Interaction in Longitudinal
Studies" and He et al. (2017) "Rare-variant association tests in longitudinal studies,
with an application to the Multi-Ethnic Study of Atherosclerosis (MESA)".
MSGLasso
Fit multivariate response and multiple predictor linear regression with an arbitrary
group structure assigned on the regression coefficients matrix, using the multivariate
sparse group lasso and the mixed coordinate descent algorithm.