I also believe this is now being addressed by the pharmar[1] group with their riskmetric[2] package. [1] https://www.pharmar.org/ https://www.pharmar.org/ [2]

I also believe this is now being addressed by the pharmar[1] group with their riskmetric[2] package. [1] https://www.pharmar.org/ https://www.pharmar.org/ [2] https://github.com/pharmaR/riskmetric https://github.com/pharmaR/riskmetric