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I was wondering if there is an R package to perform incidence density sampling for a case-control design. That is, for matching in a case-control design; accounting for multiple matching covariates.

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I'm not fluent enough with R to suggest a language-specific approach for R. However, the data step in SAS is pretty close to pseudo-code, and this article from a NESUG meeting is a pretty clear step by step approach to implementing incidence density sampling in SAS. It shouldn't be too hard to adapt the coding to R.

http://www.nesug.org/Proceedings/nesug09/ph/ph12.pdf

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Actually, there's a procedure to conduct risk set sampling in the 'Epi' package. Bendix Carstensen maintains the package, and you can find more info on his webpage.

http://bendixcarstensen.com/Epi/

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