coxsei: CoxSEI model

In coxsei: Fitting a CoxSEI Model

Description

Fit a CoxSEI model to counting process data

Usage

coxsei(x,...)
## Default S3 method:
coxsei(x,y,delta,id,par.init,m=2,mit=1000,tr=TRUE,
       method="L-BFGS-B",lower=c(rep(-Inf,ncol(x)),-Inf,0),
       upper=rep(Inf,ncol(x) + 2),...)
## S3 method for class 'coxsei'
print(x,...)
## S3 method for class 'coxsei'
plot(x,...)
## S3 method for class 'coxsei'
summary(object,...)

Arguments

x	a covariate matrix, or an object of class coxsei
y	a vector of observed times
delta	a vector of event indicators: 1=event, 0=censoring
id	the individual/group id to which the event/censoring time correspond
par.init	initial parameter guess to start the iteration
m	lag parameter as in m-dependence
mit	max number of iteration
tr	whether to trace the optimization or not
method	method used in optimization
lower	the lower bound of the parameter space if the L-BFGS-B method of optimization is used.
upper	the upper bound of the paramter space if the L-BFGS-B methodof optimaization is used.
...	further arguments to plot.stepfun
object	an object of the class coxsei

Value

an object of class coxsei, basically a list of the following components

coefficients	a numeric vector of coefficients
vcov	the variance-covariance matrix
zval	the vector of z-value of the Wald test statistic
pval	the vector of p-values
details.par	a list returned by theoptim routine
cintfn	a step function as the estimated cumulative baseline intensity function
cintvar	a step function as the variance of the cumulative baseline intensity function estimator
details.cint	a list containing more details about the cint

Author(s)

Feng Chen <[e-mail]>

References

Feng Chen and Kani Chen. (2014). Modeling Event Clustering Using the m-Memory Cox-Type Self-Exciting Intensity Model. International Journal of Statistics and Probability. 3(3): 126-137. doi:10.5539/ijsp.v3n3p126 URL: http://dx.doi.org/10.5539/ijsp.v3n3p126

Feng Chen and Kani Chen. (2014). Case-cohort analysis of clusters of recurrent events. 20(1): 1-15. doi: 10.1007/s10985-013-9275-3

See Also

coxseifit.ex

Examples

data(dat,package="coxsei")
acoxsei <- coxsei(dat[,3:5],dat[,1],dat[,2],dat[,6],
                  c(0.2*1:3,log(0.07),log(10)))
summary(acoxsei)
plot(acoxsei,do.points=FALSE)

coxsei documentation built on Feb. 8, 2020, 9:07 a.m.