View source: R/ParamTransfoCompRisks.R
LikI.cmprsk.Cholesky | R Documentation |
This function does the same as LikI.cmprsk (in fact, it even calls said function), but it parametrizes the covariance matrix using its Cholesky decomposition in order to guarantee positive definiteness. This function is never used, might not work and could be deleted.
LikI.cmprsk.Cholesky(
par.chol,
data,
eoi.indicator.names,
admin,
conf,
cf,
eps = 0.001
)
par.chol |
Vector of all second step model parameters, consisting of the regression parameters, Cholesky decomposition of the variance-covariance matrix elements and transformation parameters. |
data |
Data frame resulting from the 'uniformize.data.R' function. |
eoi.indicator.names |
Vector of names of the censoring indicator columns
pertaining to events of interest. Events of interest will be modeled allowing
dependence between them, whereas all censoring events (corresponding to
indicator columns not listed in |
admin |
Boolean value indicating whether the data contains administrative censoring. |
conf |
Boolean value indicating whether the data contains confounding and hence indicating the presence of Z and W. |
cf |
"Control function" to be used. This can either be the (i) estimated
control function, (ii) the true control function, (iii) the instrumental
variable, or (iv) nothing ( |
eps |
Minimum value for the diagonal elements in the covariance matrix.
Default is |
Log-likelihood evaluation for the second step in the estimation procedure.
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