View source: R/CopulaBasedCoxPH_pseudoLikelihoodFunctions.R
PseudoL | R Documentation |
The PseudoL
function is maximized in order to
estimate the finite dimensional model parameters, including the dependency parameter.
This function assumes that the cumulative hazard function is known.
PseudoL(theta, resData, X, W, lhat, cumL, cop, dist)
theta |
Estimated parameter values/initial values for finite dimensional parameters |
resData |
Data matrix with three columns; Z = the observed survival time, d1 = the censoring indicator of T and d2 = the censoring indicator of C. |
X |
Data matrix with covariates related to T |
W |
Data matrix with covariates related to C. First column of W should be ones |
lhat |
The estimated hazard function obtained from the output of |
cumL |
The estimated cumulative hazard function from the output of |
cop |
Which copula should be computed to account for dependency between T and C. This argument can take
one of the values from |
dist |
The distribution to be used for the dependent censoring C. Only two distributions are allowed, i.e, Weibull
and lognormal distributions. With the value |
maximized log-likelihood value
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