R/flexmsm-package.R

In flexmsm: A General Framework for Flexible Multi-State Survival Modelling

#' @docType package
#'
#' @name flexmsm-package
#' @aliases flexmsm
#'
#' @title flexmsm: Flexible Multi-State Modelling
#'
#' @description
#' Provides a function for fitting any type of multistate survival model, with flexibly defined transition intensities and any type of observation scheme.
#' The package also provides a host of tools for straightforward interpretation and visualisation of the fitted model.
#'
#' The main fitting function is \code{\link{fmsm}}, which fits the multistate survival model, providing parameter and
#' as key inference quantities (p-values, estimated degrees of freedom, ...), as well as the elements needed to obtain
#' predicted transition intensities and probabilities, along with their confidence intervals.
#'
#' The main auxiliary functions are \code{\link{Q.pred}} and \code{\link{P.pred}}.
#'
#'
#' @details
#' Provides functions for fitting and interpreting the output of general flexible multistate survival models.
#' The process is defined by means of a list of model specifications for the transition intensities, each of which follow syntax
#' similar to that used for GAMs in \code{mgcv}.
#'
#' The estimation approach is based on a carefully structured, stable penalised likelihood approach, with the smoothers
#' (representing several types of covariate effects) set up using penalised regression splines.
#' The numerical routine carries out function minimization using a trust region algorithm in combination with an adaptation of an automatic
#' multiple smoothing parameter estimation procedure for Generalised Additive Models (see \code{mgcv} for more details on this last point). The smooths
#' supported by this package are those available in \code{mgcv}.
#'
#' Confidence intervals for smooth components and nonlinear functions of the model parameters are derived using a Bayesian approach.
#' P-values for testing individual smooth terms for equality to the zero function are also provided and based on the approach
#' implemented in \code{mgcv}. The usual plotting and summary functions are also available.
#'
#' Plots of the estimated transition intensities and transition probabilities can be obtained along with their respective confidence intervals.
#' This includes 3D plots when two-dimensional splines are included in the model specification of one or more transition intensities.
#'
#' @author
#' Alessia Eletti (University College London, Department of Statistical Science),
#' Giampiero Marra (University College London, Department of Statistical Science)
#' and Rosalba Radice (Cass Business School, City, University of London).
#'
#' Maintainer: Alessia Eletti \email{alessia.eletti.19@@ucl.ac.uk}
#'
#' @references
#' Eletti, A., Marra, G., Radice, R., (submitted), A General Estimation Framework for Multi-State Markov Processes with Flexible Specification of the Transition Intensities.
#'
#' @seealso \code{\link{fmsm}}
#'
#' @keywords multistate package smooth intermittently observed penalised regression spline flexible transition intensities
#'
#'
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