Estep: Perform the E step calculations
In frailtyEM: Fitting Frailty Models with the EM Algorithm

This is an inner wrapper for the C++ functions which perform the E step and is not intended to be used directly. This function does not check the input. For a data set with K clusters,

1	Estep(c, c_lt, delta, alpha, bbeta, pvfm, dist)

`c`	Vector of length `K` of cumulative hazards, i.e. total accumulated hazards within a cluster
`c_lt`	Vector of length `K` of cumulative hazard from 0 to the left truncation time
`delta`	Vector of integers of length `K` of the number of events for each cluster
`alpha, bbeta`	Parameters of the frailty distribution
`pvfm`	Parameter for the PVF distribution, only matters in that case
`dist`	One of 0 (for gamma), 1 (for stable) or 2 (for PVF)

A K x 3 matrix where the first column and the second column are the numerators and the denominators of the frailty fraction (without the Laplace transform) and the last column is the log(denominator) + log-Laplace transform, i.e. the log-likelihood contribution

frailtyEM documentation built on Sept. 22, 2019, 5:05 p.m.