frailtyMMpen: Efficient Algorithm for High-Dimensional Frailty Model

The penalized and non-penalized Minorize-Maximization (MM) method for frailty models to fit the clustered data, multi-event data and recurrent data. Least absolute shrinkage and selection operator (LASSO), minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalized functions are implemented. All the methods are computationally efficient. These general methods are proposed based on the following papers, Huang, Xu and Zhou (2022) <doi:10.3390/math10040538>, Huang, Xu and Zhou (2023) <doi:10.1177/09622802221133554>.

Getting started

Package details

AuthorXifen Huang [aut], Yunpeng Zhou [aut, cre], Jinfeng Xu [ctb]
MaintainerYunpeng Zhou <u3514104@connect.hku.hk>
LicenseGPL (>= 2)
Version1.2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("frailtyMMpen")

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frailtyMMpen documentation built on Aug. 8, 2023, 5:15 p.m.