frailtySurv provides a suite of functions for generating clustered survival data, fitting multivariate shared frailty models under a wide range of frailty distributions, and visualizing the output. The semi-parametric estimators have better asymptotic properties than most existing implementations, including consistent and asymptotically-normal estimators. Moreover, this is the first package that implements semi-parametric estimators with inverse Gaussian and PVF frailty models.
The frailtySurv package provides functions
genfrail for data generation
fitfrail for model fitting
simfrail for survival simulation
John V. Monaco, Malka Gorfine, and Li Hsu.
Gorfine M, Zucker DM, Hsu L (2006) Prospective survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach. Biometrika, 93(3), 735-741.
Zucker DM, Gorfine M, Hsu L (2008) Pseudo-full likelihood estimation for prospective survival analysis with a general semiparametric shared frailty model: Asymptotic theory. Journal of Statistical Planning and Inference, 138(7), 1998-2016.
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