Mstep: Function for fitting proportioal hazard model with baseline...

In icpack: Survival Analysis of Interval-Censored Data

Function for fitting proportioal hazard model with baseline hazard

Description

Function for fitting proportioal hazard model with baseline hazard

Usage

Mstep(Y, R, X, B, Pen, lambda, cbx)

Arguments

Y	Expected events (matrix)
R	Expected risk sets (matrix)
X	Covariates (matrix)
B	B-spline basis
Pen	Penalty matrix
lambda	Smoothing parameter (number)
cbx	Current coefficient estimates

Value

An object with fields: H = hazards (matrix), cbx = coefficient estimates (vector), lambda = proposal for new lambda, ed = effective dimension, G = G matrix, ll = log-likelihood, pen = penalized part of log-likelihood, Mpen = penalized M matrix

icpack documentation built on July 2, 2024, 9:06 a.m.