invGauss: Threshold Regression that Fits the (Randomized Drift) Inverse Gaussian Distribution to Survival Data

Fits the (randomized drift) inverse Gaussian distribution to survival data. The model is described in Aalen OO, Borgan O, Gjessing HK. Survival and Event History Analysis. A Process Point of View. Springer, 2008. It is based on describing time to event as the barrier hitting time of a Wiener process, where drift towards the barrier has been randomized with a Gaussian distribution. The model allows covariates to influence starting values of the Wiener process and/or average drift towards a barrier, with a user-defined choice of link functions.

Getting started

Package details

AuthorHakon K. Gjessing
MaintainerHakon K. Gjessing <hakon.gjessing@uib.no>
LicenseGPL (>= 2)
Version1.2
URL http://www.uib.no/smis/gjessing/projects/invgauss/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("invGauss")

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invGauss documentation built on May 20, 2022, 5:07 p.m.