fit-ph-method: Fit method for ph class

In matrixdist: Statistics for Matrix Distributions

Fit method for ph class

Description

Fit method for ph class

Usage

## S4 method for signature 'ph'
fit(
  x,
  y,
  weight = numeric(0),
  rcen = numeric(0),
  rcenweight = numeric(0),
  stepsEM = 1000,
  methods = c("RK", "RK"),
  rkstep = NA,
  uni_epsilon = NA,
  maxit = 100,
  reltol = 1e-08,
  every = 100,
  r = 1
)

Arguments

x	An object of class ph.
y	Vector or data.
weight	Vector of weights.
rcen	Vector of right-censored observations.
rcenweight	Vector of weights for right-censored observations.
stepsEM	Number of EM steps to be performed.
methods	Methods to use for matrix exponential calculation: RM, UNI or PADE.
rkstep	Runge-Kutta step size (optional).
uni_epsilon	Epsilon parameter for uniformization method.
maxit	Maximum number of iterations when optimizing g function.
reltol	Relative tolerance when optimizing g function.
every	Number of iterations between likelihood display updates.
r	Sub-sampling proportion for stochastic EM, defaults to 1.

Value

An object of class ph.

Examples

obj <- iph(ph(structure = "general", dimension = 2), gfun = "weibull", gfun_pars = 2)
data <- sim(obj, n = 100)
fit(obj, data, stepsEM = 100, every = 20)

matrixdist documentation built on Aug. 8, 2023, 5:06 p.m.