penMSM: Estimating Regularized Multi-state Models Using L1 Penalties

Structured fusion Lasso penalized estimation of multi-state models with the penalty applied to absolute effects and absolute effect differences (i.e., effects on transition-type specific hazard rates).

Author
Holger Reulen
Date of publication
2015-01-12 14:41:14
Maintainer
Holger Reulen <hreulen@uni-goettingen.de>
License
GPL (>= 2)
Version
0.99

View on CRAN

Man pages

buildrisksets
Calculation of risksets needed for partial likelihood...
dapproxpenalty
First derivative of the locally quadratic approximated...
ddlpl
ddlpl.
dlpl
First derivative of the Log Partial Likelihood.
dpenaltyfunction
First derivative of the penalty function.
fishercpp
Fisher information matrix of the log partial likelihood of a...
fisherinfo
Fisher information matrix of the log partial likelihood of a...
fisherinfoP
Fisher information matrix of the Poisson log likelihood.
llP
Log Likelihood for Poisson Regression.
lpl
Log Partial Likelihood.
penaltymatrix
Penalty matrix for L1 penalized estimation of multistate...
penMSM
penMSM.
plmatrix
plmatrix.
scorevector
Score vector of the log partial likelihood of a multistate...
scorevectorP
Score vector of the Poisson log likelihood.
sF
Score vector and Fisher information matrix of the Poisson log...

Files in this package

penMSM
penMSM/src
penMSM/src/fishercpp.cpp
penMSM/src/RcppExports.cpp
penMSM/NAMESPACE
penMSM/R
penMSM/R/dlpl.R
penMSM/R/scorevectorP.R
penMSM/R/lpl.R
penMSM/R/llP.R
penMSM/R/penaltymatrix.R
penMSM/R/fisherinfoP.R
penMSM/R/dpenaltyfunction.R
penMSM/R/RcppExports.R
penMSM/R/dapproxpenalty.R
penMSM/R/scorevector.R
penMSM/R/sF.R
penMSM/R/ddlpl.R
penMSM/R/fisherinfo.R
penMSM/R/plmatrix.R
penMSM/R/buildrisksets.R
penMSM/R/penMSM.R
penMSM/MD5
penMSM/DESCRIPTION
penMSM/man
penMSM/man/penMSM.Rd
penMSM/man/scorevector.Rd
penMSM/man/dapproxpenalty.Rd
penMSM/man/sF.Rd
penMSM/man/plmatrix.Rd
penMSM/man/dpenaltyfunction.Rd
penMSM/man/dlpl.Rd
penMSM/man/buildrisksets.Rd
penMSM/man/llP.Rd
penMSM/man/penaltymatrix.Rd
penMSM/man/scorevectorP.Rd
penMSM/man/lpl.Rd
penMSM/man/fisherinfoP.Rd
penMSM/man/fishercpp.Rd
penMSM/man/ddlpl.Rd
penMSM/man/fisherinfo.Rd