fisherinfo: Fisher information matrix of the log partial likelihood of a...
In penMSM: Estimating Regularized Multi-state Models Using L1 Penalties

Description Usage Arguments Details Value Author(s) Examples

This function calculates the Fisher information matrix needed for the estimation of multistate models using the Fisher scoring algorithm.

1	fisherinfo(beta, X, risksetlist, event)

`beta`	vector of regression coefficients.
`X`	design matrix.
`risksetlist`	list of length `n` with vectors as list elements, with the i-th element being the riskset belonging to the i-th spell.
`event`	non-censoring event indicator.

This function implements the Fisher scoring matrix (i.e., the second partial derivative of the log partial likelihood with respect to the components of the regression effect vector beta).

Fisher information matrix info.

Holger Reulen