R/coxph.wtest.R In survival: Survival Analysis

Documented in coxph.wtest

```#
# A Wald test routine, used by the Cox model
#  Why not just do  sum(b * solve(var, b))? -- because the solve
#  function chokes on singular matrices.
#
coxph.wtest <- function(var, b, toler.chol=1e-9) {
if (is.matrix(b)) {
nvar <- nrow(b)
ntest<- ncol(b)
}
else {
nvar <- length(b)
ntest<- 1
}

if (length(var)==0) { #special case added by Tom Lumley
if (nvar==0) return(list(test=numeric(0), df=0, solve=0))
else stop("Argument lengths do not match")
}

if (length(var)==1) {
if (nvar ==1) return(list(test=b*b/var, df=1, solve=b/var))
else stop("Argument lengths do not match")
}

if (!is.matrix(var) || (nrow(var) != ncol(var)))
stop("First argument must be a square matrix")
if (nrow(var) != nvar) stop("Argument lengths do not match")

if (any(!is.finite(b)) || any(!is.finite(var))) {
cat("not finite in coxph.wtest\n")
print(b)
print(var)
}
temp <- .C(Ccoxph_wtest, df=as.integer(nvar),
as.integer(ntest),
as.double(var),
tests= as.double(b),
solve= double(nvar*ntest),
as.double(toler.chol))
if (ntest==1) list(test=temp\$tests[1], df=temp\$df, solve=temp\$solve)
else          list(test=temp\$tests[1:ntest], df=temp\$df,
solve=matrix(temp\$solve, nvar, ntest))
}
```

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survival documentation built on Aug. 24, 2021, 5:06 p.m.