Defines functions coxph.wtest

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")
    temp <- .C(Ccoxph_wtest, df=as.integer(nvar),
                              tests= as.double(b),
                              solve= double(nvar*ntest),
    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.