getLogLikelihood: Get Log-Pseudo Likeihood

In erickawaguchi/crrBAR: Broken Adaptive Ridge for Competing Risks Regression

Description

Returns log-pseudo likeihood at a specific value of beta.

Usage

getLogLikelihood(ftime, fstatus, X, failcode = 1, cencode = 0,
  beta = rep(0, dim(X)[2]))

Arguments

ftime	A vector of event/censoring times.
fstatus	A vector with unique code for each event type and a separate code for censored observations.
X	A matrix of fixed covariates (nobs x ncovs)
failcode	Integer: code of fstatus that event type of interest (default is 1)
cencode	Integer: code of fstatus that denotes censored observations (default is 0)
beta	A vector of coefficient values at which to evaluate log-pseudo likelihood

Value

Returns log-pseudo likelihood at beta.

References

Fine J. and Gray R. (1999) A proportional hazards model for the subdistribution of a competing risk. JASA 94:496-509.

Examples

library(cmprsk)
set.seed(10)
ftime <- rexp(200)
fstatus <- sample(0:2, 200, replace = TRUE)
cov <- matrix(runif(1000), nrow = 200)
dimnames(cov)[[2]] <- c('x1','x2','x3','x4','x5')
fit <- crr(ftime, fstatus, cov)
fit$loglik
getLogLikelihood(ftime, fstatus, cov, beta = fit$coef)

erickawaguchi/crrBAR documentation built on June 6, 2019, 7:56 a.m.