ngradPW_ID_frail_SM: Gradient of Negative Log-Likelihood Function for...

In harrisonreeder/SemiCompRisksPen: Penalized Models for Semi-Competing Risks

Gradient of Negative Log-Likelihood Function for Illness-Death Model

Description

Function returning the gradient of the negative log-likelihood for the illness-death model, under piecewise constant baseline hazard, gamma subject-specific frailty, and semi-Markov transition assumption. Typically, this function will not be used directly by the user, but as part of a larger estimation procedure.

Usage

ngradPW_ID_frail_SM(
  para,
  y1,
  y2,
  delta1,
  delta2,
  Xmat1 = NULL,
  Xmat2 = NULL,
  Xmat3 = NULL,
  basis1,
  basis2,
  basis3
)

Arguments

para	A numeric vector of parameters, arranged as follows: the first k_1+k_2+k_3 elements correspond to the baseline hazard parameters, then the k_1+k_2+k_3+1 element corresponds to the gamma frailty log-variance parameter, then the lastq_1+q_2+q_3 elements correspond with the regression parameters.
y1, y2	Numeric vectors of length n with (possibly censored) non-terminal and terminal event times
delta1, delta2	Numeric vectors of length n with indicators of 1 if the event was observed and 0 otherwise
Xmat1, Xmat2, Xmat3	Numeric matrices with n rows and q_1,q_2,q_3 columns containing covariates.

Value

Returns numeric vector of same length as para with sum of gradient contributions for the negative log likelihood.

harrisonreeder/SemiCompRisksPen documentation built on Dec. 13, 2024, 5:30 a.m.