# =========================================================
# Print class summary.emmfrailty
# =========================================================
#' @export
#' @method print summary.parmfrailty
#' @keywords internal
print.summary.parmfrailty <- function(x, digits = max(getOption("digits") - 3, 3),
signif.stars = getOption("show.signif.stars"), ...) {
if (!is.null(x$fail)) {
cat("Fitting failed.", x$fail, "\n")
return()
}
savedig <- options(digits = digits)
on.exit(options(savedig))
J = x$neventtype
K = J * (J - 1)/2
com = combn(J, 2)
tmp <- list()
cat("\n")
cat("#### Parametric Pairwise Estimation")
cat("\n\n")
cat("Marginal Parameters", ": ", x$dist, sep = "")
for (i in 1:J) {
cat("\n")
cat(" Event: ", x$varnames$eventnames[i])
cat("\n")
if (!is.null(x$coefficients[[i]])) {
printCoefmat(x$coefficients[[i]], signif.stars = signif.stars, ...)
}
if (!is.null(x$conf.int[[i]])) {
cat("\n")
print(x$conf.int[[i]])
}
cat("\n")
cat("Variance of random effect ", x$margins[i], ": ", x$sig2[i], " ", "(",
sqrt(x$sig2var[i]), ")", sep = "", "\n")
cat("n=", x$n)
if (!is.null(x$nevent[i]))
cat(", number of events", x$varnames$eventnames[i], "=", x$nevent[i],
"\n") else cat("\n")
cat("--------------------------------------------------------------")
}
cat("\n\n")
cat("Depedence Parameter: ", x$copula, sep = "", "\n")
for (i in 1:K) {
cat("Event", com[1, i], "&", "Event", com[2, i], "- ")
cat("Copula parameter ", ": ", x$rho[i], " ", "(", sqrt(x$rhovar[i]), ")",
sep = "")
cat("\n")
}
cat("\n")
cat("Observed log Likelihood:", x$logLik)
cat("\nIntegration: (Gauss-Legendre Quadrature) ")
cat("quadrature points:", x$control$nknot)
if (x$two_stage) {
cat("\nConvergence: \n")
cat(" First Stage: ")
for (i in 1:J) cat(" Event", x$varnames$eventnames[i], ": ", x$convergence[i],
sep = "")
cat("\n Second Stage:", x$convergence[J + 1])
} else {
cat("\nConvergence:", x$convergence)
}
cat("\n")
invisible(x)
}
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