fit-phasetype-method: Fit method for phase-type frailty models

In jorgeyslas/phfrailty: Phase-type frailty models

Fit method for phase-type frailty models

Description

Fit method for phase-type frailty models

Usage

## S4 method for signature 'phasetype'
fit(
  x,
  y,
  rcen = numeric(0),
  weight = numeric(0),
  X = numeric(0),
  stepsEM = 100,
  stepsPH = 50,
  initialpoint = 1e-04,
  truncationpoint = 10,
  maxprobability = 0.01,
  maxdelta = 0.05,
  maxit = 100,
  reltol = 1e-08,
  every = 100
)

Arguments

x	An object of class phasetype.
y	Vector or data.
rcen	Vector of right-censored observations.
weight	Vector of weights for observations.
X	A matrix of covariates.
stepsEM	Number of EM steps to be performed.
stepsPH	Number of EM steps for the phase-type component at each iteration of the global EM.
initialpoint	Initial value for discretization of density.
truncationpoint	Ultimate value for discretization of density.
maxprobability	Max probability allowed for an interval in the discretization.
maxdelta	Max size of interval allowed for the discretization.
maxit	Maximum number of iterations when optimizing g function.
reltol	Relative tolerance when optimizing g function.
every	Number of iterations between likelihood display updates.

Value

An object of class phasetype.

Examples

obj <- frailty(phasetype(structure = "general", dimension = 2), bhaz = "weibull", bhaz_pars = 2)
data <- sim(obj, n = 100)
fit(obj, data, stepsEM = 50, every = 10)

jorgeyslas/phfrailty documentation built on April 17, 2025, 4:11 p.m.