gaussKronrod

Estimation of mixed models including a subject-specific variance which can be time and covariate dependent. In the joint model framework, the package handles left truncation and allows a flexible dependence structure between the competing events and the longitudinal marker. The estimation is performed under the frequentist framework, using the Marquardt-Levenberg algorithm. (Courcoul, Tzourio, Woodward, Barbieri, Jacqmin-Gadda (2023) <arXiv:2306.16785>).

Léonie Courcoul

FlexVarJM

Estimate Joint Models with Subject-Specific Variance

Antoine Barbieri

Hélène Jacqmin-Gadda

gaussKronrod function

<dl><dt>k</dt>
<dd>the number of points for Gauss-Kronrod approximation : choice between 7 and 15. 15 by default.</dd></dl>

Arguments

Gauss-Kronrod nodes and weights — gaussKronrod

<dl>

<dt>k</dt>
<dd>the number of points for Gauss-Kronrod approximation : choice between 7 and 15. 15 by default.</dd>

</dl>

gaussKronrod: Gauss-Kronrod nodes and weights

Description

Usage

Value

Arguments