coxsei (version 0.3)

coxseiexp: CoxSEI model with exponential function

Description

fit CoxSEI model using an exponential excitation function

Usage

coxseiexp(Y, delta, id, Z, par.init, m = 2, mit = 1000, tr = TRUE,
          method = "L-BFGS-B",lower=c(rep(-Inf,ncol(Z)),-Inf,0),
          upper=rep(Inf,ncol(Z) + 2),...)

Arguments

Y

the observed times (including censoring times)

delta

indicator of event: 1=event, 0=censoring

id

the id of the individual/group the event/censoring corresponds to

Z

covariate matrix

par.init

initial parameter value to start the iteration

m

the lag parameter as in M-dependence

mit

maximum number of iteration allowed in maximizing the loag partial likelihood

tr

should the optimization process be 'tr'aced

method

method of optimization; defaults to "L-BFGS-B"

lower

vector of lower boundary values of the parameter space

upper

vector of upper boundary of the parameter space

…

other arguments to be passed to the optimization routine

Value

an object of class "coxsei", basically a list with components

coefficients

a named vector of coefficients

vcov

a symmetric matrix which is supposed to be positive definite when m>0, or with the (np-2)x(np-2) major submatrix positive definite when m=0