Used in the M-step (M_step.R). Note: predict(fit.krige, ...)
has weird beheviour when making predictions for a single value in terms of
standard error. We work around this issue in this implementation.

Several statistical methods for analyzing survival data under various forms of dependent
censoring are implemented in the package. In addition to accounting for dependent censoring, it
offers tools to adjust for unmeasured confounding factors. The implemented approaches allow
users to estimate the dependency between survival time and dependent censoring time, based
solely on observed survival data. For more details on the methods, refer to Deresa and Van
Keilegom (2021) <doi:10.1093/biomet/asaa095>, Czado and Van Keilegom (2023)
<doi:10.1093/biomet/asac067>, Crommen et al. (2024) <doi:10.1007/s11749-023-00903-9>,
Deresa and Van Keilegom (2024) <doi:10.1080/01621459.2022.2161387>, Rutten et al. (2024+)
<doi:10.48550/arXiv.2403.11860> and Ding and Van Keilegom (2024).

Negera Wakgari Deresa

depCensoring

Statistical Methods for Survival Data with Dependent Censoring

Ilias Willems

Gilles Crommen

Jie Ding

Claudia Czado

Ingrid Van Keilegom

EI function

<dl><dt>theta</dt>
<dd>Vector of coefficients.</dd>
<dt>test.fun</dt>
<dd>Test function (cf. <code>EstimationAlgorithmBei.R</code>).</dd>
<dt>fit.krige</dt>
<dd>Fitted Kriging model.</dd>
<dt>theta.hash</dt>
<dd>Tentative optimal value for theta, i.e., the largest or
smallest feasible value for theta (if dir = 1 or dir = -1, respectively). A
'feasible value' is one that satisfies all moment restrictions.</dd>
<dt>dir</dt>
<dd>Search direction. <code>dir = 1</code> corresponds to looking for an
upper bound. <code>dir = -1</code> corresponds to looking for a lower bound.</dd></dl>

Arguments

Expected improvement — EI

<dl>

<dt>theta</dt>
<dd>Vector of coefficients.</dd>


<dt>test.fun</dt>
<dd>Test function (cf. <code>EstimationAlgorithmBei.R</code>).</dd>


<dt>fit.krige</dt>
<dd>Fitted Kriging model.</dd>


<dt>theta.hash</dt>
<dd>Tentative optimal value for theta, i.e., the largest or
smallest feasible value for theta (if dir = 1 or dir = -1, respectively). A
'feasible value' is one that satisfies all moment restrictions.</dd>


<dt>dir</dt>
<dd>Search direction. <code>dir = 1</code> corresponds to looking for an
upper bound. <code>dir = -1</code> corresponds to looking for a lower bound.</dd>

</dl>

EI: Expected improvement

Description

Usage

Value

Arguments