Sigma.hat

This function comptutes the empricical variance-covariance
matrix of the moment functions.

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

Sigma.hat function

<dl><dt>data</dt>
<dd>Data frame.</dd>
<dt>beta</dt>
<dd>Coefficient vector.</dd>
<dt>t</dt>
<dd>Time point of interest.</dd>
<dt>hp</dt>
<dd>List of hyperparameters.</dd>
<dt>m.avg</dt>
<dd>A precomputed vector of the sample average of the moment
functions. If not supplied, this vector is computed. Default is
<code>m.avg = NULL</code>.</dd>
<dt>mi.mat</dt>
<dd>A precomputed matrix of moment function evaluations at each
observation. If supplied, some computations can be skipped. Default is
<code>mi.mat = NULL</code>.</dd></dl>

Arguments

Compute the variance-covariance matrix of the moment functions. — Sigma.hat

<dl>

<dt>data</dt>
<dd>Data frame.</dd>


<dt>beta</dt>
<dd>Coefficient vector.</dd>


<dt>t</dt>
<dd>Time point of interest.</dd>


<dt>hp</dt>
<dd>List of hyperparameters.</dd>


<dt>m.avg</dt>
<dd>A precomputed vector of the sample average of the moment
functions. If not supplied, this vector is computed. Default is
<code>m.avg = NULL</code>.</dd>


<dt>mi.mat</dt>
<dd>A precomputed matrix of moment function evaluations at each
observation. If supplied, some computations can be skipped. Default is
<code>mi.mat = NULL</code>.</dd>

</dl>

Sigma.hat: Compute the variance-covariance matrix of the moment functions.

Description

Usage

Arguments