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frailtypack (version 2.1-1)
Frailty models using maximum penalized likelihood estimation
Description
Fit a shared gamma frailty model and Cox proportional hazards model using a Penalized Likelihood
on the hazard function. Left truncated, censored data and strata (max=2) are allowed. Clustered and
recurrent survival times can be studied (the Andersen-Gill (1982) approach has been implemented
for recurrent events). An automatic choice of the smoothing parameter is possible using an approximated
cross-validation procedure.