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frailtypack (version 2.2-16)

Frailty models using maximum penalized likelihood estimation

Description

Frailtypack now fits several classes of frailty models using Penalized Likelihood on the hazard function. 1) A shared gamma frailty model and Cox proportional hazards model. 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. 2) Additive frailty models for proportional hazards models with two correlated random effects (intercept random effect with random slope). 3) Nested frailty models for hierarchically clustered data (with 2 levels of clustering) by including two iid gamma random effects. 4) Joint frailty models in the context of joint modelling of recurrent events with terminal event.

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Version

Install

install.packages('frailtypack')

Monthly Downloads

2,571

Version

2.2-16

License

GPL (>= 2)

Maintainer

Juan Gonzalez

Last Published

October 13th, 2010

Functions in frailtypack (2.2-16)

print.frailtyPenal

Print a Short Summary of parameter estimates of a shared gamma frailty model
print.nestedPenal

Print a Short Summary of parameter estimates of a nested frailty model
print.additivePenal

Print a Short Summary of parameter estimates of an additive frailty model
plot.jointPenal

Plot Method for a Joint frailty model.
summary.frailtyPenal

summary of parameter estimates of a shared frailty model
plot.nestedPenal

Plot Method for a Nested frailty model.
print.jointPenal

Print a Short Summary of parameter estimates of a joint frailty model
dataNested

Simulated data with two levels of grouping
additivePenal

Fit an Additive Frailty model using penalized likelihood estimation
summary.nestedPenal

summary of regression coefficient estimates of a nested frailty model
readmission

Rehospitalization colorectal cancer
frailtyPenal for Joint frailty models

Fit Joint Frailty model for recurrent and terminal events using penalized likelihood estimation
terminal

Identify terminal indicator
dataAdditive

Simulated data as a gathering of clinical trials databases
plot.additivePenal

Plot Method for an Additive frailty model.
subcluster

Identify subclusters
frailtyPenal for Shared frailty models

Fit Shared Gamma Frailty model using penalized likelihood estimation
frailtyPenal for Nested frailty models

Fit Nested Frailty model using penalized likelihood estimation
summary.additivePenal

summary of parameter estimates of an additive frailty model
slope

Identify variable associated with the random slope
plot.frailtyPenal

Plot Method for a Shared frailty model.
summary.jointPenal

summary of parameter estimates of a joint frailty model