frailtypack (version 2.2-26)
General Frailty models using a semi_parametrical penalized
likelihood estimation or a parametrical estimation
Description
Frailtypack now fits several classes of frailty models
using a penalized likelihood estimation on the hazard function
but also a parametrical estimation. 1) A shared gamma frailty
model and Cox proportional hazard model. 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 hazard 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. Prediction
values are available. Left truncated, right-censored data,
interval-censored data (only for Cox proportional hazard and
shared frailty model) and strata (max=2) are allowed. The
package includes concordance measures for Cox proportional
hazards models and for shared frailty models.