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icmstate (version 0.2.0)

EM_solver: EM solver for extended illness-death model (Frydman 1995)

Description

Solves for the cdf and transition intensities using the EM algorithm described in Frydman (1995).

Usage

EM_solver(data_idx, supportMSM, z, lambda, tol = 1e-08)

Value

beta: Indicator whether Q subset A mu: Value used in the EM algorithm, see Frydman (1995) and Notes. I_Q_in_Lm_tn_star: Indicator whether Q is in [L_m, t_n^*] gamma: Value used in the EM algorithm, see Frydman (1995) and Notes. alpha: Indicator whether Q subset [s_j, Infinity) mu_overline: Value used in the EM algorithm, see Frydman (1995) and Notes. lambda: Intensity for the 2->3 transition z: Mass assigned to the 1->2 and 1->3 transitions iter: Number of iterations required for convergence

Arguments

data_idx

List containing data, outputted from msm_frydman

supportMSM

List containing data on the support of the 1->2 transition, output from supportMSM()

z

Initial values for \(F_{12}\) and \(F_{13}\), used to initiate the EM alg.

lambda

Initial values for \(\Lambda_{23}\), used to initiate the EM alg.

tol

Tolerance of the EM algorithm. When the change in sum(abs(z)) and sum(abs(lambda)) no longer exceeds tol, the algorithm stops.

References

Frydman, H. (1995). Nonparametric Estimation of a Markov 'Illness-Death' Process from Interval- Censored Observations, with Application to Diabetes Survival Data. Biometrika, 82(4), 773-789. tools:::Rd_expr_doi("10.2307/2337344")