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icmstate (version 0.2.0)

Mstep_smooth: Function for fitting proportional hazard model with baseline hazard

Description

Function for fitting proportional hazard model with baseline hazard

Usage

Mstep_smooth(fix_pars, EM_est, transno, from, Pen = Pen)

Value

An object with fields: H = hazards (matrix), cbx = coefficient estimates (vector), lambda = proposal for new lambda, ed = effective dimension, G = G matrix, ll = log-likelihood, pen = penalized part of log-likelihood, Mpen = penalized M matrix

Arguments

fix_pars

A list of fixed parameters during the EM procedure

EM_est

A list of estimated quantities that change during the EM procedure

transno

Transition number for the maximization procedure

from

The state from which the relevant transition is taking place.

Pen

Penalization matrix for the B-splines and regression coefficients.