Function for fitting proportioal hazard model with baseline hazard
Mstep(Y, R, X, B, Pen, lambda, cbx)
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
Expected events (matrix)
Expected risk sets (matrix)
Covariates (matrix)
B-spline basis
Penalty matrix
Smoothing parameter (number)
Current coefficient estimates