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icpack (version 0.1.0)

Mstep: Function for fitting proportioal hazard model with baseline hazard

Description

Function for fitting proportioal hazard model with baseline hazard

Usage

Mstep(Y, R, X, B, Pen, lambda, cbx)

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

Y

Expected events (matrix)

R

Expected risk sets (matrix)

X

Covariates (matrix)

B

B-spline basis

Pen

Penalty matrix

lambda

Smoothing parameter (number)

cbx

Current coefficient estimates