intcox-package: Iterated Convex Minorant Algorithm for interval censored event data
Description
Implementation of ICM-Algorithm by Wei Pan,
Algorithm for the Cox proportional hazard model for interval censored data
Arguments
Details
ll{
Package: intcox
Type: Package
Version: 0.9.1
Date: 2007-02-21
License: GPL Version 2 or newer
}
With this package the Cox proportional hazards model can be applied for interval censored data. It tries to maximise the
log-likelihood by a simultanious improvement of the coefficients and the cumulative hazard function in the gradient
direction weighted by the main diagonal elements of the negative Hessian matrix.
References
Wei Pan, (1999), Extending the Iterative Convex Minorant Algorithm to the Cox Model for Interval-Censored Data,
Journal of Computational & Graphical Statistics, vol. 8, pp. 109-120