lclGWAS-package:
Efficient Estimation of Multivariate Frailty Model Using Exact Likelihood Function for Grouped Survival Data
Description
The core of this Rcpp
based package is several functions to compute the baseline hazard, effect parameter, and frailty variance for the discrete-time shared frailty model with random effects. The core functions include two processes: (1) evaluate the multiple variable integration to compute the exact proportional hazards model based likelihood and (2) estimate desired parameters using maximum likelihood estimation. The integration is evaluated by Cuhre
function from Cuba
library (Hahn, T., Cuba-a library for multidimensional numerical integration, Comput. Phys. Commun. 168, 2005, 78-95), and the source files of Cuhre
function are included in this package. Maximization process is carried out using the Brent's algorithm, and the C++
code file is from John Burkardt and John Denker (Brent, R.,Algorithms for Minimization without Derivatives, Dover, 2002).
License: GPL (>= 2)Details
Package: |
lclGWAS |
Type: |
Package |
Version: |
1.0.1 |
Date: |
2016-11-15 |
License: |
GPL-3 |
Please refer to the individual function documentation or the included vignette for more information. The package vignette serves as a tutorial for using this package.
References
Ripatti, S. and Palmgren, J., Estimation of Multivariate Frailty Models Using Penalized Partial Likelihood. Biometrics, 56, 2000, 1016-1022.
Hahn, T., Cuba-a library for multidimensional numerical integration, Computer Physics Communications, 168, 2005, 78-95.
Brent, R.,Algorithms for Minimization without Derivatives, Dover, 2002.