Aalen frailty model — aalenfrailty • mets

Additive hazards model with (gamma) frailty

aalenfrailty(time, status, X, id, theta, B = NULL, ...)

Arguments

time: Time variable
status: Status variable (0,1)
X: Covariate design matrix
id: cluster variable
theta: list of thetas (returns score evaluated here), or starting point for optimization (defaults to magic number 0.1)
B: (optional) Cumulative coefficients (update theta by fixing B)
...: Additional arguments to lower level functions

Value

Parameter estimates

Details

Aalen frailty model

Author

Klaus K. Holst

Examples

library("timereg")
dd <- simAalenFrailty(5000)
f <- ~1##+x
X <- model.matrix(f,dd) ## design matrix for non-parametric terms
system.time(out<-timereg::aalen(update(f,Surv(time,status)~.),dd,n.sim=0,robust=0))
#>    user  system elapsed 
#>   0.009   0.000   0.009 
dix <- which(dd$status==1)
t1 <- system.time(bb <- .Call("Bhat",as.integer(dd$status),
                              X,0.2,as.integer(dd$id),NULL,NULL,
                              PACKAGE="mets"))
spec <- 1
##plot(out,spec=spec)
## plot(dd$time[dix],bb$B2[,spec],col="red",type="s",
##      ylim=c(0,max(dd$time)*c(beta0,beta)[spec]))
## abline(a=0,b=c(beta0,beta)[spec])
##'

if (FALSE) {
thetas <- seq(0.1,2,length.out=10)
Us <- unlist(aalenfrailty(dd$time,dd$status,X,dd$id,as.list(thetas)))
##plot(thetas,Us,type="l",ylim=c(-.5,1)); abline(h=0,lty=2); abline(v=theta,lty=2)
op <- aalenfrailty(dd$time,dd$status,X,dd$id)
op
}