This is an R package for fitting semiparametric dynamic frailty models with the EM algorithm. The hazard for individual j from cluster i is specified as: λij(t|Zi(t)) = Zi(t)exp(β⊤xij(t))λ0(t). The model used here is described in detail in Putter & van Houwelingen (2015). The distribution of Zi(t) is described by two parameters: θ, that is an inverse-variability parameter of Zi(t) for a fixed t, and λ, that describes the autocorrelation of the process, so that for t1 ≤ t2 cor(Zi(t1),Zi(t2)) = exp(λ(t2 − t1)).
The estimation process is that for fixed (θ, λ) the maximized profile likelihood is calculated, i.e. maximized with respect to (β, λ0). This profile likelihood is finally maximized itself.
The development version from
The following packages are needed to build
install.packages(c("RcppArmadillo", "tibble", "magrittr", "dplyr", "tidyr"))
The functioning of the package is described in the documentation of the main fitting function,
dynfrail()has a friendly syntax very similar to the
frailtyEMpackage: next to a
distributionargument is used to specify the distribution parameters and the
controlparameter is used for controling the precision of the estimation.
dynfrail_fit()are used internally by
dynfrail()but are made user-available. The first one prepares the input of
dynfrail()to make it suitable for the actual EM algorithm. The second one performs one EM algorithm for fixed (θ, λ) to estimate the maximum (β, λ0).