Mstep_smooth {icmstate} | R Documentation |
Function for fitting proportional hazard model with baseline hazard
Description
Function for fitting proportional hazard model with baseline hazard
Usage
Mstep_smooth(fix_pars, EM_est, transno, from, Pen = Pen)
Arguments
fix_pars |
A list of fixed parameters during the EM procedure |
EM_est |
A list of estimated quantities that change during the EM procedure |
transno |
Transition number for the maximization procedure |
from |
The state from which the relevant transition is taking place. |
Pen |
Penalization matrix for the B-splines and regression coefficients. |
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
[Package icmstate version 0.2.0 Index]