smoothmsm {icmstate} | R Documentation |
Smooth hazard estimation for general multi-state model with interval censored transitions
Description
For a general Markov chain multi-state model with interval censored
transitions calculate the NPMLE of the transition intensities. The estimates
are returned as an msfit
object. The smallest time
in the data will be set to zero.
Usage
smoothmsm(
gd,
tmat,
exact,
formula,
data,
deg_splines = 3,
n_segments = 20,
ord_penalty = 2,
maxit = 100,
tol = 1e-04,
Mtol = 1e-04,
conv_crit = c("haz", "prob", "lik"),
verbose = FALSE,
prob_tol = tol/10,
ode_solver = "lsoda",
ridge_penalty = 1e-06
)
Arguments
gd |
A
The true transition time between states is then interval censored between the times. |
tmat |
A transition matrix as created by |
exact |
Numeric vector indicating to which states transitions are observed at exact times.
Must coincide with the column number in |
formula |
Formula to interpret in data for covariates. |
data |
A |
deg_splines |
Degree to use for the B-spline basis functions. Defaults to 3 (cubic B-splines). |
n_segments |
Number of segments to use for the P-splines. The segments will space the domain evenly. According to Eilers & Marx (2021), it it OK to choose this number very large. Default = 20. |
ord_penalty |
Order of the P-spline penalty (penalty on the difference between d-order differences of spline coefficients). See Eilers & Marx Section 2.3. Defaults to 2. |
maxit |
Maximum number of iterations. Default = 100. |
tol |
Tolerance of the convergence procedure in the E-step. A change in the value of
|
Mtol |
Tolerance of the convergence procedure of the M-step. The M-step
consists of an Iteratively Reweighted Least Squares (IRLS) procedure, where
the (unobserved) complete-data likelihood is maximized. Default is |
conv_crit |
Convergence criterion. Stops procedure when the difference
in the chosen quantity between two consecutive iterations is smaller
than the tolerance level
Default is "haz". The options "haz" and "lik" can be compared across different
|
verbose |
Should iteration messages be printed? Default is FALSE |
prob_tol |
If an estimated probability is smaller than |
ode_solver |
The integrator to use for solving the ODE's. See
|
ridge_penalty |
The ridge penalty to use for estimating risk-adjustment coefficients. Default = 1e-06. |
References
Eilers, P.H.C. and Marx, B.D., Practical Smoothing: The Joys of P-splines, Cambridge University Press (2021)