| Type: | Package |
| Title: | Sieve Maximum Full Likelihood Estimation for the Right-Censored Proportional Hazards Model |
| Version: | 0.1.0 |
| Author: | Susan Halabi [aut], Taehwa Choi [aut, cre], Yuan Wu [aut] |
| Maintainer: | Taehwa Choi <tchoi@sungshin.ac.kr> |
| Description: | Fitting the full likelihood proportional hazards model and extracting the residuals. |
| URL: | https://github.com/taehwa015/smlePH/ |
| BugReports: | https://github.com/taehwa015/smlePH/issues/ |
| License: | GPL (≥ 3) |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.2.3 |
| Suggests: | knitr, rmarkdown |
| Imports: | MASS, splines2, stats |
| VignetteBuilder: | knitr |
| NeedsCompilation: | no |
| Packaged: | 2024-05-16 23:26:48 UTC; taehwa |
| Repository: | CRAN |
| Date/Publication: | 2024-05-17 09:40:02 UTC |
Fit the full likelihood proportional hazards model
Description
Fit the proportional hazards model with maximum full likelihood estimation. Sieve estimation is used for estimating the baseline hazard function.
Usage
smle_ph(y, d, x)
Arguments
y |
survival time (> 0). |
d |
right-censoring indicator, |
x |
p-dimensional covariates matrix. |
Details
see Halabi et al., (2024+) for detailed method explanation.
Value
smle_ph returns a list containing the following components:
-
Coef: regression estimator and its inferential results. -
Cum.hazard: baseline cumulative hazard function estimates.
References
Halabi et al., (2024+) Sieve maximum full likelihood estimation for the proportional hazards model
Examples
library(smlePH)
set.seed(111)
n = 200
beta = c(1, -1, 0.5, -0.5, 1)
p = length(beta)
beta = matrix(beta, ncol = 1)
R = matrix(c(rep(0, p^2)), ncol = p)
diag(R) = 1
mu = rep(0, p)
SD = rep(1, p)
S = R * (SD %*% t(SD))
x = MASS::mvrnorm(n, mu, S)
T = (-log(runif(n)) / (2 * exp(x %*% beta)))^(1/2)
C = runif(n, min = 0, max = 2.9)
y = apply(cbind(T,C), 1, min)
d = (T <= C)+0
ord = order(y)
y = y[ord]; x = x[ord,]; d = d[ord]
smle_ph(y = y, d = d, x = x)
Extract residuals of the full likelihood proportional hazards model
Description
This function extracts residuals of the full likelihood proportional hazards model estimated by the sieve estimation. Deviance-type and score-type residuals are available.
Usage
smle_resid(y, d, x, fit, type = c("score", "deviance"))
Arguments
y |
survival time (> 0). |
d |
right-censoring indicator, |
x |
p-dimensional covariates matrix. |
fit |
an object comes from the function |
type |
type of residual, either |
Details
see Halabi et al., (2024+) for detailed method explanation.
Value
smle_resid returns a numeric vector (if type = "deviance") or a matrix (if type = "score") of residuals extracted from the object.
References
Halabi et al., (2024+) Sieve maximum full likelihood estimation for the proportional hazards model
Examples
library(smlePH)
# The 'fit' comes from an example description of smle_ph()
smle_resid(y = y, d = d, x = x, fit = fit, type = "deviance")
smle_resid(y = y, d = d, x = x, fit = fit, type = "score")