intcox-package {intcox} | R Documentation |
Implementation of ICM-Algorithm by Wei Pan, Algorithm for the Cox proportional hazard model for interval censored data
Package: | intcox |
Type: | Package |
Version: | 0.9.1 |
Date: | 2007-02-21 |
License: | GPL Version 2 or newer |
With this package the Cox proportional hazards model can be applied for interval censored data. It tries to maximise the log-likelihood by a simultanious improvement of the coefficients and the cumulative hazard function in the gradient direction weighted by the main diagonal elements of the negative Hessian matrix.
Volkmar Henschel, Christiane Heiss, Ulrich Mansmann
Maintainer: Volkmar Henschel<henschel@ibe.med.uni-muenchen.de>
Wei Pan, (1999), Extending the Iterative Convex Minorant Algorithm to the Cox Model for Interval-Censored Data, Journal of Computational & Graphical Statistics, vol. 8, pp. 109-120
data(intcox.example) intcox(Surv(left,right,type="interval2")~x.1+x.2+x.3+x.4,data=intcox.example)