coxseiexp {coxsei}R Documentation

CoxSEI model with exponential function

Description

fit CoxSEI model using an exponential excitation function

Usage

coxseiexp(Y, delta, id, Z, par.init, m = 2, mit = 1000, tr = TRUE,
          method = "L-BFGS-B",lower=c(rep(-Inf,ncol(Z)),-Inf,0),
          upper=rep(Inf,ncol(Z) + 2),...)

Arguments

Y

the observed times (including censoring times)

delta

indicator of event: 1=event, 0=censoring

id

the id of the individual/group the event/censoring corresponds to

Z

covariate matrix

par.init

initial parameter value to start the iteration

m

the lag parameter as in M-dependence

mit

maximum number of iteration allowed in maximizing the loag partial likelihood

tr

should the optimization process be 'tr'aced

method

method of optimization; defaults to "L-BFGS-B"

lower

vector of lower boundary values of the parameter space

upper

vector of upper boundary of the parameter space

...

other arguments to be passed to the optimization routine

Value

an object of class "coxsei", basically a list with components

coefficients

a named vector of coefficients

vcov

a symmetric matrix which is supposed to be positive definite when m>0, or with the (np-2)x(np-2) major submatrix positive definite when m=0

Author(s)

Feng Chen <feng.chen@unsw.edu.au>


[Package coxsei version 0.3 Index]