pwexpreg {eventPred}

Piecewise exponential regression

Description

Obtains the maximum likelihood estimates for piecewise exponential regression.

Usage

pwexpreg(time, event, J, tcut, q, x)

Arguments

time

The survival time.

event

The event indicator.

J

The number of time intervals.

tcut

A vector that specifies the endpoints of time intervals for the baseline piecewise exponential survival distribution. Must start with 0, e.g., c(0, 60) breaks the time axis into 2 event intervals: [0, 60) and [60, Inf). By default, it is set to 0.

q

The number of columns of the covariates matrix.

x

The covariates matrix (excluding the intercept).

Value

The maximum likelihood estimates and the associated covariance matrix, AIC and BIC.