Mstep {icpack}

Function for fitting proportioal hazard model with baseline hazard

Description

Function for fitting proportioal hazard model with baseline hazard

Usage

Mstep(Y, R, X, B, Pen, lambda, cbx)

Arguments

Y

Expected events (matrix)

R

Expected risk sets (matrix)

X

Covariates (matrix)

B

B-spline basis

Pen

Penalty matrix

lambda

Smoothing parameter (number)

cbx

Current coefficient estimates

Value

An object with fields: H = hazards (matrix), cbx = coefficient estimates (vector), lambda = proposal for new lambda, ed = effective dimension, G = G matrix, ll = log-likelihood, pen = penalized part of log-likelihood, Mpen = penalized M matrix