Estimating Regularized Multi-state Models Using L1 Penalties

Documentation for package ‘penMSM’ version 0.99

buildrisksets	Calculation of risksets needed for partial likelihood formulation of multistate models.
dapproxpenalty	First derivative of the locally quadratic approximated penalty.
ddlpl	ddlpl.
dlpl	First derivative of the Log Partial Likelihood.
dpenaltyfunction	First derivative of the penalty function.
fishercpp	Fisher information matrix of the log partial likelihood of a multistate model.
fisherinfo	Fisher information matrix of the log partial likelihood of a multistate model.
fisherinfoP	Fisher information matrix of the Poisson log likelihood.
llP	Log Likelihood for Poisson Regression.
lpl	Log Partial Likelihood.
penaltymatrix	Penalty matrix for L1 penalized estimation of multistate models.
penMSM	penMSM.
plmatrix	plmatrix.
scorevector	Score vector of the log partial likelihood of a multistate model.
scorevectorP	Score vector of the Poisson log likelihood.
sF	Score vector and Fisher information matrix of the Poisson log likelihood.