frailtypack (2.2-25)

General Frailty models using a semi_parametrical penalized likelihood estimation or a parametrical estimation.

http://www.r-project.org
http://cran.r-project.org/web/packages/frailtypack

Frailtypack now fits several classes of frailty models using a penalized likelihood estimation on the hazard function but also a parametrical estimation. 1) A shared gamma frailty model and Cox proportional hazard model. Clustered and recurrent survival times can be studied (the Andersen-Gill(1982) approach has been implemented for recurrent events). An automatic choice of the smoothing parameter is possible using an approximated cross-validation procedure. 2) Additive frailty models for proportional hazard models with two correlated random effects (intercept random effect with random slope). 3) Nested frailty models for hierarchically clustered data (with 2 levels of clustering) by including two iid gamma random effects. 4) Joint frailty models in the context of joint modelling of recurrent events with terminal event. Prediction values are available. Left truncated, right-censored data, interval-censored data (only for Cox proportional hazard and shared frailty model) and strata (max=2) are allowed. The package includes concordance measures for Cox proportional hazards models and for shared frailty models.

Maintainer: Virginie Rondeau
Author(s): Virginie Rondeau, Juan R. Gonzalez, Yassin Mazroui, Audrey Mauguen, Amadou Diakite and Alexandre Laurent

License: GPL (>= 2.0)

Uses: boot, survival

Released 9 months ago.