frailtyMMpen

CRANfrailtyMMpenMaRDI QIDQ62030FDOQ62030

Efficient Algorithm for High-Dimensional Frailty Model

Xifen Huang, Yunpeng Zhou

Last update: 8 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.0, 1.1.1, 1.1.2, 1.2.1

Description

The penalized and non-penalized Minorize-Maximization (MM) method for frailty models to fit the clustered data, multi-event data and recurrent data. Least absolute shrinkage and selection operator (LASSO), minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) penalized functions are implemented. All the methods are computationally efficient. These general methods are proposed based on the following papers, Huang, Xu and Zhou (2022) <doi:10.3390/math10040538>, Huang, Xu and Zhou (2023) <doi:10.1177/09622802221133554>.

Cites work

• Profile and Non-Profile MM Modeling of Cluster Failure Time and Analysis of ADNI Data
• Efficient algorithms for survival data with multiple outcomes using the frailty model

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