EM_solver {icmstate} | R Documentation |
EM solver for extended illness-death model (Frydman 1995)
Description
Solves for the cdf and transition intensities using the EM algorithm described in Frydman (1995).
Usage
EM_solver(data_idx, supportMSM, z, lambda, tol = 1e-08)
Arguments
data_idx |
List containing data, outputted from |
supportMSM |
List containing data on the support of the 1->2 transition, output from supportMSM() |
z |
Initial values for |
lambda |
Initial values for |
tol |
Tolerance of the EM algorithm. When the change in sum(abs(z)) and sum(abs(lambda)) no longer exceeds tol, the algorithm stops. |
Value
beta: Indicator whether Q subset A mu: Value used in the EM algorithm, see Frydman (1995) and Notes. I_Q_in_Lm_tn_star: Indicator whether Q is in [L_m, t_n^*] gamma: Value used in the EM algorithm, see Frydman (1995) and Notes. alpha: Indicator whether Q subset [s_j, Infinity) mu_overline: Value used in the EM algorithm, see Frydman (1995) and Notes. lambda: Intensity for the 2->3 transition z: Mass assigned to the 1->2 and 1->3 transitions iter: Number of iterations required for convergence
References
Frydman, H. (1995). Nonparametric Estimation of a Markov 'Illness-Death' Process from Interval- Censored Observations, with Application to Diabetes Survival Data. Biometrika, 82(4), 773-789. doi:10.2307/2337344