LoglikPen {coxphMIC}R Documentation

Compute the penalized log partial likelihood for a Cox PH model with MIC penalty

Description

Compute the penalized log partial likelihood for a Cox PH model with MIC penalty

Usage

LoglikPen(beta, time, status, X, lambda, a)

Arguments

beta

A p-dimensional vector containing the regression ceofficients in the CoxPH model.

time

The observed survival time.

status

The status indicator: 1 for event and 0 for censoring.

X

An n by p design matrix.

lambda

The penalty parameter euqals either 2 in AIC or ln(n0) in BIC (by default), where n0 is the number of uncensored survival times observed in the data. You can also specify it to a specific value of your own choice.

a

The scale parameter in the hyperbolic tangent function of the MIC penalty. By default, a = n0, i.e., the number of uncensored survival times observed in the data.

Value

The value of the penalized log partial likelihood function evaluated at beta.

References

See Also

coxph


[Package coxphMIC version 0.1.0 Index]