Sieve Maximum Full Likelihood Estimation for the Right-Censored Proportional Hazards Model

Fitting the full likelihood proportional hazards model and extracting the residuals.

smlePH: R package for fitting the proportional hazards model with sieve maximum full likelihood estimation

Overview

smlePH is a R package to fit the proportional hazards model with the sieve maximum full likelihood estimation. Unlike the conventional partial likelihood approach, the full likelihood method utilizes whole likelihood information in estimating procedure. In this package, we provide two functions smle_ph and smle_resid. smle_ph fits the proportional hazards model and estimates the baseline cumulative hazard function. smle_resid estimates two types of residuals, (i) score residual for each covariate and (ii) deviance residual for linear combination of all covariates.

Installation

The released version of smlePH package from CRAN is available in CRAN

install.packages('smlePH')

and the development version is also available in Github

devtools::install_github(repo='taehwa015/smlePH')