estimate_parameters_GOR {cmpp}R Documentation

Estimate Parameters for the Generalized odds rate (GOR)

Description

This function estimates the parameters of the Generalized odds rate (GOR) using maximum likelihood estimation. It computes the Hessian matrix, calculates standard errors, and derives p-values for the estimated parameters. The function ensures that the diagonal elements of the covariance matrix are positive for valid variance estimates.

Usage

estimate_parameters_GOR(initial_params, FeaturesNames = NULL)

Arguments

initial_params

A numeric vector of initial parameter values to start the optimization. Default is rep(0.001, 2 * (3 + ncol(features))), where features is the matrix of predictor variables.

FeaturesNames

A character vector specifying the names of the features (covariates). If NULL, default names (beta1, beta2, etc.) will be generated.

Details

This function performs the following steps:

The Generalized odds rate (GOR) is a parametric model for cumulative incidence functions in competing risks analysis. It uses Gompertz distributions to model the failure times for competing events.

Value

A data frame containing:

Parameter

The parameter names, including alpha1, tau1, rho1, alpha2, tau2, rho2, and covariate coefficients (beta1, beta2, etc.).

Estimate

The estimated parameter values.

S.E

The standard errors of the estimated parameters.

PValue

The p-values for the estimated parameters.

See Also

stats::optim, compute_log_f_gradient_rcpp, log_f_rcpp, compute_log_f_hessian_rcpp.

Examples

library(cmpp)
# Example data
set.seed(371)
features <- matrix(rnorm(300, 1, 2), nrow = 100, ncol = 3)
delta1 <- sample(c(0, 1), 100, replace = TRUE)
delta2 <- 1 - delta1
x <- rexp(100, rate = 1/4)
# Initialize the Cmpp model
Initialize(features, x, delta1, delta2, h = 1e-5)
# Define initial parameter values
initial_params <- rep(0.001, 2 * (ncol(features) + 3))
# Estimate parameters using the GOR
result <- estimate_parameters_GOR(initial_params)
print(result)


[Package cmpp version 0.0.2 Index]