
SurvRegCens
Function to be integrated to compute log-likelihood function for the Weibull survival regression model with a censored covariate.
WeibullIntegrate(x, x_i_noncens = NULL, density, param_y_i,
param_delta_i, param_lambda, param_gamma,
param_beta, intlimit = 10^-10, ForIntegrate = TRUE)
Value of the censored covariate for observation
Vector of values of the non-censored covariates for observation
Density function of the censored covariate.
Value of the time-to-event for observation
Censoring indicator of time-to-event for observation
Scale parameter of the Weibull distribution.
Shape parameter of the Weibull distribution.
Regression parameters (i.e.
In computation of integrals, values of the function to be integrated below intlimit
are set to 0. This makes integration results more accurate and speeds up integration. If the data is such that the absolute values of the underlying baseline Weibull density are very small, i.e. in the range of intlimit
, it is advisable to rescale the time variable, e.g. change the scaling from days to years. A very small value of the estimated
logical
indicating whether the function is to be integrated or not.
Stanislas Hubeaux, stan.hubeaux@bluewin.ch