Calculates minus the log likelihood function and its first and second order
derivatives for data from a Cox regression model. It is used by coxreg
if the argument coxph = FALSE
coxfunk(beta, X, offset, rs, what = 2)
A list with components
The log likelihood.
The score vector. Nonzero if what >= 1
The hessian. Nonzero if ord >= 2
Regression parameters
The design (covariate) matrix.
Offset.
Risk set created by risksets(..., collate_sets = TRUE)
what = 0 means only loglihood, 1 means score vector as well, 2 loglihood, score and hessian.
Göran Broström
Note that the function returns log likelihood, score vector and minus hessian, i.e. the observed information. The model is
coxreg