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eha (version 2.11.5)

coxfunk: Loglihood function (partial likelihood) of a Cox regression

Description

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

Usage

coxfunk(beta, X, offset, rs, what = 2)

Value

A list with components

loglik

The log likelihood.

dloglik

The score vector. Nonzero if what >= 1

d2loglik

The hessian. Nonzero if ord >= 2

Arguments

beta

Regression parameters

X

The design (covariate) matrix.

offset

Offset.

rs

Risk set created by risksets(..., collate_sets = TRUE)

what

what = 0 means only loglihood, 1 means score vector as well, 2 loglihood, score and hessian.

Author

Göran Broström

Details

Note that the function returns log likelihood, score vector and minus hessian, i.e. the observed information. The model is

See Also

coxreg