survival (version 3.8-3)

coxph.wtest: Compute a quadratic form

Description

This function is used internally by several survival routines. It computes a simple quadratic form, while properly dealing with missings.

Usage

coxph.wtest(var, b, toler.chol = 1e-09)

Value

a real number

Arguments

var

variance matrix

b

vector

toler.chol

tolerance for the internal cholesky decomposition

Author

Terry Therneau

Details

Compute b' V-inverse b. Equivalent to sum(b * solve(V,b)), except for the case of redundant covariates in the original model, which lead to NA values in V and b.