[R] survreg's algorithm

Simon Blomberg s.blomberg1 at uq.edu.au
Tue Oct 16 07:23:08 CEST 2007

Did you look at the C source code? There are 4 different variants
(survregN.c, where N <- 2:5) , depending on whether the distribution is
built-in or not, and penalized likelihood is being used or not. They all
look like NR to me, but I confess I haven't read the code in extreme
detail. It is well commented, however.



PS Try figuring out what <insert commercial statistical software here>
is actually doing by reading the source code. Take that, large software
corporations! The future belongs to R!

On Tue, 2007-10-16 at 13:12 +1000, Gad Abraham wrote:
> Gad Abraham wrote:
> > Hi,
> > 
> > I'm using survreg() from the survival package for parametric survival 
> > regression (modelling inter-arrival times of patients to a waiting list 
> > as exponentially distributed, with various regressors such as queue size 
> > and season).
> > 
> > Does anyone know which algorithm survreg() uses for this?
> > 
> > Thanks,
> > Gad
> > 
> Due diligence:
> I have actually looked at ?survreg and friends, and at the source code; 
> except for a brief mention of a "sparse Newton-Rapshon algorithm" in the 
> frailty model code, I couldn't find anything substantive.
Simon Blomberg, BSc (Hons), PhD, MAppStat. 
Lecturer and Consultant Statistician 
Faculty of Biological and Chemical Sciences 
The University of Queensland 
St. Lucia Queensland 4072 
Room 320 Goddard Building (8)
T: +61 7 3365 2506 
email: S.Blomberg1_at_uq.edu.au

1.  I will NOT analyse your data for you.
2.  Your deadline is your problem.

The combination of some data and an aching desire for 
an answer does not ensure that a reasonable answer can 
be extracted from a given body of data. - John Tukey.

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