[R] survreg's algorithm
therneau at mayo.edu
Tue Oct 16 15:46:21 CEST 2007
Gad Abraham wrote:
> 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?
The code uses Newton-Raphson iteration, dropping back to a Marquardt step if
it has trouble with convergence. (One data set in the test suite, sent in by a
user, has a likelihood whose contours look like a lima bean. This was fatal to
the simple NR).
There are several technical reports at the Mayo bistatistics web site that
document various portions of the survival code in depth. I need to add an index
to them to the documentation posted in the R package
In particular, #53 contains information on the parametric models that is not
More information about the R-help