[R] My own distribution in survreg function

Terry Therneau therneau at mayo.edu
Fri Feb 4 16:29:17 CET 2011


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I'm trying to do some analysis using survreg function.  I need to
implement
there my own distribution with density: 

 lambda*exp(-lambda*y),  where     y = a1/(1+exp(-a2*x)). 
a1, a2 are unknown parameters and x >0. 
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 The survreg function can fit location/scale families where the location
parameter is Xb, X a matrix of predictors and b the parameters.  I don't
think that your distribution can be written in that form.
  An alternative is to take the apporach of the t-distribution for
survreg, which has the right for for fixed df.  Then wrap the survreg
function inside optim, using the latter to get an estimate of df.

No, I don't have time to give deeper programming help, due to other
projects due.

Terry Therneau



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