[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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