frailtyEM

Fitting Frailty Models with the EM Algorithm

CRAN Package

Contains functions for fitting shared frailty models with a semi-parametric baseline hazard with the Expectation-Maximization algorithm. Supported data formats include clustered failures with left truncation and recurrent events in gap-time or Andersen-Gill format. Several frailty distributions, such as the the gamma, positive stable and the Power Variance Family are supported.

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