This is an R package for fitting semiparametric dynamic frailty models with the EM algorithm. The hazard for individual j from cluster i is specified as: λij(t|Zi(t)) = Zi(t)exp(βxij(t))λ0(t). The model used here is described in detail in Putter & van Houwelingen (2015). The distribution of Zi(t) is described by two parameters: θ, that is an inverse-variability parameter of Zi(t) for a fixed t, and λ, that describes the autocorrelation of the process, so that for t1 ≤ t2 cor(Zi(t1),Zi(t2)) = exp(λ(t2 − t1)).

The estimation process is that for fixed (θ, λ) the maximized profile likelihood is calculated, i.e. maximized with respect to (β, λ0). This profile likelihood is finally maximized itself.


The development version from GitHub:


The following packages are needed to build dynfrail:

install.packages(c("RcppArmadillo", "tibble", "magrittr", "dplyr", "tidyr"))

The functioning of the package is described in the documentation of the main fitting function, dynfrail().