logLik.ddhazard {dynamichazard}R Documentation

Log Likelihood of Mean Path of ddhazard Object

Description

Computes the log likelihood of (a potentially new) data set given the estimated:

E_{θ}(α_1 | y_{1:d}), E_{θ}(α_{2} | y_{1:d}), ..., E_{θ}(α_{d} | y_{1:d})

of the ddhazard object. Note that this is not the log likelihood of the observed data given the outcome.

Usage

## S3 method for class 'ddhazard'
logLik(object, data = NULL, id, ...)

Arguments

object

an object of class ddhazard.

data

new data to evaluate the likelihood for.

id

the individual identifiers as in ddhazard.

...

unused.

Examples

library(dynamichazard)
fit <- ddhazard(
 Surv(time, status == 2) ~ log(bili), pbc, id = pbc$id, max_T = 3600,
 Q_0 = diag(1, 2), Q = diag(1e-4, 2), by = 50,
 control = ddhazard_control(method = "GMA"))
logLik(fit)


[Package dynamichazard version 0.6.5 Index]