frailtypack: Frailty models using maximum penalized likelihood estimation

Frailtypack now fits several classes of frailty models using Penalized Likelihood on the hazard function. 1) A shared gamma frailty model and Cox proportional hazards model. Left truncated, censored data and strata (max=2) are allowed. Clustered and recurrent survival times can be studied (the Andersen-Gill(1982) approach has been implemented for recurrent events). An automatic choice of the smoothing parameter is possible using an approximated cross-validation procedure. 2) Additive frailty models for proportional hazards models with two correlated random effects (intercept random effect with random slope). 3) Nested frailty models for hierarchically clustered data (with 2 levels of clustering) by including two iid gamma random effects. 4) Joint frailty models in the context of joint modelling of recurrent events with terminal event.

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