MTAFT
type: Item
instance of: R package
description: Developed a data-driven estimation framework for the multi-threshold accelerate failure time (MTAFT) model. The MTAFT model features different linear forms in different subdomains, and one of the major challenges is determining the number of threshold effects. The package introduces a data-driven approach that utilizes a Schwarz' information criterion, which demonstrates consistency under mild conditions. Additionally, a cross-validation (CV) criterion with an order-preserved sample-splitting scheme is proposed to achieve consistent estimation, without the need for additional parameters. The package establishes the asymptotic properties of the parameter estimates and includes an efficient score-type test to examine the existence of threshold effects. The methodologies are supported by numerical experiments and theoretical results, showcasing their reliable performance in finite-sample cases.
last update: 2023-11-13T00:00:00Z
software version identifier: 0.1.0
author: Chuang Wan
author: Hao Zeng
author: Wei Zhong
author: Changliang Zou
maintained by: Chuang Wan
copyright license: GNU General Public License, version 3.0
imports: graphics
imports: methods
imports: stats
imports: grpreg
CRAN project: MTAFT
programmed in: R
depends on software: R
MaRDI profile type: Software
description: Data-Driven Estimation for Multi-Threshold Accelerate Failure Time Model