| Name : R-MTAFT
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.4
| Date : 2024-06-14 11:14:33
|
| Group : Development/Libraries/Other
| Source RPM : R-MTAFT-0.1.0-lp153.1.4.src.rpm
|
| Size : 0.11 MB
| |
| Packager : (none)
| |
| Summary : Data-Driven Estimation for Multi-Threshold Accelerate Failure Time Model
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
