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PJFM  

Variational Inference for High-Dimensional Joint Frailty Model
View on CRAN: Click here


Download and install PJFM package within the R console
Install from CRAN:
install.packages("PJFM")

Install from Github:
library("remotes")
install_github("cran/PJFM")

Install by package version:
library("remotes")
install_version("PJFM", "0.1.0")



Attach the package and use:
library("PJFM")
Maintained by
Jiehuan Sun
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-11-06
Latest Update: 2024-11-06
Description:
Joint frailty models have been widely used to study the associations between recurrent events and a survival outcome. However, existing joint frailty models only consider one or a few recurrent events and cannot deal with high-dimensional recurrent events. This package can be used to fit our recently developed penalized joint frailty model that can handle high-dimensional recurrent events. Specifically, an adaptive lasso penalty is imposed on the parameters for the effects of the recurrent events on the survival outcome, which allows for variable selection. Also, our algorithm is computationally efficient, which is based on the Gaussian variational approximation method.
How to cite:
Jiehuan Sun (2024). PJFM: Variational Inference for High-Dimensional Joint Frailty Model. R package version 0.1.0, https://cran.r-project.org/web/packages/PJFM. Accessed 26 Jun. 2026.
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