surtvep - Cox Non-Proportional Hazards Model with Time-Varying
Coefficients
Fit Cox non-proportional hazards models with time-varying
coefficients. Both unpenalized procedures (Newton and proximal
Newton) and penalized procedures (P-splines and smoothing
splines) are included using B-spline basis functions for
estimating time-varying coefficients. For penalized procedures,
cross validations, mAIC, TIC or GIC are implemented to select
tuning parameters. Utilities for carrying out post-estimation
visualization, summarization, point-wise confidence interval
and hypothesis testing are also provided. For more information,
see Wu et al. (2022) <doi: 10.1007/s10985-021-09544-2> and Luo
et al. (2023) <doi:10.1177/09622802231181471>.